• "Preference Conditions for Invertible Demand Functions" (with Georgios Gerasimou), American Economic Journal: Microeconomics, May 2022,14(2):118-38 [Online Supplement] 

• "Dynamically complete markets under Brownian motion," Mathematics and Financial Economics, April 2021, 15:719-745 

• "(Neutrally) Optimal Mechanism under Adverse Selection: the canonical insurance problem" (with Kostas Koufopoulos)  Games and Economic Behavior, September 2018, 111:159-186 [Online Supplement]

• "Rationalizable Suicides: Evidence from Changes in Inmates' Expected Length of Sentence" (with Nadia Campaniello and Giovanni Mastrobuoni) Journal of the European Economic Association, April 2017, 15:388-428

• Properties of Quasilinear Preferences

We point out some formal properties of quasi-linear preference relations, providing a proper theoretical foundation for some well-known folk-wisdom premises that underpin the use of quasi-linear preferences in consumer optimization.

• Preference conditions for linear demand functions 

Taking consumer preferences as the primitive and a linear demand system as the desideratum, I investigate how the two are related via a novel approach to demand integrability. The methodology applies irrespectively of whether prices are normalized with respect to a numeraire or income, leading to a characterization of linear demand systems in terms of the underlying rational preference relation and analytical solutions for the direct utility function. The results provide a proper microfoundation for linear demand systems filling some potentially misleading gaps in the extant literature.

• Other assets' risk: an explanation for financial contagion 

In a representative-agent Lucas orchard where the risk process follows a Brownian motion, I examine how an asset's price changes with a risk factor when the asset's dividend is independent of that factor. The analysis highlights a crucial component of wealth effects on asset prices hitherto ignored by the literature: changes in wealth do not only alter the representative agent's risk aversion but also her perceived ``riskiness'' of a security. The latter effect is what drives ``contagion:'' endogenously (i.e., due to market clearing) generated positive correlation in asset prices when there is no correlation in the payoffs.

• "Individuals and their Communities: how neighbor volunteering affects an individual's propensity to volunteer" (with Florence Neymotin)  

• "Efficient Nash Equilibrium under Adverse Selection" (with Kostas Koufopoulos) 

• "Complexity and Bounded Rationality in Individual Decision Problems"

• Preference conditions for the Law of Demand

• (Neutrally) Optimal mechanism under adverse selection: two types

• The mean-variance criterion revisited

• Optimal myopia: an axiomatic approach to bounded rationality (with Paolo Ghirardato)