An axiomatic foundation for additive utility representations on simplex domains, applied to preferences over probability distributions.
Research
Microeconomic theory, including decision theory, information economics, and dynamic games, with applications to FinTech.
Publications
Publications
Additive Representations on a Simplex
Quasi-Separable Preferences
A weakening of separability that retains tractable structure while admitting richer interaction across choice dimensions.
Work in Progress
Work in Progress
Credit Registry Design with Heterogeneous Screening
Disclosing prior rejections can reduce welfare when lenders screen with different technologies: borrowers who doubt their quality self-select to the noisier lender, and disclosure lets the next lender blacklist them rather than apply its own better screen.
Does Drift Break Myopic Sufficiency? Exploration Cycles Under Selective Labels in Credit Scoring
Distribution drift interacts with selective labeling in credit scoring to break myopic-optimal screening, producing cyclical model degradation and an exploration trade-off.