Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents

DOI10.1007/S00199-016-0985-0zbMATH Open1404.91148OpenAlexW2475237702MaRDI QIDQ514488FDOQ514488

Rodrigo Novinski, Aloisio Araujo, Jean-Marc Bonnisseau, Alain Chateauneuf

Publication date: 2 March 2017

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-016-0985-0

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zbMATH Keywords

impatienceoptimismPareto optimacountable set of commoditiesnon-convex preferencespessimism

Mathematics Subject Classification ID

Individual preferences (91B08) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)

Cites Work

• The Dual Theory of Choice under Risk
• Functional analysis, Sobolev spaces and partial differential equations
• Maxmin expected utility with non-unique prior
• Subjective Probability and Expected Utility without Additivity
• Infinite dimensional analysis. A hitchhiker's guide.
• Characterizing optimism amd pessimism directly through comonotonicity
• Myopic Economic Agents
• Expectation and Variation in Multi-Period Decisions
• Integral Representation Without Additivity
• Theory of capacities
• Title not available (Why is that?)
• Title not available (Why is that?)
• General equilibrium, wariness and efficient bubbles
• Lack of Pareto Optimal Allocations in Economies with Infinitely Many Commodities: The Need for Impatience
• Blocking efficacy of small coalitions in myopic economies
• Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
• Ambiguity, uncertainty aversion and equilibrium welfare
• Some characterizations of non-additive multi-period models
• Some properties of convex set functions
• From sure to strong diversification

Cited In (4)

• Participation in risk sharing under ambiguity
• Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory
• Risk sharing in the small and in the large
• The dynamics of risk-sensitive allocations

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