Department of Economics
University of Pretoria
Private Bag X20
Hatfield 0028
South Africa
Tel.: 0027 12 420 3522
alexander.zimper@up.ac.za
Research interests
Decision Theory, Nonadditive Measures, Game Theory, Financial Markets, Asset Pricing
Associate Editor of
International Journal of Economic Theory
Mathematics and Financial Economics
Economic Research Southern Africa (ERSA) (until 2015)
Editorial Board Member of
Plos One
Decision Analysis
Referee for
AIMS Mathematics, American Economic Review, American Journal of Political Science, Applied Mathematics and Computation, B.E. Journal of Economic Analysis & Policy, British Journal of Mathematical and Statistical Psychology, Econometrica, Economic Modeling, Economic Theory, Economics Bulletin, Economics Letters, Emerging Markets Finance and Trade, Games and Economic Behavior, IMA Journal of Management Mathematics, Insurance: Mathematics and Economics, International Journal of Approximate Reasoning, International Journal of the Economics of Business, International Review of Economics and Finance, Journal of Banking and Finance, Journal of Banking Regulation, Journal of Behavioral and Experimental Finance, Journal of Economic Behavior and Organization, Journal of Economic Dynamics and Control, Journal of Economic Surveys, Journal of Empirical Finance, Journal of Evolutionary Economics, Journal of Mathematical Economics, Journal of Philosophy, Journal of Risk and Uncertainty, Mathematical Social Sciences, North American Journal of Economics and Finance, Psychological Review, South African Journal of Economics, South African Journal of Management and Economic Sciences, Synthese, The American Economist, Theory and Decision, Transactions on Cloud Computing
Publications in books
“Subjective life expectancy,” with Nicky Nicholls, Chapter in the Encyclopedia of Adulthood and Aging (2015) Krauss Whitbourne, Susan. (Ed.), Wiley-Blackwell
“Divergent probabilistic judgments under Bayesian learning with non-additive beliefs,” Chapter in the Encyclopedia of the Sciences of Learning (2012) Seel, Norbert M. (Ed.), Springer
Publications in journals
Groneck, M., Ludwig, A., and A. Zimper (2024) “Who saves more, the naive or the sophisticated agent?,” Journal of Economic Theory, 219, Volume 105848, https://doi.org/10.1016/j.jet.2024.105848
Zimper, A. (2023) “Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes,” Mathematical Social Sciences, 125, 27-41.
Zimper, A. (2023) “Belief aggregation for representative agent models,” International Journal of Economic Theory, 19, 309-342.
Zimper, A., Zimper, S., and J. Kawabe (2023) “Base topologies and convergence in nonadditive measure,” Fuzzy Sets and Systems, 457, 1-19 .
Zimper, S. and A. Zimper (2022) “On open (c,e)-balls in topological spaces that capture convergence in non-additive probability measure with probability-one coincidence,” Afrika Matematika, 33, Article 67.
Picard, E. and A. Zimper (2022) “Moving from a bad to a good pricing regime: The South African private health care market,” South African Journal of Economics, 90, 260-276.
Zimper, A. and M. Molefinyane (2022) “When is knowledge acquisition socially beneficial in the Laffont–Tirole regulatory framework?” The B.E. Journal of Theoretical Economics, 22, 233-266.
Zimper, A. and M. Molefinyane (2021) “Bargaining over loan contracts with signaling,” Journal of Public Economic Theory, 22, 958-984.
Assa, H. and A. Zimper (2021) “When a combination of convexity and continuity forces monotonicity of preferences,” The International Journal of Approximate Reasoning, 136, 86-109.
Grevenbrock, N., Groneck, M., Ludwig, A., and A. Zimper (2021) “Cognition, optimism and the formation of age-dependent survival beliefs,” International Economic Review, 62, 878-918.
Zimper, A. and H. Assa (2021) “Preferences over rich sets of random variables: On the incompatibility of convexity and semicontinuity in measure,” Mathematics and Financial Economics, 15, 353-380.
Zimper, A. and N. Nicholls (2020) “Choosing the agent's group identity in a trust game with delegated decision making,” Journal of Public Economic Theory, 22, 220-244.
Assa, H. and A. Zimper (2018) “Preferences over all random variables: Incompatibility of convexity and continuity,” Journal of Mathematical Economics, 75, 71-83.
Zimper, A. and W. Ma (2017) “Bayesian learning with multiple priors and non-vanishing ambiguity,” Economic Theory, 64, 409-447.
Zimper, A. (2016) “Banks versus asset markets. A response to Kucinskas,” Economics Letters, 147, 174-176.
Groneck, M., Ludwig, A., and A. Zimper (2016) “A life-cycle model with ambiguous survival beliefs,” Journal of Economic Theory, 162, 137-180.
Nicholls, N., Romm, A., and A. Zimper (2015) “The impact of statistical learning on violations of the sure-thing principle,” Journal of Risk and Uncertainty, 50, 97-115.
Zimper, A. (2015) “Bank deposit contracts versus financial market participation in emerging economies,” Emerging Markets Finance and Trade, 51, 525-536.
Ludwig, A. and A. Zimper (2014) “Biased Bayesian learning with an application to the risk-free rate puzzle,” Journal of Economic Dynamics and Control, 39, 79-97.
Zimper, A. (2014) “On the impossibility of insider trade in rational expectations equilibria,” North American Journal of Economics and Finance, 28, 109-118.
Zimper, A. (2014) “The minimal confidence levels of Basel capital regulation,” Journal of Banking Regulation, 12, 129-143.
Zimper, A. (2013) “On the welfare equivalence of asset markets and banking in Diamond Dybvig economies,” Economics Letters, 121, 356-359.
Ludwig, A. and A. Zimper (2013) “A decision-theoretic model of asset-price underreaction and overreaction to dividend news,” Annals of Finance, 9, 625-665.
Ludwig, A. and A. Zimper (2013) “A parsimonious model of subjective life expectancy,” Theory and Decision, 75, 519-542.
Zimper, A. (2013) “The emergence of "fifty-fifty" probability judgments through Bayesian updating under ambiguity,” Fuzzy Sets and Systems, 223, 72-88.
Zimper, A. (2013) “Optimal liquidity provision through a demand deposit scheme: The Jacklin critique revisited,” German Economic Review, 14, 89-107.
Schmidt, U. and A. Zimper (2012) “Explaining the harmonic sequence paradox,” British Journal of Mathematical and Statistical Psychology, 65, 322-333.
Zimper, A. (2012) “Asset pricing in a Lucas fruit-tree economy with the best and worst in mind,” Journal of Economic Dynamics and Control, 36, 610-628.
Zimper, A. and S. Hassan (2012) “Can industry regulators learn collusion structures from information-efficient asset markets?,” Economics Letters, 116, 1-4.
Seedat, S. and A. Zimper (2012) “Existence of speculative bubbles when time-horizons are finite,” Economics Bulletin, 32(1), 251-259.
Danan, E., Guerdjikova, A., and A. Zimper (2012) “Indecisiveness aversion and preference for commitment,” Theory and Decision, 72, 1-13.
Zimper, A. (2011) “Do Bayesians learn their way out of ambiguity?,” Decision Analysis, 8, 269-285.
Zimper, A. (2011) “Re-examining the law of iterated expectations for Choquet decision makers,” Theory and Decision, 71, 669-677.
Zimper, A. (2010) “A canonical interpretation of propositions as events,” International Journal of Economic Theory, 6, 327-339.
Zimper, A. (2009) “An epistemic model of an agent who does not reflect on reasoning processes,” Mathematical Social Sciences, 58, 290-309.
Zimper, A. and A. Ludwig (2009) “On attitude polarization under Bayesian learning with non-additive beliefs,” Journal of Risk and Uncertainty, 39, 181-212.
Zimper, A. (2009) “Half empty, half full and why we can agree to disagree forever,” Journal of Economic Behavior and Organization, 71, 283-299.
Zimper, A. (2008) “Revisiting independence and stochastic dominance for compound lotteries,” The B.E. Journal of Theoretical Economics: Vol. 8: Iss. 1 (Topics), Article 12.
Guerdjikova, A. and A. Zimper (2008) “Flexibility of choice versus reduction of ambiguity,” Social Choice and Welfare, 30, 507-526.
Schmidt, U. and A. Zimper (2007) “Security- and potential level preferences with thresholds,” Journal of Mathematical Psychology, 51, 279-289.
Zimper, A. (2007) “A fixed point characterization of the dominance-solvability of lattice games with strategic substitutes,” International Journal of Game Theory, 36, 107-117.
Zimper, A. (2007) “Strategic games with security- and potential level players,” Theory and Decision, 63, 53-78.
Zimper, A. (2006) “Assessing the likelihood of panic-based bank runs,” The B.E. Journal of Theoretical Economics: Vol. 6: Iss. 1 (Contributions), Article 9.
Zimper, A. (2006) “Uniqueness conditions for strongly point-rationalizable solutions to games with metrizable strategy sets,” Journal of Mathematical Economics, 42, 729-751.
Ludwig, A. and A. Zimper (2006) “Investment behavior under ambiguity: The case of pessimistic decision makers,” Mathematical Social Sciences, 52, 111-130.
Zimper, A. (2006) “A note on the equivalence of rationalizability concepts in generalized nice games,” International Game Theory Review, 8, 669-674.
Ludwig, A. and A. Zimper (2006) “Rational expectations and ambiguity: A comment on Abel (2002),” Economics Bulletin, 4(2), 1-15.
Zimper, A. (2005) “Equivalence between best responses and undominated strategies: A generalization from finite to compact strategy sets,” Economics Bulletin, 3(7), 1-6.