Ambiguity aversion and trade (Q641835): Difference between revisions

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+W2072499057
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+Characterization of symmetrical monotone risk aversion in the RDEU model.
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+Ambiguous events and maxmin expected utility
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+Portfolio inertia under ambiguity
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+On additivity of the integral
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+Knightian decision theory. I.
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+Q3794956
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+Sharing Beliefs: Between Agreeing and Disagreeing
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+Maxmin expected utility over Savage acts with a set of priors
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+Rational preferences under ambiguity
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+Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
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+Choquet expected utility with a finite state space: Commutativity and act-independence
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+Informational efficiency with ambiguous information
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+On equilibria when agents have multiple priors
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+Ambiguity, uncertainty aversion and equilibrium welfare
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+Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
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+Risk, Ambiguity, and the Savage Axioms
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+A Definition of Uncertainty Aversion
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+A two-person dynamic equilibrium under ambiguity
@@ Property / cites work: A two-person dynamic equilibrium under ambiguity / rank @@
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+Intertemporal Asset Pricing under Knightian Uncertainty
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+Subjective Probabilities on Subjectively Unambiguous Events
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+On indepedence for non-additive measures, with a Fubini theorem
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+Ambiguity made precise: A comparative foundation
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+Additivity with multiple priors
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+A Subjective Spin on Roulette Wheels
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+Differentiating ambiguity and ambiguity attitude
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+Expected utility with purely subjective non-additive probabilities
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+Maxmin expected utility with non-unique prior
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+Definitions of ambiguous events and the smooth ambiguity model
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Ambiguity Aversion and Incompleteness of Financial Markets
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+Capacities and probabilistic beliefs: a precarious coexistence
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+Liquidity and asset prices in rational expectations equilibrium with ambiguous information
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+Uncertainty and Risk in Financial Markets
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+Sharing risk and ambiguity
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+Subjective Beliefs and ex ante Trade
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+Integral Representation Without Additivity
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+Subjective Probability and Expected Utility without Additivity
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+Decision making and trade without probabilities
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+Efficient allocations under ambiguity
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+Do sunspots matter when agents are Choquet-expected-utility maximizers?
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+Subjective ambiguity, expected utility and Choquet expected utility
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