Interim efficiency with MEU-preferences
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Publication:1958962
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Cites work
- scientific article; zbMATH DE number 1795154 (Why is no real title available?)
- A Smooth Model of Decision Making under Ambiguity
- A theory of subjective compound lotteries
- Agreeing to disagree
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Ambiguity through confidence functions
- Ambiguity, uncertainty aversion and equilibrium welfare
- Characterizing common priors in the form of posteriors
- Common priors and separation of convex sets
- Do sunspots matter when agents are Choquet-expected-utility maximizers?
- Information, Efficiency, and the Core of an Economy
- Information, trade and common knowledge
- Interim efficient allocations under uncertainty
- Knightian decision theory. I.
- Maxmin expected utility with non-unique prior
- On equilibria when agents have multiple priors
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Recursive multiple-priors.
- Sharing Beliefs: Between Agreeing and Disagreeing
- Subjective Beliefs and ex ante Trade
- Subjective Probability and Expected Utility without Additivity
- Trade with Heterogeneous Prior Beliefs and Asymmetric Information
- Uncertainty and Risk in Financial Markets
- Uncertainty aversion with second-order utilities and probabilities
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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