Department of Economics University of Pretoria Private Bag X20 Hatfield 0028 South Africa Tel.: 0027 12 420 3522 alexander.zimper@up.ac.za
Research interests Decision Theory, Game Theory, General Equilibrium Theory under Asymmetric Information, Asset Pricing, Financial Markets and Banking Regulation, Bayesian Learning under Ambiguity, Bounded Rationality Associate Editor of Mathematics and Financial Economics Economic Research Southern Africa (ERSA) (until 2015) Referee for American Economic Review, American Journal of Political Science, Applied Mathematics and Computation, B.E. Journal of Economic Analysis & Policy, British Journal of Mathematical and Statistical Psychology, Econometrica, Economic Modeling, Economic Theory, Economics Bulletin, Economics Letters, Emerging Markets Finance and Trade, Games and Economic Behavior, Insurance: Mathematics and Economics, International Journal of Approximate Reasoning, International Review of Economics and Finance, Journal of Banking and Finance, Journal of Economic Behavior and Organization, Journal of Economic Dynamics and Control, Journal of Economic Surveys, Journal of Empirical Finance, Journal of Evolutionary Economics, Journal of Mathematical Economics, Journal of Philosophy, Journal of Risk and Uncertainty, North American Journal of Economics and Finance, Psychological Review, South African Journal of Economics, South African Journal of Management and Economic Sciences, Synthese, Theory and Decision [1] “Subjective life expectancy,” with Nicky Nicholls, Chapter in the Encyclopedia of Adulthood and Aging (2015) Krauss Whitbourne, Susan. (Ed.), WileyBlackwell [2] “Divergent probabilistic judgments under Bayesian learning with nonadditive beliefs,” Chapter in the Encyclopedia of the Sciences of Learning (2012) Seel, Norbert M. (Ed.), Springer
Publications in journals [1] Assa, H. and A. Zimper (2018) “Preferences over all random variables: Incompatibility of convexity and continuity,” Journal of Mathematical Economics, 75, 7183. [2] Zimper, A. and W. Ma (2017) “Bayesian learning with multiple priors and nonvanishing ambiguity,” Economic Theory, 64, 409447. [3] Zimper, A. (2016) “Banks versus asset markets. A response to Kucinskas,” Economics Letters, 147, 174176. [4] Groneck, M., Ludwig, A., and A. Zimper (2016) “A lifecycle model with ambiguous survival beliefs,” Journal of Economic Theory, 162, 137180. [5] Nicholls, N., Romm, A., and A. Zimper (2015) “The impact of statistical learning on violations of the surething principle,” Journal of Risk and Uncertainty, 50, 97115. [6] Zimper, A. (2015) “Bank deposit contracts versus financial market participation in emerging economies,” Emerging Markets Finance and Trade, 51, 525536. [7] Ludwig, A. and A. Zimper (2014) “Biased Bayesian learning with an application to the riskfree rate puzzle,” Journal of Economic Dynamics and Control, 39, 7997. [8] Zimper, A. (2014) “On the impossibility of insider trade in rational expectations equilibria,” North American Journal of Economics and Finance, 28, 109118. [9] Zimper, A. (2014) “The minimal confidence levels of Basel capital regulation,” Journal of Banking Regulation, 12, 129143. [10] Zimper, A. (2013) “On the welfare equivalence of asset markets and banking in Diamond Dybvig economies,” Economics Letters, 121, 356359. [11] Ludwig, A. and A. Zimper (2013) “A decisiontheoretic model of assetprice underreaction and overreaction to dividend news,” Annals of Finance, 9, 625665. [12] Ludwig, A. and A. Zimper (2013) “A parsimonious model of subjective life expectancy,” Theory and Decision, 75, 519542. [13] Zimper, A. (2013) “The emergence of "fiftyfifty" probability judgments through Bayesian updating under ambiguity,” Fuzzy Sets and Systems, 223, 7288. [14] Zimper, A. (2013) “Optimal liquidity provision through a demand deposit scheme: The Jacklin critique revisited,” German Economic Review, 14, 89107. [15] Schmidt, U. and A. Zimper (2012) “Explaining the harmonic sequence paradox,” British Journal of Mathematical and Statistical Psychology, 65, 322333. [16] Zimper, A. (2012) “Asset pricing in a Lucas fruittree economy with the best and worst in mind,” Journal of Economic Dynamics and Control, 36, 610628. [17] Zimper, A. and S. Hassan (2012) “Can industry regulators learn collusion structures from informationefficient asset markets?,” Economics Letters, 116, 14. [18] Seedat, S. and A. Zimper (2012) “Existence of speculative bubbles when timehorizons are finite,” Economics Bulletin, 32(1), 251259. [19] Danan, E., Guerdjikova, A., and A. Zimper (2012) “Indecisiveness aversion and preference for commitment,” Theory and Decision, 72, 113. [20] Zimper, A. (2011) “Do Bayesians learn their way out of ambiguity?,” Decision Analysis, 8, 269285. [21] Zimper, A. (2011) “Reexamining the law of iterated expectations for Choquet decision makers,” Theory and Decision, 71, 669677. [22] Zimper, A. (2010) “A canonical interpretation of propositions as events,” International Journal of Economic Theory, 6, 327339. [23] Zimper, A. (2009) “An epistemic model of an agent who does not reflect on reasoning processes,” Mathematical Social Sciences, 58, 290309. [24] Zimper, A. and A. Ludwig (2009) “On attitude polarization under Bayesian learning with nonadditive beliefs,” Journal of Risk and Uncertainty, 39, 181212. [25] Zimper, A. (2009) “Half empty, half full and why we can agree to disagree forever,” Journal of Economic Behavior and Organization, 71, 283299. [26] Zimper, A. (2008) “Revisiting independence and stochastic dominance for compound lotteries,” The B.E. Journal of Theoretical Economics: Vol. 8: Iss. 1 (Topics), Article 12. [27] Guerdjikova, A. and A. Zimper (2008) “Flexibility of choice versus reduction of ambiguity,” Social Choice and Welfare, 30, 507526. [28] Schmidt, U. and A. Zimper (2007) “Security and potential level preferences with thresholds,” Journal of Mathematical Psychology, 51, 279289. [29] Zimper, A. (2007) “A fixed point characterization of the dominancesolvability of lattice games with strategic substitutes,” International Journal of Game Theory, 36, 107117. [30] Zimper, A. (2007) “Strategic games with security and potential level players,” Theory and Decision, 63, 5378. [31] Zimper, A. (2006) “Assessing the likelihood of panicbased bank runs,” The B.E. Journal of Theoretical Economics: Vol. 6: Iss. 1 (Contributions), Article 9. [32] Zimper, A. (2006) “Uniqueness conditions for strongly pointrationalizable solutions to games with metrizable strategy sets,” Journal of Mathematical Economics, 42, 729751. [33] Ludwig, A. and A. Zimper (2006) “Investment behavior under ambiguity: The case of pessimistic decision makers,” Mathematical Social Sciences, 52, 111130. [34] Zimper, A. (2006) “A note on the equivalence of rationalizability concepts in generalized nice games,” International Game Theory Review, 8, 669674. [35] Ludwig, A. and A. Zimper (2006) “Rational expectations and ambiguity: A comment on Abel (2002),” Economics Bulletin, 4(2), 115. [36] Zimper, A. (2005) “Equivalence between best responses and undominated strategies: A generalization from finite to compact strategy sets,” Economics Bulletin, 3(7), 16.

Professor Alexander Zimper
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