← All authors Luciano I. de Castro University of Iowa (from arXiv:1707.03436, 2017) · ORCID · OpenAlex
36 papers in scope · 36 published · 1 on the econ.EM arXiv · 635 citations · h-index 15 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Gabriel Montes-Rojas David M. Kaplan Xin Liu Javier Alejo Yixiao Sun Zheng Zhang Antonio F. Galvao Eduardo Horta Oliver Linton Emmanuel Guerre Marcelo Fernandes David Van Dijcke Kaspar Wüthrich Koki Fusejima Julian Martinez-Iriarte Kaiji Motegi Hiroaki Kaido Victor Chernozhukov Christian Hansen Yinchu Zhu Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 36)
Comparison of dynamic models separating risk and intertemporal substitution
published 2025 · Theory and Decision
Quantile approach to intertemporal consumption with multiple assets
published 2025 · Journal of Econometrics · 2 citations · first circulated 2023
How to Deal with Exchange Rate Risk in Infrastructure and Other Long‐Lived Projects
published 2025 · Journal of Public Economic Theory · 3 citations · first circulated 2022
with Claudio Frischtak, Arthur Rodrigues
Dynamic economics with quantile preferences
published 2025 · Theoretical Economics · 9 citations · first circulated 2022
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion
published 2023 · European Economic Review · 4 citations · first circulated 2020
Joint elicitation of elasticity of intertemporal substitution, risk and time preferences
published 2023 · International Journal of Finance & Economics · 4 citations
Conditional quantiles: An operator-theoretical approach
published 2023 · Bernoulli · 14 citations · first circulated 2021
Numerical Solution of Dynamic Quantile Models
published 2023 · Journal of Economic Dynamics and Control · 6 citations · first circulated 2022
O FUTURO DA FORMAÇÃO DE PREÇOS DE ENERGIA NO BRASIL
published 2023 · Revista de Economia Contemporânea · 1 citations
with Gustavo Gonçalves Borges, Lucas Fernandes Camilo Simone, Gustavo da Rosa Borges, Lucas F. C. Simone
Portfolio selection in quantile decision models
published 2022 · Annals of Finance · 15 citations
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models
published 2022 · Journal of Behavioral and Experimental Economics · 5 citations · first circulated 2019
Do people maximize quantiles?
published 2021 · Games and Economic Behavior · 23 citations · first circulated 2020
Static and dynamic quantile preferences
published 2021 · Economic Theory · 34 citations
Quantile selection in non-linear GMM quantile models
published 2020 · Economics Letters · 4 citations
A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility
published 2019 · Annals of Finance · 9 citations
with Marialaura Pesce, Nicholas C. Yannelis
published 2019 · Journal of Econometrics · 42 citations · first circulated 2017
Dynamic Quantile Models of Rational Behavior
published 2019 · Econometrica · 64 citations · first circulated 2017
A structural model to evaluate the transition from self-commitment to centralized unit commitment
published 2018 · Energy Economics · 11 citations · first circulated 2016
with Sergio Camelo, Anthony Papavasiliou, Álvaro Riascos, Shmuel S. Oren
Nash equilibrium in games with quasi-monotonic best-responses
published 2017 · Journal of Economic Theory · 14 citations
with Rabah Amir
Ambiguous implementation: the partition model
published 2016 · Economic Theory · 20 citations
with Zhiwei Liu, Nicholas C. Yannelis
Expected utility or prospect theory: Which better fits agent-based modeling of markets?
published 2016 · Journal of Computational Science · 13 citations
with Paulo André Lima de Castro, Anderson Rodrigo Barreto Teodoro, Simon Parsons
Transition to Centralized Unit Commitment: An Econometric Analysis of Colombia’s Experience
published 2016 · The Energy Journal · 14 citations · first circulated 2014
with Álvaro Riascos, Miguel Bernal, Shmuel S. Oren
Implementation under ambiguity
published 2015 · Games and Economic Behavior · 20 citations
with Zhiwei Liu, Nicholas C. Yannelis
Free entry versus socially optimal entry
published 2014 · Journal of Economic Theory · 44 citations
with Rabah Amir, Leonidas C. Koutsougeras
Parametric representation of preferences
published 2014 · Journal of Economic Theory · 17 citations
with Nabil I. Al-Najjar
Paying for the smart grid
published 2013 · Energy Economics · 21 citations
with Joísa Campanher Dutra
Tougher Educational Exam Leading to Worse Selection
published 2011 · Economics · 1 citations
with Eduardo de Carvalho Andrade
Core and equilibria under ambiguity
published 2011 · Economic Theory · 60 citations
with Marialaura Pesce, Nicholas C. Yannelis, Nicolas Yannelis
Ambiguity aversion and trade
published 2011 · Economic Theory · 64 citations
with Alain Chateauneuf
EQUILIBRIA EXISTENCE AND CHARACTERIZATION IN AUCTIONS: ACHIEVEMENTS AND OPEN QUESTIONS
published 2011 · Journal of Economic Surveys · 10 citations
with Daniel H. Karney
Equilibrium existence and approximation of regular discontinuous games
published 2010 · Economic Theory · 28 citations
How to translate results from auctions to procurements
published 2009 · Economics Letters · 8 citations
with María-Ángeles de Frutos
Characterization of bidding behavior in multi-unit auctions
published 2008 · Journal of Mathematical Economics · 16 citations · first circulated 2007
with Álvaro Riascos
Pure strategy equilibria of single and double auctions with interdependent values
published 2007 · Games and Economic Behavior · 15 citations · first circulated 2006
with Aloísio Araújo
Non-monotoniticies and the all-pay auction tie-breaking rule
published 2007 · Economic Theory · 16 citations · first circulated 2006
with Aloísio Araújo, Humberto Moreira
Existence of Equilibrium in Single and Double Private Value Auctions
published 2006 · Econometrica · 4 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).