Ambiguity aversion and trade
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Publication:641835
DOI10.1007/s00199-011-0642-6zbMath1277.91132MaRDI QIDQ641835
Alain Chateauneuf, Luciano I. de Castro
Publication date: 25 October 2011
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/59660
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COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES, PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS, RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES, AN ECONOMIC PREMIUM PRINCIPLE UNDER THE DUAL THEORY OF THE SMOOTH AMBIGUITY MODEL, A full characterization of Nash implementation with strategy space reduction, Savings and default, The best choice problem under ambiguity, Cobb-Douglas preferences under uncertainty, Optimal insurance design of ambiguous risks, Efficient allocations under ambiguity, Decision making and trade without probabilities, Dynamic consistency for non-expected utility preferences, Pricing rules and Arrow-Debreu ambiguous valuation, Uncertainty, efficiency and incentive compatibility: ambiguity solves the conflict between efficiency and incentive compatibility, Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty, Decision making in phantom spaces, Value allocation under ambiguity, Equilibrium prices and trade under ambiguous volatility
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