Author index for volume 26

The main result in revealed preference theory is that under fairly weak assumptions (strict concavity and monotonicity of the utility function), an agent's preferences can be recovered from the entire demand function. This paper addresses the possibility of recovering preferences from less extensive information, given additional maintained restrictions on preferences. Specifically, we explore whether an agent's utility function can be recovered from preferences over nominal gambles (when money is risky in real terms) or from demand for assets whose nominal returns contain common inflation or other risk. The recovery is constructive to the extent that there is a good numerical technique for doing Fourier transforms and inversions, and other numerical computations can be done.