Pareto optima and equilibria when preferences are incompletely known
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Cited in
(22)- Quantile-based risk sharing
- General equilibrium with imperfect discriminating power
- Systemic optimal risk transfer equilibrium
- Beliefs and Pareto efficient sets: a remark.
- 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
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- Optimality in an OLG model with nonsmooth preferences
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- 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
- A new characterization of comonotonicity and its application in behavioral finance
- Collective dynamic risk measures
- A maximum theorem for incomplete preferences
- \(p\)-weakly constrained Pareto efficiency and aggregation in incomplete markets
- Multivariate systemic optimal risk transfer equilibrium
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