Luciano I. de Castro

Tippie College of Business

Associate Professor

108 Pappajohn Building

Iowa City, IA 52242

United States

http://https://lucianodecastro.net/

IMPA

Visiting Professor

Estrada Dona Castorina 110

Jardim Botanico

Rio de Janeiro, 22460

www.impa.br/~luciano

SCHOLARLY PAPERS

13

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20

CROSSREF CITATIONS

14

Scholarly Papers (13)

1.

Dynamic Quantile Models of Rational Behavior

Number of pages: 56 Posted: 15 Mar 2017 Last Revised: 20 Nov 2019
Luciano I. de Castro and Antonio F. Galvao
Tippie College of Business and University of Arizona
Downloads 518 (65,916)
Citation 14

Abstract:

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Quantile Utility, Dynamic Programming, Quantile Regression, Intertemporal Consumption

2.

Portfolio Selection in Quantile Decision Models

Number of pages: 62 Posted: 13 Dec 2019 Last Revised: 06 Aug 2020
Luciano I. de Castro, Antonio F. Galvao, Gabriel Montes-Rojas and Jose Olmo
Tippie College of Business, University of Arizona, City University of London and Universidad de Zaragoza
Downloads 175 (208,027)
Citation 3

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Optimal asset allocation, Expected Utility, Quantile Utility, Portfolio Theory, Risk Attitude

3.

Static and Dynamic Quantile Preferences

Number of pages: 42 Posted: 18 Sep 2018 Last Revised: 15 Dec 2020
Luciano I. de Castro and Antonio F. Galvao
Tippie College of Business and University of Arizona
Downloads 139 (253,422)
Citation 6

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Quantile Utility, Recursive Utility, Ordinality, Axioms

4.

Do People Maximize Quantiles?

Number of pages: 48 Posted: 09 Jun 2020
Luciano I. de Castro, Antonio F. Galvao, Charles Noussair and Liang Qiao
Tippie College of Business, University of Arizona, University of Arizona and The University of Arizona
Downloads 88 (346,093)
Citation 3

Abstract:

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Quantile Preference, Risk Attitude, Experiment

5.

A Dynamic Quantile Model for Distinguishing Intertemporal Substitution from Risk Aversion

Number of pages: 45 Posted: 11 Nov 2020 Last Revised: 06 Jan 2021
Tippie College of Business, Federal Reserve Banks - Federal Reserve Bank of Minneapolis, University of Arizona and IMPA
Downloads 50 (464,757)

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Consumption, quantile preferences, elasticity of intertemporal substitution, risk attitude

6.

Joint-Elicitation of Elasticity of Intertemporal Substitution, Risk and Time Preferences

Number of pages: 31 Posted: 11 Nov 2020 Last Revised: 12 May 2021
Luciano I. de Castro, Antonio F. Galvao, Gabriel Montes-Rojas and Jose Olmo
Tippie College of Business, University of Arizona, City University of London and Universidad de Zaragoza
Downloads 47 (476,862)

Abstract:

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Quantile Preference, Risk Attitude, Elasticity of Intertemporal Substitution, Discount Factor, Experiment

Tougher Educational Exam Leading to Worse Selection

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 5, 2011
Number of pages: 26 Posted: 15 Dec 2011
Eduardo de Carvalho Andrade and Luciano I. de Castro
affiliation not provided to SSRN and Tippie College of Business
Downloads 22 (628,424)

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school standard, signaling model, cognitive skill, noncognitive skill

Tougher Educational Exam Leading to Worse Selection

Economics Discussion Paper No. 2011-2
Number of pages: 26 Posted: 14 Mar 2011
Eduardo de Carvalho Andrade and Luciano I. de Castro
affiliation not provided to SSRN and Tippie College of Business
Downloads 14 (689,925)

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school standards, signaling model, cognitive skills, non-cognitive skills

8.

Pure Strategy Equilibria of Single and Double Auctions with Interdependent Values

Number of pages: 25 Posted: 08 Aug 2006
Aloisio Pessoa de Araujo and Luciano I. de Castro
Getulio Vargas Foundation (FGV) - Escola de Pos-Graduacao (EPGE) and IMPA and Tippie College of Business
Downloads 33 (542,342)
Citation 3

Abstract:

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equilibrium existence in auctions, pure strategy Nash equilibrium, monotonic equilibrium, tie-breaking rule

9.

Experiments on Portfolio Selection: A Comparison between Quantile Preferences and Expected Utility Decision Models

Number of pages: 77 Posted: 11 May 2021
Tippie College of Business, University of Arizona, University of Arizona, City University of London and Universidad de Zaragoza
Downloads 20 (622,527)

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10.

Pure Strategy Equilibria of Single and Double Auctions with Interdependent Values

Games and Economic Behavior, Vol. 65, No. 1, 2009
Number of pages: 16 Posted: 29 Sep 2013
Aloisio Araujo and Luciano I. de Castro
Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças and Tippie College of Business
Downloads 9 (703,008)

Abstract:

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C62, C72, D44, D82

11.

Non-Monotoniticies and the All-Pay Auction Tie-Breaking Rule

Departamento de Economía de la Empresa Universidad Carlos III de Madrid Working Paper 06-59, Economics Series 24, October 2006
Number of pages: 29 Posted: 26 Sep 2013
Aloisio Araujo, Luciano I. de Castro and Humberto Moreira
Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças, Tippie College of Business and Fundacao Getulio Vargas (FGV)
Downloads 9 (703,008)
Citation 1

Abstract:

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Auctions, Pure strategy equilibria, Non-monotonic bidding functions, Tie-breaking rules, Necessary and suficient conditions for equilibrium, Multidimensional types

12.

Equilibria Existence and Characterization in Auctions: Achievements and Open Questions

Journal of Economic Surveys, Vol. 26, Issue 5, pp. 911-932, 2012
Number of pages: 22 Posted: 04 Oct 2012
Luciano I. de Castro and Daniel H. Karney
Tippie College of Business and University of Illinois at Urbana-Champaign
Downloads 1 (771,045)
Citation 2
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Equilibrium existence, Multi‐unit auctions, Single‐unit auctions

13.

Corrigendum to 'Existence of Equilibrium in Single and Double Private Value Auctions'

Econometrica, Forthcoming
Posted: 08 Aug 2006
Luciano I. de Castro
Tippie College of Business

Abstract:

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Double auctions, positive probability of trade