Informational efficiency with ambiguous information
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Publication:641824
DOI10.1007/s00199-011-0646-2zbMath1276.91052OpenAlexW1968421967MaRDI QIDQ641824
Jayant V. Ganguli, Scott S. Condie
Publication date: 25 October 2011
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-011-0646-2
Related Items (20)
A competitive equilibrium for a warm-glow economy ⋮ Optimal insurance under adverse selection and ambiguity aversion ⋮ On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces ⋮ Information acquisition and welfare effect in a model of competitive financial markets ⋮ A full characterization of Nash implementation with strategy space reduction ⋮ A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility ⋮ Existence, incentive compatibility and efficiency of the rational expectations equilibrium ⋮ Cobb-Douglas preferences under uncertainty ⋮ The pricing effects of ambiguous private information ⋮ A test of (weak) certainty independence ⋮ Decision making and trade without probabilities ⋮ Ambiguity aversion and trade ⋮ Core and equilibria under ambiguity ⋮ Liquidity and asset prices in rational expectations equilibrium with ambiguous information ⋮ Risk, ambiguity, and state-preference theory ⋮ Pricing rules and Arrow-Debreu ambiguous valuation ⋮ Dynamic market participation and endogenous information aggregation ⋮ Blocking efficiency in an economy with asymmetric information ⋮ Multiple markets: new perspective on nonlinear pricing ⋮ Value allocation under ambiguity
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