Monetary equilibria and Knightian uncertainty (Q2354540): Difference between revisions

@@ Property / cites work @@
+Dominant root characterization of Pareto optimality and the existence of optimal equilibria in stochastic overlapping generations models
+Normal rank
@@ Property / cites work @@
+Purely subjective maxmin expected utility
@@ Property / cites work: Purely subjective maxmin expected utility / rank @@
+Normal rank
@@ Property / cites work @@
+A Definition of Subjective Probability
@@ Property / cites work: A Definition of Subjective Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical methods of game and economic theory
@@ Property / cites work: Mathematical methods of game and economic theory / rank @@
+Normal rank
@@ Property / cites work @@
+Sharing Beliefs: Between Agreeing and Disagreeing
@@ Property / cites work: Sharing Beliefs: Between Agreeing and Disagreeing / rank @@
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility over Savage acts with a set of priors
+Normal rank
@@ Property / cites work @@
+Stationary Equilibria with Incomplete Markets and Overlapping Generations
+Normal rank
@@ Property / cites work @@
+The unit root property and optimality: A simple proof
+Normal rank
@@ Property / cites work @@
+Stochastic OLG models, market structure, and optimality
+Normal rank
@@ Property / cites work @@
+Ambiguity, uncertainty aversion and equilibrium welfare
+Normal rank
@@ Property / cites work @@
+Social Security and Demographic Shocks
@@ Property / cites work: Social Security and Demographic Shocks / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
+Normal rank
@@ Property / cites work @@
+Risk, Ambiguity, and the Savage Axioms
@@ Property / cites work: Risk, Ambiguity, and the Savage Axioms / rank @@
+Normal rank
@@ Property / cites work @@
+Intertemporal Asset Pricing under Knightian Uncertainty
+Normal rank
@@ Property / cites work @@
+Uncertainty, risk-neutral measures and security price booms and crashes
+Normal rank
@@ Property / cites work @@
+Cobb-Douglas preferences under uncertainty
@@ Property / cites work: Cobb-Douglas preferences under uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Attitude toward imprecise information
@@ Property / cites work: Attitude toward imprecise information / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity made precise: A comparative foundation
@@ Property / cites work: Ambiguity made precise: A comparative foundation / rank @@
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Stationary monetary equilibria in overlapping generations models with incomplete markets
+Normal rank
@@ Property / cites work @@
+Ambiguity in asset pricing and portfolio choice: a review of the literature
+Normal rank
@@ Property / cites work @@
+Regularity in overlapping generations exchange economies
+Normal rank
@@ Property / cites work @@
+A Smooth Model of Decision Making under Ambiguity
@@ Property / cites work: A Smooth Model of Decision Making under Ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+Aggregate risk sharing and equivalent financial mechanisms in an endowment economy of incomplete participation
+Normal rank
@@ Property / cites work @@
+Asset Prices in an Exchange Economy
@@ Property / cites work: Asset Prices in an Exchange Economy / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
+Normal rank
@@ Property / cites work @@
+Which improves welfare more: A nominal or an indexed bond?
+Normal rank
@@ Property / cites work @@
+Indeterminacy of equilibrium in stochastic OLG models
+Normal rank
@@ Property / cites work @@
+Endogenous indeterminacy and volatility of asset prices under ambiguity
+Normal rank
@@ Property / cites work @@
+Existence and optimality of currency equilibrium in stochastic overlapping generations models: The pure endowment case
+Normal rank
@@ Property / cites work @@
+Ambiguity Aversion and Incompleteness of Financial Markets
+Normal rank
@@ Property / cites work @@
+Ambiguity aversion and the absence of indexed debt
+Normal rank
@@ Property / cites work @@
+An axiomatic approach to \(\varepsilon\)-contamination
+Normal rank
@@ Property / cites work @@
+Golden rule optimality in stochastic OLG economies
+Normal rank
@@ Property / cites work @@
+Liquidity and asset prices in rational expectations equilibrium with ambiguous information
+Normal rank
@@ Property / cites work @@
+Sharing risk and ambiguity
@@ Property / cites work: Sharing risk and ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion
+Normal rank
@@ Property / cites work @@
+Conditional Pareto optimality of stationary equilibrium in a stochastic overlapping generations model
+Normal rank
@@ Property / cites work @@
+Q5826088
@@ Property / cites work: Q5826088 / rank @@
+Normal rank
@@ Property / cites work @@
+Subjective Probability and Expected Utility without Additivity
+Normal rank
@@ Property / cites work @@
+Indeterminacy of stationary equilibrium in stochastic overlapping generations models
+Normal rank
@@ Property / cites work @@
+Q4073083
@@ Property / cites work: Q4073083 / rank @@
+Normal rank
@@ Property / cites work @@
+Do sunspots matter when agents are Choquet-expected-utility maximizers?
+Normal rank