Subjective Beliefs and ex ante Trade
From MaRDI portal
Publication:3535761
DOI10.3982/ECTA7660zbMath1152.91655MaRDI QIDQ3535761
Luca Rigotti, Chris Shannon, Tomasz Strzalecki
Publication date: 14 November 2008
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta7660
Related Items
Equilibria Under Knightian Price Uncertainty, Optimality in an OLG model with nonsmooth preferences, Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory, A test of (weak) certainty independence, Incomplete preferences and confidence, Ambiguity aversion in the long run: ``to disagree, we must also agree, An optimal insurance design problem under Knightian uncertainty, On the confidence preferences model, Sharing risk and ambiguity, Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\), Ordients: optimization and comparative statics without utility functions, Optimal risk-sharing under mutually singular beliefs, Uncertain equilibria and incomplete preferences, A class of incomplete and ambiguity averse preferences, Knightian uncertainty and moral hazard, Efficient allocations under ambiguity, Optimism and firm formation, Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling, Uncertainty averse preferences, Ambiguity aversion and trade, Agreeable trade with optimism and pessimism, Dynamic consistency, valuable information and subjective beliefs, Participation in risk sharing under ambiguity, Generic non-existence of general equilibrium with EUU preferences under extreme ambiguity, Interim efficient allocations under uncertainty, Uncertainty, efficiency and incentive compatibility: ambiguity solves the conflict between efficiency and incentive compatibility, Financial market structures revealed by pricing rules: efficient complete markets are prevalent, Asset prices in an ambiguous economy, Speculation under unawareness, Risk sharing in the small and in the large, Financial complexity and trade, Interim efficiency with MEU-preferences, Implications of uncertainty for optimal policies, Lack of prevalence of the endowment effect: an equilibrium analysis, Incomplete preferences, willingness to pay, and willingness to accept, Preferences with changing ambiguity aversion, Survival with ambiguity, When does aggregation reduce risk aversion?, The structure of variational preferences, Credit market segmentation, essentiality of commodities, and supermodularity, Equilibrium prices and trade under ambiguous volatility, A powerful tool for analyzing concave/convex utility and weighting functions, On endogenous formation of price expectations, Intertemporal equilibria with Knightian uncertainty, Pareto optima and equilibria when preferences are incompletely known, Ambiguity and the Bayesian Paradigm
