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Author & Panelist

Alexander Zimper

Alexander Zimper is an academic researcher from the University of Pretoria with research interests in Decision Theory, Nonadditive Measures, Game Theory, Financial Markets, and Asset Pricing. He is an Associate Editor of the International Journal of Economic Theory, Mathematics, and Financial Economics and Economic Research Southern Africa (ERSA) (until 2015).

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Related Publications​

Bayesian learning with multiple priors and non-vanishing ambiguity
The existing models of Bayesian learning with multiple priors by Ma...
Wei Ma, Alexander Zimper
Working Paper
A Life-Cycle Model with Ambiguous Survival Beliefs
On average, young people underestimate whereas old people overestim...
Max Groneck, Alexander Zimper, Alexander Ludwig
Working Paper
On the impossibility of insider trade in rational expectations equilibria
Existing no trade results are based on the common prior assumption ...
Alexander Zimper
Working Paper
Biased Bayesian Learning with an Application to the Risk-Free Rate Puzzle
Based on the axiomatic framework of Choquet decision theory, we dev...
Alexander Zimper, Alexander Ludwig
Working Paper
The impact of statistical learning on violations of the sure-thing principle
This paper experimentally tests whether violations of Savage’...
Aylit T. Romm, Nicky Nicholls, Alexander Zimper
Working Paper
Speculative Trade Equilibria with Incorrect Price Anticipations
This paper introduces an equilibrium concept for boundedly rational...
Alexander Zimper
Working Paper
Bank Deposit Contracts Versus Financial Market Participation in Emerging Economies
The financial sector of emerging economies in Africa is characteriz...
Alexander Zimper
Working Paper
A decision-theoretic model of asset-price underreaction and overreaction to dividend news
We combine new developments in decision theory with a standard cons...
Alexander Zimper, Alexander Ludwig
Working Paper
The emergence of "fifty-fifty" probability judgements in a conditional Savage world
This paper models the empirical phenomenon of persistent fifty-fift...
Alexander Zimper
Working Paper
Do Bayesians learn their way out of ambiguity?
In standard models of Bayesian learning agents reduce their uncerta...
Alexander Zimper
Working Paper
Optimal liquidity provision through a demand deposit scheme: The Jacklin critique revis...
We derive conditions such that optimal liquidity provisions through...
Alexander Zimper
Working Paper
The harmonic sequence paradox reconsidered
According to the harmonic sequence paradox (Blavatskyy 2006), an ex...
Alexander Zimper
Working Paper
Indecisiveness aversion and preference for commitment
We present an axiomatic model of preferences over menus that is mot...
Ani Guerdjikova, Eric Danan, Alexander Zimper
Working Paper
On attitude polarization under Bayesian learning with non-additive beliefs
Ample psychological evidence suggests that people’s learning behavi...
Alexander Ludwig, Alexander Zimper
Working Paper
Revisiting independence and stochastic dominance for compound lotteries
We establish mathematical equivalence between independence of irrel...
Alexander Zimper
Working Paper
Asset pricing in a Lucas ‘fruit-tree’ economy with non-additive beliefs
We study a Lucas (1978) “fruit-tree” economy under the ...
Alexander Zimper
Working Paper
A parsimonious model of subjective life expectancy
This paper develops a theoretical model for the formation of subjec...
Alexander Zimper, Alexander Ludwig
Working Paper
Half empty, half full and why we can agree to disagree forever
Aumann (1976) derives his famous we cannot agree to disagree result...
Alexander Zimper
Working Paper
Security and Potential Level Preferences with Thresholds
The security level models of Gilboa (1988) and of Jaffray (1988) as...
Ulrich Schmidt, Alexander Zimper
Working Paper
An epistemic model of an agent who does not reflect on reasoning processes
This paper introduces an epistemic model of a boundedly rational ag...
Alexander Zimper
Working Paper
Flexibility of choice versus reduction of ambiguity
This paper explores the problem of a social planner willing to impr...
Ani Guerdjikova, Alexander Zimper
Working Paper
A fixed point characterization of the dominancesolvability of lattice games with strate...
This note demonstrates that a lattice game with strategic substitut...
Alexander Zimper
Working Paper

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