Jetlir Duraj's Homepage

Jetlir Duraj's Website

Research

Economics

Optimal Stopping with General Risk Preferences with Online Appendix - (working paper 2018)
Dynamic Random Subjective Expected Utility with Online Appendix - (working paper 2018)
Mechanism Design with News Utility with Online Appendix - (working paper 2018)
Costly Information and Random Choice with Supplementary Material - with Yi-Hsuan Lin (working paper 2019)
Identification and Welfare Analysis in Sequential Sampling Models - with Yi-Hsuan Lin (working paper 2019)
Dynamic Information Design with Diminishing Sensitivity over News - with Kevin He (working paper 2019)

Mathematics

Random Walks in Cones: The case of nonzero Drift - (Stochastic Proc. Appl. 124(2014), 1503-1518)
On Harmonic Functions of Killed Random Walks in Convex Cones - (Electron. Commun. Probab.19(2014), no. 80, 1-10)
Invariance Principles for Random Walks in Cones - with Vitali Wachtel (arxiv preprint 2015)
Green Function of a Random Walk in a Cone - with Vitali Wachtel (arxiv preprint 2018)

Teaching

Harvard University

ST 2016, 2017, 2018 Section for Decision Theory, EC 2059 - Graduate Course - Section slides; set of additional exercises gathered for the course available upon request
FT 2016, 2017, 2018 Section for Game Theory EC 2010a - Graduate Course - Section slides - Section notes
ST 2018, FT 2018 Section for Capital Markets EC 1723 - Undergraduate Course

Past Teaching at LMU Munich

ST 2013 Exercises for Mathematical Statistics - M.Sc. Math course
WT 2013-14 Exercises for Stochastics (Intro to Probability) - B.Sc. Math course
ST 2014 Exercises for Probability Theory - B.Sc. and M.Sc. Math course
ST 2014 Random Walks conditioned to stay Positive - Graduate/PhD course