On equilibria when agents have multiple priors

DOI10.1023/A:1021006118400MaRDI QIDQ1854740zbMATH OpenFDO

Authors R. A. Dana

Publication date 27 January 2003

Published in Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

multiple priorsno-trade equilibriumagent's beliefCEU maximizer

Mathematics Subject Classification ID

Special types of economic equilibria (91B52) Special types of economic markets (including Cournot, Bertrand) (91B54)

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Cited in

(17)

• When does aggregation reduce risk aversion?
• Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
• Optimal Risk Sharing for Maxmin Choquet Expected Utility Model
• Ambiguity aversion and trade
• Risk Exchange with Distorted Probabilities
• Aggregation under homogeneous ambiguity: a two-fund separation result
• Sharing risk and ambiguity
• Interim efficient allocations under uncertainty
• Agency equilibrium
• Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
• Existence of financial equilibria in continuous time with potentially complete markets
• Intertemporal equilibria with Knightian uncertainty
• Equilibria under Knightian price uncertainty
• Optimal risk-sharing under mutually singular beliefs
• Uncertain equilibria and incomplete preferences
• Interim efficiency with MEU-preferences
• Option implied ambiguity and its information content: evidence from the subprime crisis

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