Publication:4530975

DOI10.1111/1468-0262.00127zbMATH Open1023.91503OpenAlexW3021252837MaRDI QIDQ4530975FDOQ4530975

Alain Chateauneuf, Jean-Marc Tallon, Antoine Billot, Itzhak Gilboa

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00174553/file/Sharing_beliefs.PDF

Mathematics Subject Classification ID

Decision theory (91B06) Economics of information (91B44)

Cited In (52)

• A test of (weak) certainty independence
• Participation in risk sharing under ambiguity
• Agreeable bets with multiple priors
• Sharing beliefs and the absence of betting in the Choquet expected utility model
• Equilibrium in risk-sharing games
• Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
• Consistency of beliefs and epistemic conditions for Nash and correlated equilibria
• Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
• Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory
• Electoral competition with uncertainty averse parties
• Risk sharing in the small and in the large
• Sharing risk and ambiguity
• Agreeable trade with optimism and pessimism
• Speculation under unawareness
• Efficient allocations under ambiguity
• Coherent risk measure, equilibrium and equilibrium pricing
• Alpha-maxmin as an aggregation of two selves
• Equilibrium prices and trade under ambiguous volatility
• Financial complexity and trade
• Incomplete preferences and confidence
• Smoothing preference kinks with information
• Credit market segmentation, essentiality of commodities, and supermodularity
• Sharing ambiguous risks
• Optimality in an OLG model with nonsmooth preferences
• Flexible contracts
• Ambiguous act equilibria
• Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity
• BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS
• Intertemporal equilibria with Knightian uncertainty
• Pareto optima and equilibria when preferences are incompletely known
• Optimal risk-sharing under mutually singular beliefs
• Uncertain equilibria and incomplete preferences
• Ambiguity and the Bayesian Paradigm
• Optimal Risk Sharing for Maxmin Choquet Expected Utility Model
• WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS
• On the duality between prior beliefs and trading demands
• When does aggregation reduce risk aversion?
• Learning (to disagree?) in large worlds
• Correlated Nash equilibrium
• Interim efficient allocations under uncertainty
• Financial market structures revealed by pricing rules: efficient complete markets are prevalent
• Strategy-proof risk sharing
• AMBIGUITY AND PORTFOLIO INERTIA
• Ambiguity aversion and trade
• An optimal insurance design problem under Knightian uncertainty
• Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
• Risk Exchange with Distorted Probabilities
• Equilibria Under Knightian Price Uncertainty
• Monetary equilibria and Knightian uncertainty
• Interim efficiency with MEU-preferences
• New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
• Robust \(\alpha \)-maxmin representations

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