Interim efficiency with MEU-preferences

DOI10.1016/J.JET.2010.03.002zbMATH Open1245.91025OpenAlexW2167880988MaRDI QIDQ1958962FDOQ1958962

Authors: V. Filipe Martins-da-Rocha 

Publication date: 30 September 2010

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10438/2687

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zbMATH Keywords

common knowledgemaxmin expected utilityno-tradeinterim efficiencymultiple priors and posteriors

Mathematics Subject Classification ID

Group preferences (91B10)

Cites Work

• Maxmin expected utility with non-unique prior
• Subjective Probability and Expected Utility without Additivity
• Title not available (Why is that?)
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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• A theory of subjective compound lotteries
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• Knightian decision theory. I.
• Information, trade and common knowledge
• Agreeing to disagree
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• Uncertainty and Risk in Financial Markets
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• Subjective Beliefs and ex ante Trade
• Sharing Beliefs: Between Agreeing and Disagreeing
• Interim efficient allocations under uncertainty
• Characterizing common priors in the form of posteriors
• Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
• Common priors and separation of convex sets
• On equilibria when agents have multiple priors
• Ambiguity, uncertainty aversion and equilibrium welfare
• Do sunspots matter when agents are Choquet-expected-utility maximizers?

Cited In (11)

• Participation in risk sharing under ambiguity
• Discrepancies between ex ante and ex post efficiency under identical subjective probabilities
• Efficient allocations under ambiguity
• Equilibria under Knightian price uncertainty
• Optimality in an OLG model with nonsmooth preferences
• ``Agreeing to disagree type results under ambiguity
• Optimal insurance under adverse selection and ambiguity aversion
• Interim efficient allocations under uncertainty
• Strategic ambiguity in global games
• On the confidence preferences model
• Uncertainty, efficiency and incentive compatibility: ambiguity solves the conflict between efficiency and incentive compatibility

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