Specific research interests:

Henry’s research interests include the choice-theoretic foundations for skewness preference and for mean-variance analysis, their relations to downside risk aversion and stochastic dominance, and theirs applications to asset pricing, gambling, and other risk-taking behaviour.

His other current research interests include the effect of income distribution on economic growth and the economics of crime.

Current research projects:

He is currently working on two papers. The first entitled “A General Mean-Variance Approach to Decision under Risk” develops a general approach to analyzing decisions under risk based on a comparability condition on distributions that is necessary and sufficient for any decision maker's preferences over these distributions to be determined by their means and variances only.

The second paper, entitled “Complete Mean-Variance Preferences,” is the antithesis of the first. It identifies the necessary and sufficient condition for preferences over any set of distributions to be determined by their means and variances only.