Efficient allocations under ambiguity
From MaRDI portal
Publication:548260
DOI10.1016/J.JET.2011.04.002zbMATH Open1246.91049OpenAlexW2130378185MaRDI QIDQ548260FDOQ548260
Publication date: 28 June 2011
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://nrs.harvard.edu/urn-3:HUL.InstRepos:11352637
Recommendations
- Interim efficient allocations under uncertainty
- On the efficiency and optimality of random allocations
- Efficient allocations under law-invariance: a unifying approach
- Optimality and greed in dynamic allocation
- A note on optimal allocation mechanisms
- Efficient and equilibrium allocations with stochastic differential utility
- On optimal allocation of indivisibles under uncertainty
- Implementation of allocation rules under perfect information
- Efficient combinatorial allocations: individual rationality versus stability
- Asymptotically efficient adaptive allocation rules
Cites Work
- Maxmin expected utility with non-unique prior
- Subjective Probability and Expected Utility without Additivity
- Title not available (Why is that?)
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- A Smooth Model of Decision Making under Ambiguity
- Recursive multiple-priors.
- Axiomatic Foundations of Multiplier Preferences
- Knightian decision theory. I.
- Title not available (Why is that?)
- Information, trade and common knowledge
- Uncertainty and Risk in Financial Markets
- Ambiguity made precise: A comparative foundation
- Subjective Beliefs and ex ante Trade
- Sharing Beliefs: Between Agreeing and Disagreeing
- Interim efficient allocations under uncertainty
- Capacities and probabilistic beliefs: a precarious coexistence
- Interim efficiency with MEU-preferences
- Ambiguity aversion and trade
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Title not available (Why is that?)
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Agreeable bets with multiple priors
- Title not available (Why is that?)
- Public versus private risk sharing
Cited In (33)
- Participation in risk sharing under ambiguity
- Subjective Beliefs and ex ante Trade
- Discrepancies between ex ante and ex post efficiency under identical subjective probabilities
- Beliefs and Pareto efficient sets: a remark.
- Introduction to incompleteness and uncertainty in economics
- Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory
- On the efficiency and optimality of random allocations
- Risk sharing in the small and in the large
- Purification of incentive compatible allocations
- COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES
- Equilibrium prices and trade under ambiguous volatility
- Efficient sets with and without the expected utility hypothesis
- Sharing ambiguous risks
- Optimality in an OLG model with nonsmooth preferences
- RISK SHARING WITH EXPECTED AND DUAL UTILITIES
- Flexible contracts
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
- Efficient allocation with continuous quantities
- Efficient allocations under law-invariance: a unifying approach
- On voluntary and efficient allocations
- On optimal allocation of indivisibles under uncertainty
- Optimal allocation with costly inspection and discrete types under ambiguity
- A consistent allocation and related results under fuzzy transferable-utility behavior1
- TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES
- Implications of uncertainty for optimal policies
- Efficient intertemporal allocations with recursive utility.
- Efficient investments in the implementation problem
- Liquidity and asset prices in rational expectations equilibrium with ambiguous information
- Ambiguity aversion and trade
- On the confidence preferences model
- Equilibria Under Knightian Price Uncertainty
- On the optimality of not allocating
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
This page was built for publication: Efficient allocations under ambiguity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q548260)
