Details about William R. Zame

E-mail:
Homepage:	http://www.econ.ucla.edu/zame
Workplace:	Department of Economics, University of California-Los Angeles (UCLA), (more information at EDIRC)

Access statistics for papers by William R. Zame.

Last updated 2023-01-26. Update your information in the RePEc Author Service.

Short-id: pza30

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Working Papers

2022

1. Asset Trading in Continuous Time: A Cautionary Tale
   Papers, arXiv.org
2. Do decision makers have subjective probabilities? An experimental test
   ESMT Research Working Papers, ESMT European School of Management and Technology

2016

3. A Theory of Individualism, Collectivism and Economic Outcomes
   Papers, arXiv.org

2015

4. 'Lucas' In The Laboratory (forthcoming in Journal of Finance)
   Economics Series, Institute for Advanced Studies
5. Optimally Sticky Prices
   2015 Meeting Papers, Society for Economic Dynamics View citations (1)

2014

6. Asset Prices and Asymmetric Reasoning
   Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK View citations (2)
7. The Flattening of the Phillips Curve and the Learning Problem of the Central Bank
   EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (3)

2013

8. 'Lucas' In The Laboratory
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
   Also in EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) (2013)
   See also Journal Article “Lucas” in the Laboratory, Journal of Finance, American Finance Association (2016) View citations (14) (2016)
9. Collateral Equilibrium - A Basic Framework
   EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (19)
   Also in Levine's Working Paper Archive, David K. Levine (2013) View citations (19)
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2013) View citations (19)
   See also Journal Article Collateral equilibrium, I: a basic framework, Economic Theory, Springer (2014) View citations (72) (2014)
10. Designing Efficient Resource Sharing For Impatient Players Using Limited Monitoring
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (1)
11. Efficient Online Exchange via Fiat Money
    EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF) View citations (5)
    See also Journal Article Efficient online exchange via fiat money, Economic Theory, Springer (2013) View citations (5) (2013)

2010

12. Collateralized Security Markets
    Levine's Working Paper Archive, David K. Levine View citations (4)

2009

13. Ambiguity in Asset Markets: Theory and Experiment
    Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (10)
    See also Journal Article Ambiguity in Asset Markets: Theory and Experiment, The Review of Financial Studies, Society for Financial Studies (2010) View citations (179) (2010)
14. Cognitive Biases, Ambiguity Aversion and Asset Pricing in Financial Markets
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (1)

2008

15. Piercing the Veil of Ignorance
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley View citations (3)

2007

16. Posterior Implementation versus Ex-Post Implementation
    PSE-Ecole d'économie de Paris (Postprint), HAL
    Also in Levine's Bibliography, UCLA Department of Economics (2005)
    Post-Print, HAL (2007)
    UCLA Economics Working Papers, UCLA Department of Economics (2005)
17. Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (62)
    See also Journal Article Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments, Econometrica, Econometric Society (2007) View citations (63) (2007)

2006

18. Prices and Portfolio Choices in Financial Markets: Theory and Experiment
    Levine's Bibliography, UCLA Department of Economics View citations (7)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (2005) View citations (3)
19. Risk Aversion in Laboratory Asset Markets
    Levine's Bibliography, UCLA Department of Economics View citations (1)
20. The Limits of Ex-Post Implementation
    Post-Print, HAL View citations (63)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (2005) View citations (29)
    Levine's Bibliography, UCLA Department of Economics (2005) View citations (26)
    See also Journal Article The Limits of ex post Implementation, Econometrica, Econometric Society (2006) View citations (80) (2006)

2005

21. Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment
    UCLA Economics Working Papers, UCLA Department of Economics View citations (3)
    See also Journal Article Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment, Finance Research Letters, Elsevier (2006) View citations (11) (2006)
22. Equilibrium Distributions with Externalities
    Levine's Bibliography, UCLA Department of Economics View citations (1)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (2004) View citations (1)
23. INCENTIVES, CONTRACTS AND MARKETS: A GENERAL EQUILIBRIUM THEORY OF FIRMS*
    UCLA Economics Working Papers, UCLA Department of Economics View citations (1)
    See also Journal Article Incentives, Contracts, and Markets: A General Equilibrium Theory of Firms, Econometrica, Econometric Society (2007) View citations (33) (2007)

2003

24. Clubs and the Market
    Levine's Working Paper Archive, David K. Levine View citations (13)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (1999) View citations (74)
    See also Journal Article Clubs and the Market, Econometrica, Econometric Society (1999) View citations (91) (1999)
25. The Organization of Production, Consumption, and Learning
    Discussion Papers, University of Copenhagen. Department of Economics View citations (2)
    See also Chapter The Organization of Production, Consumption and Learning, Studies in Economic Theory, Springer (2006) View citations (2) (2006)

2001

26. Does Market Incompleteness Matter
    Levine's Working Paper Archive, David K. Levine View citations (35)
    See also Journal Article Does Market Incompleteness Matter?, Econometrica, Econometric Society (2002) View citations (62) (2002)

2000

27. A Theory of Firm Formation and Skills Acquisition
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
28. Quadratic Concavity and Determinacy of Equilibrium
    GE, Growth, Math methods, University Library of Munich, Germany View citations (1)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (1999)
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (1999) View citations (2)
    Economics Working Papers, University of California at Berkeley (1999) View citations (2)
    See also Journal Article Quadratic Concavity and Determinacy of Equilibrium, Econometrica, Econometric Society (2002) View citations (35) (2002)
29. Risk Sharing and Market Incompleteness
    Levine's Working Paper Archive, David K. Levine View citations (6)

1999

30. Clubs and the Market: Large Finite Economies
    Discussion Papers, University of Copenhagen. Department of Economics View citations (47)
    Also in Economics Working Papers, University of California at Berkeley (1997) View citations (4)
    UCLA Economics Working Papers, UCLA Department of Economics (1997) View citations (6)
    See also Journal Article Clubs and the Market: Large Finite Economies, Journal of Economic Theory, Elsevier (2001) View citations (41) (2001)

1998

31. Clubs and the Market: Continuum Economies
    Microeconomics, University Library of Munich, Germany
    Also in Economics Working Papers, University of California at Berkeley (1997) View citations (3)
    UCLA Economics Working Papers, UCLA Department of Economics (1997) View citations (3)
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley (1997) View citations (3)

1996

32. Debt Constraints and Equilibrium in Infinite Horizon Economies with Incomplete Markets
    Levine's Working Paper Archive, David K. Levine View citations (77)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (1993) View citations (1)
    UCLA Economics Working Papers, UCLA Department of Economics (1992) View citations (10)
    See also Journal Article Debt constraints and equilibrium in infinite horizon economies with incomplete markets, Journal of Mathematical Economics, Elsevier (1996) View citations (87) (1996)

1995

33. Edgeworth's Conjecture with Infinitely Many Commodities
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley
    Also in Economics Working Papers, University of California at Berkeley (1995) View citations (3)
    See also Journal Article Edgeworth's Conjecture with Infinitely Many Commodities: L1, Econometrica, Econometric Society (1997) View citations (11) (1997)
34. Non-Computable Strategies and Discounted Repeated Games
    UCLA Economics Working Papers, UCLA Department of Economics
    See also Journal Article Non-computable Strategies and Discounted Repeated Games, Economic Theory, Springer (1996) View citations (6) (1996)

1994

35. A Demand Adjustment Process
    UCLA Economics Working Papers, UCLA Department of Economics
    See also Journal Article A Demand Adjustment Process, International Journal of Game Theory, Springer (1998) (1998)
36. A Representation Theorem for Riesz Spaces and its Applications to Economics
    UCLA Economics Working Papers, UCLA Department of Economics
    See also Journal Article A Representation Theorem for Riesz Spaces and Its Applications to Economics, Economic Theory, Springer (1995) View citations (2) (1995)

1993

37. The Algebraic Geometry of Perfect and Sequential Equilibrium
    Game Theory and Information, University Library of Munich, Germany View citations (1)
    See also Journal Article The Algebraic Geometry of Perfect and Sequential Equilibrium, Econometrica, Econometric Society (1994) View citations (63) (1994)

1992

38. Efficiency and the Role of Default When Security Markets are Incomplete
    UCLA Economics Working Papers, UCLA Department of Economics View citations (14)
    Also in UCLA Economics Working Papers, UCLA Department of Economics (1990) View citations (2)
    See also Journal Article Efficiency and the Role of Default When Security Markets Are Incomplete, American Economic Review, American Economic Association (1993) View citations (149) (1993)

1991

39. Non-Atomic Economies and the Boundaries of Perfect Competition
    UCLA Economics Working Papers, UCLA Department of Economics
    Also in UCLA Economics Working Papers, UCLA Department of Economics (1988) View citations (1)
    See also Journal Article Nonatomic Economies and the Boundaries of Perfect Competition, Econometrica, Econometric Society (1994) View citations (30) (1994)

1990

40. The Nonatomic Assignment Model
    UCLA Economics Working Papers, UCLA Department of Economics View citations (16)
    See also Journal Article The Nonatomic Assignment Model, Economic Theory, Springer (1992) View citations (72) (1992)

1989

41. Asymptotic Inefficiency
    UCLA Economics Working Papers, UCLA Department of Economics
42. Determinacy of Equilibrium in Large Square Economies
    Levine's Working Paper Archive, David K. Levine View citations (19)

1988

43. The Consumption-Based Capital Asset Pricing Model
    Discussion Papers, University of Copenhagen. Department of Economics View citations (10)
    See also Journal Article The Consumption-Based Capital Asset Pricing Model, Econometrica, Econometric Society (1989) View citations (73) (1989)

1987

44. Discontinous Games and Endogenous Sharing Rules
    Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley
    Also in Economics Working Papers, University of California at Berkeley (1987) View citations (1)
    See also Journal Article Discontinuous Games and Endogenous Sharing Rules, Econometrica, Econometric Society (1990) View citations (169) (1990)

Journal Articles

2022

1. Optimally sticky prices: Foundations
   Journal of Economic Dynamics and Control, 2022, 141, (C)
2. Sequential referenda with sophisticated voters
   Journal of Public Economics, 2022, 212, (C) View citations (2)

2021

3. Working alone and working with others: implications for the malthusian era
   Economic Theory, 2021, 71, (3), 841-875

2018

4. Personalized survival predictions via Trees of Predictors: An application to cardiac transplantation
   PLOS ONE, 2018, 13, (3), 1-19

2016

5. “Lucas” in the Laboratory
   Journal of Finance, 2016, 71, (6), 2727-2780 View citations (14)
   See also Working Paper 'Lucas' In The Laboratory, NBER Working Papers (2013) View citations (2) (2013)

2015

6. Asset Pricing and Asymmetric Reasoning
   Journal of Political Economy, 2015, 123, (1), 66 - 122 View citations (18)
7. Efficient outcomes in repeated games with limited monitoring
   Economic Theory, 2015, 60, (1), 1-34 View citations (1)

2014

8. Collateral equilibrium, I: a basic framework
   Economic Theory, 2014, 56, (3), 443-492 View citations (72)
   See also Working Paper Collateral Equilibrium - A Basic Framework, EIEF Working Papers Series (2013) View citations (19) (2013)

2013

9. Efficient online exchange via fiat money
   Economic Theory, 2013, 54, (2), 211-248 View citations (5)
   See also Working Paper Efficient Online Exchange via Fiat Money, EIEF Working Papers Series (2013) View citations (5) (2013)

2010

10. Ambiguity in Asset Markets: Theory and Experiment
    The Review of Financial Studies, 2010, 23, (4), 1325-1359 View citations (179)
    See also Working Paper Ambiguity in Asset Markets: Theory and Experiment, Carlo Alberto Notebooks (2009) View citations (10) (2009)

2007

11. Can intergenerational equity be operationalized?
    Theoretical Economics, 2007, 2, (2) View citations (65)
12. Incentives, Contracts, and Markets: A General Equilibrium Theory of Firms
    Econometrica, 2007, 75, (5), 1453-1500 View citations (33)
    See also Working Paper INCENTIVES, CONTRACTS AND MARKETS: A GENERAL EQUILIBRIUM THEORY OF FIRMS*, UCLA Economics Working Papers (2005) View citations (1) (2005)
13. Posterior implementation vs ex-post implementation
    Economics Letters, 2007, 97, (1), 70-73 View citations (3)
14. Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments
    Econometrica, 2007, 75, (4), 993-1038 View citations (63)
    See also Working Paper Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments, Swiss Finance Institute Research Paper Series (2007) View citations (62) (2007)

2006

15. Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment
    Finance Research Letters, 2006, 3, (2), 96-101 View citations (11)
    See also Working Paper Asset Trading Volume in Infinite-Horizon Economies with Dynamically Complete Markets and Heterogeneous Agents: Comment, UCLA Economics Working Papers (2005) View citations (3) (2005)
16. Competitive markets with externalities
    Theoretical Economics, 2006, 1, (2), 143-166 View citations (16)
17. The Limits of ex post Implementation
    Econometrica, 2006, 74, (3), 585-610 View citations (80)
    See also Working Paper The Limits of Ex-Post Implementation, Post-Print (2006) View citations (63) (2006)

2005

18. A competitive model of economic geography
    Economic Theory, 2005, 25, (1), 89-103 View citations (12)
    See also Chapter A Competitive Model of Economic Geography, Studies in Economic Theory, 2006, 131-147 (2006) (2006)
19. Nearly compact and continuous normal form games: characterizations and equilibrium existence
    Games and Economic Behavior, 2005, 50, (2), 208-224 View citations (11)

2004

20. Corrigendum to "Communication and Equilibrium in Discontinuous Games of Incomplete Information"
    Econometrica, 2004, 72, (6), 1927-1929 View citations (7)

2002

21. Communication and Equilibrium in Discontinuous Games of Incomplete Information
    Econometrica, 2002, 70, (5), 1711-1740 View citations (111)
22. Does Market Incompleteness Matter?
    Econometrica, 2002, 70, (5), 1805-1839 View citations (62)
    See also Working Paper Does Market Incompleteness Matter, Levine's Working Paper Archive (2001) View citations (35) (2001)
23. Quadratic Concavity and Determinacy of Equilibrium
    Econometrica, 2002, 70, (2), 631-662 View citations (35)
    See also Working Paper Quadratic Concavity and Determinacy of Equilibrium, GE, Growth, Math methods (2000) View citations (1) (2000)
24. Southwestern Economic Theory Conference
    Economics Bulletin, 2002, 28, (60), A0

2001

25. Clubs and the Market: Large Finite Economies
    Journal of Economic Theory, 2001, 101, (1), 40-77 View citations (41)
    See also Working Paper Clubs and the Market: Large Finite Economies, Discussion Papers (1999) View citations (47) (1999)
26. Genericity with Infinitely Many Parameters
    The B.E. Journal of Theoretical Economics, 2001, 1, (1), 64 View citations (42)
27. Status in Markets
    The Quarterly Journal of Economics, 2001, 116, (1), 161-188 View citations (193)

1999

28. Clubs and the Market
    Econometrica, 1999, 67, (5), 1185-1218 View citations (91)
    See also Working Paper Clubs and the Market, Levine's Working Paper Archive (2003) View citations (13) (2003)
29. Perfect Competition in the Continuous Assignment Model
    Journal of Economic Theory, 1999, 88, (1), 60-118 View citations (50)

1998

30. A Demand Adjustment Process
    International Journal of Game Theory, 1998, 26, (4), 423-438
    See also Working Paper A Demand Adjustment Process, UCLA Economics Working Papers (1994) (1994)
31. Edgeworth's conjecture with infinitely many commodities: commodity differentiation
    Economic Theory, 1998, 11, (2), 331-377 View citations (9)

1997

32. Edgeworth's Conjecture with Infinitely Many Commodities: L1
    Econometrica, 1997, 65, (2), 225-274 View citations (11)
    See also Working Paper Edgeworth's Conjecture with Infinitely Many Commodities, Department of Economics, Working Paper Series (1995) (1995)

1996

33. Debt constraints and equilibrium in infinite horizon economies with incomplete markets
    Journal of Mathematical Economics, 1996, 26, (1), 103-131 View citations (87)
    See also Working Paper Debt Constraints and Equilibrium in Infinite Horizon Economies with Incomplete Markets, Levine's Working Paper Archive (1996) View citations (77) (1996)
34. Non-computable Strategies and Discounted Repeated Games
    Economic Theory, 1996, 8, (1), 103-22 View citations (6)
    Also in Economic Theory, 1996, 8, (1), 103-122 (1996) View citations (6)
    See also Working Paper Non-Computable Strategies and Discounted Repeated Games, UCLA Economics Working Papers (1995) (1995)
35. The existence of security market equilibrium with a non-atomic state space
    Journal of Mathematical Economics, 1996, 26, (1), 63-84 View citations (18)

1995

36. A Representation Theorem for Riesz Spaces and Its Applications to Economics
    Economic Theory, 1995, 5, (3), 527-35 View citations (2)
    See also Working Paper A Representation Theorem for Riesz Spaces and its Applications to Economics, UCLA Economics Working Papers (1994) (1994)
37. Toward an Economic Geography
    Mathematical Social Sciences, 1995, 30, (1), 100-101

1994

38. Nonatomic Economies and the Boundaries of Perfect Competition
    Econometrica, 1994, 62, (3), 593-633 View citations (30)
    See also Working Paper Non-Atomic Economies and the Boundaries of Perfect Competition, UCLA Economics Working Papers (1991) (1991)
39. The Algebraic Geometry of Perfect and Sequential Equilibrium
    Econometrica, 1994, 62, (4), 783-94 View citations (63)
    See also Working Paper The Algebraic Geometry of Perfect and Sequential Equilibrium, Game Theory and Information (1993) View citations (1) (1993)

1993

40. Efficiency and the Role of Default When Security Markets Are Incomplete
    American Economic Review, 1993, 83, (5), 1142-64 View citations (149)
    See also Working Paper Efficiency and the Role of Default When Security Markets are Incomplete, UCLA Economics Working Papers (1992) View citations (14) (1992)

1992

41. The Nonatomic Assignment Model
    Economic Theory, 1992, 2, (1), 103-27 View citations (72)
    See also Working Paper The Nonatomic Assignment Model, UCLA Economics Working Papers (1990) View citations (16) (1990)

1990

42. Discontinuous Games and Endogenous Sharing Rules
    Econometrica, 1990, 58, (4), 861-72 View citations (169)
    See also Working Paper Discontinous Games and Endogenous Sharing Rules, Department of Economics, Working Paper Series (1987) (1987)

1989

43. Determinacy of equilibrium in large-scale economies
    Journal of Mathematical Economics, 1989, 18, (3), 231-262 View citations (24)
44. The Consumption-Based Capital Asset Pricing Model
    Econometrica, 1989, 57, (6), 1279-97 View citations (73)
    See also Working Paper The Consumption-Based Capital Asset Pricing Model, Discussion Papers (1988) View citations (10) (1988)

1988

45. Bargaining in Cooperative Games
    International Journal of Game Theory, 1988, 17, (4), 279-300 View citations (20)

1987

46. Competitive Equilibria in Production Economies with an Infinite-Dimensional Commodity Space
    Econometrica, 1987, 55, (5), 1075-1108 View citations (29)
47. Large games: Fair and stable outcomes
    Journal of Economic Theory, 1987, 42, (1), 59-93 View citations (14)

1986

48. Equilibria in Banach lattices without ordered preferences
    Journal of Mathematical Economics, 1986, 15, (2), 85-110 View citations (48)
49. Proper preferences and quasi-concave utility functions
    Journal of Mathematical Economics, 1986, 15, (3), 231-247 View citations (17)

1984

50. Approximate Cores of Large Games
    Econometrica, 1984, 52, (6), 1327-50 View citations (35)

Chapters

2006

1. A Competitive Model of Economic Geography
   Springer
   See also Journal Article A competitive model of economic geography, Springer (2005) View citations (12) (2005)
2. The Organization of Production, Consumption and Learning
   Springer View citations (2)
   See also Working Paper The Organization of Production, Consumption, and Learning, University of Copenhagen. Department of Economics (2003) View citations (2) (2003)

1991

3. Equilibrium theory in infinite dimensional spaces
   Chapter 34 in Handbook of Mathematical Economics, 1991, vol. 4, pp 1835-1898 View citations (97)