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Professor
Luxembourg School of Finance
University of Luxembourg

PhD University of Rochester


Research fields: financial economics, macroeconomics and financial markets.
Research interests: financial markets, household finance, macroeconomics, dynamic games, incomplete information and rational learning, household finance and learning, dynamic endogenous taxation, industry dynamics, technological change and development, demographics and macroeconomics, demographics and household decisions, household-size economies.

Selected Publications

Do Demographics Prevent Consumption Aggregates From Reflecting Micro-Level Preferences?, 2019, with Carsten Schröder and Ulrich Schmidt, European Economic Review, Vol 111, 166-190.

Market Fragility and the Paradox of the Recent Stock-Bond Dissonance, 2018, with Jian Li and Fabienne Weber, Economics Letters, Vol. 162, 162-166.

Strategic Exploitation of a Common-Property Resource Under Rational Learning About its Reproduction, 2015, Dynamic Games and Applications, Vol. 5, 94–119.

Strategic Exploitation of a Common-Property Resource Under Uncertainty, 2013, with Elena Antoniadou and Leonard J. Mirman, Journal of Environmental Economics and Management, Vol. 65(1), 28–39.

Saving Rates and Portfolio Choice with Subsistence Consumption, 2012, with Carolina Achury and Sylwia Hubar, Review of Economic Dynamics, Vol. 15(1), 108–126.

Evidence on the Insurance Effect of Redistributive Taxation, 2010, with Charles Grant, Alex Michaelides, and Mario Padula, Review of Economics and Statistics, Vol. 92(4), pp. 965-973.

Optimal Growth and Uncertainty: Learning, 2009, with Leonard J. Mirman and Marc Santugini, Journal of Economic Theory, January, Vol. 144, pp. 280-295.

Nonmarket Household Time and the Cost of Children, 2009, with Carsten Schröder and Ulrich Schmidt, Journal of Business and Economic Statistics, January, Vol. 27(1), pp.42-51.

The Effects of Market Structure on Industry Growth: Rivalrous Nonexcludable Capital, 2007, with Leonard J. Mirman, Journal of Economic Theory, Vol. 133, March, pp. 199-218.

On the Income Dependence of Equivalence Scales, 2005, with Carsten Schröder and Ulrich Schmidt, Journal of Public Economics, Vol. 89(5-6), June, pp. 967-996.