Pareto optima and equilibria when preferences are incompletely known
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Publication:2447271
DOI10.1016/J.JET.2013.04.014zbMATH Open1285.91084OpenAlexW1531876192MaRDI QIDQ2447271FDOQ2447271
Authors: Guillaume Carlier, R. A. Dana 
Publication date: 25 April 2014
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2013.04.014
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General equilibrium theory (91B50) Special types of economic markets (including Cournot, Bertrand) (91B54)
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Cited In (22)
- General equilibrium with imperfect discriminating power
- Systemic optimal risk transfer equilibrium
- Beliefs and Pareto efficient sets: a remark.
- Computational Science – ICCS 2005
- An efficiency theorem for incompletely known preferences
- Efficient allocations and equilibria with short-selling and incomplete preferences
- Structure of Pareto optima in an infinite-horizon economy where agents have recursive preferences
- An economic premium principle under the dual theory of the smooth ambiguity model
- Real indeterminacy of general equilibrium under Knightian uncertainty
- Title not available (Why is that?)
- Optimality in an OLG model with nonsmooth preferences
- A top dog tale with preference complementarities
- The identification of preferences from equilibrium prices under uncertainty
- Pareto optima in incomplete financial markets
- Uncertain equilibria and incomplete preferences
- On the shape of Pareto sets in Edgeworth box economies
- Collective dynamic risk measures
- A new characterization of comonotonicity and its application in behavioral finance
- A maximum theorem for incomplete preferences
- \(p\)-weakly constrained Pareto efficiency and aggregation in incomplete markets
- Multivariate systemic optimal risk transfer equilibrium
- Quantile-based risk sharing
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