No-betting Pareto under ambiguity

DOI10.1007/S11238-021-09817-0MaRDI QIDQ2125254zbMATH OpenOpenAlexFDO

Authors Itzhak Gilboa, Larry Samuelson

Publication date 13 April 2022

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11238-021-09817-0

zbMATH Keywords

ambiguityno-bettingPareto optimality

Mathematics Subject Classification ID

Utility theory (91B16) Trade models (91B60)

Recommendations

• No-betting-Pareto dominance
• A no-trade theorem under Knightian uncertainty with general preferences
• Agreeable trade with optimism and pessimism
• No trade and yes trade theorems for heterogeneous priors
• Ambiguity aversion and trade

Cites work

• A Smooth Model of Decision Making under Ambiguity
• A Welfare Criterion For Models With Distorted Beliefs*
• No-betting-Pareto dominance
• Utilitarian Preferences With Multiple Priors

Cited in

(4)

• No-betting-Pareto dominance
• Ambiguity aversion and trade
• (No-)betting Pareto optima under rank-dependent utility
• Parimutuel betting under asymmetric information

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