**Research interests:**

**Research interests:**

Asset Pricing

General Equilibrium Theory

Knightian Uncertainty in Continuous Time

Economics of Information

Nonlinear Expectations

**Publications:**

**Publications:**

**The Term Structure of Sharpe Ratios and Arbitrage-Free Asset Pricing in Continuous Time,**

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

**Dynamically Consistent Alpha Maxmin Expected Utility**

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

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

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

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

**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**: