Research Category

game theory, microeconomics

Area of Interest

financial markets under uncertainty with asymmetric information, game theory with non-expected utility, potential functions in game theory

Recent Thoughts

I am interested in economic models under uncertainty with asymmetric information. I am now studying financial crises under uncertainty with asymmetric information using the global game analysis.

Publications

• A Shapley Value Representation of Potential Games, Games and Economic Behavior 31 (2000), 121-135.
• Robust Equilibria of Potential Games, Econometrica 69 (2001), 1373-1380.
• Incomplete Information Games with Multiple Priors (with Atsushi Kajii), Japanese Economic Review 56 (2005), 332-351.

Recent/Ongoing Works

• Interim Efficient Allocations under Uncertainty (with Atsushi Kajii), Journal of Economic Theory 144 (2009), 337-353.
• Bayesian Potentials and Information Structures: Team Decision Problems Revisited, forthcoming in International Journal of Economic Theory.
• The Ambiguity Premium vs. the Risk Premium under Limited Market Participation, forthcoming in Review of Finance

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