**Research interests**

**Research interests**

Asset Pricing

General Equilibrium Theory

Knightian Uncertainty in Continuous Time

Economics of Information

Nonlinear Expectations

**Publications:**

**Publications:**

**Probability****,** **Uncertainty** **and** **Quantitative** **Risk**** **** ****(accepted), **with Emanuela Rosazza.-Gianin

**Mathematical** **Fi****n****ance**** (2020) 30(3):1073-1102, **with Qian Lin and Frank Riedel

**Econometrica**** (2019) 87(1): 37-64 **with Frank Riedel

**Games** **and** **Economic** **Behavior**** (2019) 115: 470-490,** with Ali M. Khan

**Risks**** (2019) 7(3), 98**

**SIAM** **Journal** **on** **Financial** **Mathematics*** ***(2018) 9(1): 381-400,** with Laurent Denis

**Finance** **and** **Stochastics**** ****(2018)**** ****22(3): 603-620,** with Frank Riedel

**Economic** **Theory**** (2016) 64 (2): 213-238**

**Mathematics** **and** **Financial** **Economics**** ****(2015) 9(1): 39–56**

**Submitted/****under Review:**

**Submitted/**

**under Review:**

**Endogenous Ambiguity under Probabilistic Information Purchases****Robust optimal contract in general contract spaces**with Julio Backhoff and Ulrich Horst**Dynamic Inconsistency and Inefficiency of Equilibrium under Knightian Uncertainty**with Michael Zierhut

**Working ****P****apers****:**

**Working**

**P**

**apers**

**:**

**Optimal Allocations when Agents Have Alpha-MaxMin Utilities**with Jan Werner**A compact topology for σ-algebra convergence**with Jonas M. Tölle

**Work in Progress:**

**Work in Progress:**

**Robust Dynamic Utility**with Fabio Maccheroni, Massimo Marinacci and Sujoy Mukerji**Robust Control under Continuous-Time Volatility Uncertainty**with Laurent Denis and Chao Zhou

**Others**:

**Others**: