Ambiguity, uncertainty aversion and equilibrium welfare
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(45)- Interim efficient allocations under uncertainty
- Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations
- Interim efficiency with MEU-preferences
- Brownian equilibria under Knightian uncertainty
- Bipolar behavior of submodular, law-invariant capacities
- Sharing ambiguous risks
- Ambiguity aversion in the small and in the large for weighted linear utility
- The effect of ambiguity aversion on reward scheme choice
- Comparative ambiguity aversion and downside ambiguity aversion
- Monetary equilibria and Knightian uncertainty
- Equilibrium prices and trade under ambiguous volatility
- Agreeable bets with multiple priors
- Ambiguity aversion in the long run: ``to disagree, we must also agree
- On the Role of Uncertainty in the Risk-Incentives Tradeoff
- scientific article; zbMATH DE number 5666303 (Why is no real title available?)
- Why uncertainty matters: discounting under intertemporal risk aversion and ambiguity
- Sharing risk and ambiguity
- Cautious Expected Utility and the Certainty Effect
- General equilibrium with uncertainty loving preferences
- Robustness and Ambiguity Aversion in General Equilibrium *
- Optimal risk-sharing under mutually singular beliefs
- Uncertain equilibria and incomplete preferences
- Regular economies with ambiguity aversion
- Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents
- Equilibria under Knightian price uncertainty
- Uncertainty and Risk in Financial Markets
- Optimality in an OLG model with nonsmooth preferences
- Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory
- On ambiguity-averse market equilibrium
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling
- Informational efficiency with ambiguous information
- Ambiguity aversion and trade
- Core and equilibria under ambiguity
- Liquidity and asset prices in rational expectations equilibrium with ambiguous information
- Risk, ambiguity, and state-preference theory
- Optimal Risk Sharing for Maxmin Choquet Expected Utility Model
- Ambiguity-averse aggregation under heterogeneous beliefs
- Efficiency in pure-exchange economies with risk-averse monetary utilities
- Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures
- Editorial: Special issue on risk sharing
- Counter-monotonic risk sharing with heterogeneous distortion risk measures
- Participation in risk sharing under ambiguity
- Ambiguity aversion and ambiguity content in decision making under uncertainty
- Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity
- Uncertainty aversion vs. competence: An experimental market study
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