Interim efficiency with MEU-preferences

DOI10.1016/J.JET.2010.03.002MaRDI QIDQ1958962zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

common knowledgemaxmin expected utilityno-tradeinterim efficiencymultiple priors and posteriors

Mathematics Subject Classification ID

Group preferences (91B10)

Recommendations

• Interim efficient allocations under uncertainty
• Efficient allocations under ambiguity
• Core and equilibria under ambiguity
• Efficient allocations and equilibria with short-selling and incomplete preferences
• Equilibrium theory under ambiguity

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

This page was built for publication: Interim efficiency with MEU-preferences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1958962)