Regular economies with ambiguity aversion
DOI10.1016/J.JMATECO.2015.04.004zbMATH Open1319.91109OpenAlexW1482664795MaRDI QIDQ492863FDOQ492863
Jean-Marc Bonnisseau, Noé Biheng
Publication date: 21 August 2015
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-01185486/file/JME.pdf
Recommendations
ambiguity aversiondemand functiongeneral equilibriumLipschitz behaviormultiprior preferencesregular economies
Utility theory (91B16) General equilibrium theory (91B50) Special types of economic markets (including Cournot, Bertrand) (91B54)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Maxmin expected utility with non-unique prior
- Subjective Probability and Expected Utility without Additivity
- Ambiguity, Risk, and Asset Returns in Continuous Time
- Title not available (Why is that?)
- Title not available (Why is that?)
- Subjective probabilities for state dependent continuous utility
- A generalization of the expenditure function
- Lipschitzian Solutions of Perturbed Nonlinear Programming Problems
- Nice Demand Functions
- Intertemporal Asset Pricing under Knightian Uncertainty
- Sharing risk and ambiguity
- Economies with a Finite Set of Equilibria
- On State Dependent Preferences and Subjective Probabilities
- Real effects of money in general equilibrium
- An axiomatic approach to \(\varepsilon\)-contamination
- Search and Knightian uncertainty
- Ambiguity, uncertainty aversion and equilibrium welfare
- Title not available (Why is that?)
- Regular nonsmooth equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Constrained consumptions, Lipschitzian demands, and regular economies
Cited In (2)
This page was built for publication: Regular economies with ambiguity aversion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q492863)