General equilibrium, preferences and financial institutions after the crisis (Q2256987): Difference between revisions

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+General equilibrium, wariness and efficient bubbles
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+Pricing rules and Arrow-Debreu ambiguous valuation
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+Regulating collateral-requirements when markets are incomplete
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+Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
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+Self-Fulfilling Debt Crises
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+Expected utility theory without the completeness axiom.
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+Default and Punishment in General Equilibrium1
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+Expectation and Variation in Multi-Period Decisions
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+Maxmin expected utility with non-unique prior
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+Bubbles and Charges
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+Asset price bubbles in Arrow-Debreu and sequential equilibrium
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+Implementing Arrow-Debreu equilibria by trading infinitely-lived securities
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+A Smooth Model of Decision Making under Ambiguity
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+Injecting rational bubbles
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
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+An axiomatic approach to complete patience and time invariance
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+Q4890894
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+Rational Asset Pricing Bubbles
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+Subjective Probability and Expected Utility without Additivity
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+Risk Exchange with Distorted Probabilities
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