Efficient allocations under ambiguity
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Publication:548260
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Cites work
- scientific article; zbMATH DE number 4051296 (Why is no real title available?)
- scientific article; zbMATH DE number 3724209 (Why is no real title available?)
- scientific article; zbMATH DE number 1218462 (Why is no real title available?)
- scientific article; zbMATH DE number 1266748 (Why is no real title available?)
- A Smooth Model of Decision Making under Ambiguity
- Agreeable bets with multiple priors
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Ambiguity aversion and trade
- Ambiguity made precise: A comparative foundation
- Axiomatic foundations of multiplier preferences
- Capacities and probabilistic beliefs: a precarious coexistence
- Information, trade and common knowledge
- Interim efficiency with MEU-preferences
- Interim efficient allocations under uncertainty
- Knightian decision theory. I.
- Maxmin expected utility with non-unique prior
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Public versus private risk sharing
- Recursive multiple-priors.
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Sharing Beliefs: Between Agreeing and Disagreeing
- Subjective Beliefs and ex ante Trade
- Subjective Probability and Expected Utility without Additivity
- Uncertainty and Risk in Financial Markets
Cited in
(36)- Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory
- Sharing ambiguous risks
- 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.
- Risk sharing in the small and in the large
- Risk sharing with expected and dual utilities
- Optimality in an OLG model with nonsmooth preferences
- Introduction to incompleteness and uncertainty in economics
- Ambiguity aversion and trade
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
- Efficient intertemporal allocations with recursive utility.
- Efficient allocation with continuous quantities
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
- Liquidity and asset prices in rational expectations equilibrium with ambiguous information
- Optimal allocation with costly inspection and discrete types under ambiguity
- Equilibrium prices and trade under ambiguous volatility
- Interim efficient allocations under uncertainty
- On voluntary and efficient allocations
- Purification of incentive compatible allocations
- TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES
- On efficiency in disagreement economies
- Implications of uncertainty for optimal policies
- On the efficiency and optimality of random allocations
- Competitive equilibria with distortion risk measures
- Efficient sets with and without the expected utility hypothesis
- A consistent allocation and related results under fuzzy transferable-utility behavior1
- On the confidence preferences model
- Flexible contracts
- Efficient allocations under law-invariance: a unifying approach
- Equilibria under Knightian price uncertainty
- Interim efficiency with MEU-preferences
- On optimal allocation of indivisibles under uncertainty
- On the optimality of not allocating
- Efficient investments in the implementation problem
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