Classic Models in Finance: Solved and Unsolved Issues.
Decision Weights, Change of Wealth, and Value Function: The Experimental Evidence.
Empirical and Experimental Evidence Regarding Preferences: Absolute and Relative Risk Aversion.
Inefficient Choices and Investors' Irrationality.
The Microscopic Simulation Method.
Microscopic Simulations in Various Fields.
The LLS Microscopic Simulation Model.
Various Financial Microscopic Simulations.
Prospect Theory, Asset Pricing, and Market Dynamics.
Applications of Microscopic Simulation to the CAPM: Heterogeneous Expectations and the Number of Assets in the Portfolio.
Application of Microscopic Simulation to Option Pricing: Uncertainty and Disagreement about the Volatility.