Efficient allocations under ambiguity (Q548260): Difference between revisions

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+Q3787744
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+Knightian decision theory. I.
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+Sharing Beliefs: Between Agreeing and Disagreeing
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+Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
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+Ambiguity aversion and trade
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+Risk aversion in the theory of expected utility with rank dependent probabilities
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+Recursive multiple-priors.
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+Ambiguity made precise: A comparative foundation
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+Maxmin expected utility with non-unique prior
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+Agreeable bets with multiple priors
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+Interim efficient allocations under uncertainty
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+A Smooth Model of Decision Making under Ambiguity
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+Public versus private risk sharing
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+Interim efficiency with MEU-preferences
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Information, trade and common knowledge
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+Capacities and probabilistic beliefs: a precarious coexistence
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+Uncertainty and Risk in Financial Markets
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+Subjective Beliefs and ex ante Trade
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+Q3912354
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+Q4235027
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+Subjective Probability and Expected Utility without Additivity
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+Axiomatic Foundations of Multiplier Preferences
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