This paper discusses senses in which alternative representations of the preferences that underlie robust control theory are or are not time consistent. The multiplier preferences of Hansen, Sargent, Turmuhambetova, and Williams (2006) are time consistent by construction. So too are their constraint preference, provided that continuation entropy is carried along as an additional state variable. ...

This paper axiomatizes a class of preferences displaying decreasing absolute uncertainty aversion, which allows a decision maker to be more willing to take uncertaintybearing behavior when he becomes wealthier. In our first main result, we obtain three equivalent representations. The first is a variation on the constraint criterion of Hansen and Sargent (2001). The other two generalize Gilboa a...

In this online appendix, we present an extension of Theorem 1. We show that an RUA representation can incorporate the variational preferences of Maccheroni, Marinacci, and Rustichini (2006), which are general enough to incorporate other well-known uncertainty-averse preferences, such as the maxmin preferences of Gilboa and Schmeidler (1989), the multiplier preferences of Hansen and Sargent (200...

In Duan, Gauthier and Simonato (1999), an analytical approximate formula for European options in the GARCH framework was developed. The formula is however restricted to the nonlinear asymmetric GARCH model. This paper extends the same approach to two other important GARCH specifications GJR-GARCH and EGARCH. We provide the corresponding formulas and study their numerical performance. keywords: ...

Holistic processing was initially characterized a unique hallmark of face perception (e.g., Young et al., 1987) and later argued a domain-general marker of perceptual expertise (e.g., Gauthier et al., 1998). More recently, evidence for holistic processing - measured by interference from task-irrelevant parts - was obtained in novices, raising questions for its usefulness as a test of expertise....

Title: Renal failure during chemotherapy: renal biopsy for assessing subacute nephrotoxicity of pemetrexed Authors: Maureen Assayag ([email protected]) Philippe Rouvier ([email protected]) Marion Gauthier ([email protected]) Ghania Costel ([email protected]) Philippe Cluzel ([email protected]) Lucile Mercadal ([email protected]) Gilbert Deray (gilbert.d...

1 Gauthier et al. THYROID HORMONE RECEPTOR  (TR) AND LIVER X RECEPTOR (LXR) REGULATE CARBOHYDRATE RESPONSE ELEMENT BINDING PROTEIN (ChREBP) EXPRESSION IN A TISSUE SELECTIVE MANNER. Karine Gauthier * 1 , Cyrielle Billon C * 1 , Marie Bissler 1 , Michel Beylot 2 , Jean-Marc Lobaccaro 3 , Jean-Marc Vanacker 1 and Jacques Samarut 1 . 1 Institut de Génomique Fonctionnelle de Lyon; Université de Ly...