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Cites work
- scientific article; zbMATH DE number 4060392 (Why is no real title available?)
- A Definition of Uncertainty Aversion
- A Subjective Spin on Roulette Wheels
- A two-person dynamic equilibrium under ambiguity
- Additivity with multiple priors
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Ambiguity aversion and incompleteness of financial markets.
- Ambiguity made precise: A comparative foundation
- Ambiguity, uncertainty aversion and equilibrium welfare
- Ambiguous events and maxmin expected utility
- Capacities and probabilistic beliefs: a precarious coexistence
- Characterization of symmetrical monotone risk aversion in the RDEU model.
- Choquet expected utility with a finite state space: Commutativity and act-independence
- Decision making and trade without probabilities
- Definitions of ambiguous events and the smooth ambiguity model
- Differentiating ambiguity and ambiguity attitude
- Do sunspots matter when agents are Choquet-expected-utility maximizers?
- Efficient allocations under ambiguity
- Expected utility with purely subjective non-additive probabilities
- Informational efficiency with ambiguous information
- Integral Representation Without Additivity
- Intertemporal Asset Pricing under Knightian Uncertainty
- Knightian decision theory. I.
- Liquidity and asset prices in rational expectations equilibrium with ambiguous information
- Maxmin expected utility over Savage acts with a set of priors
- Maxmin expected utility with non-unique prior
- On additivity of the integral
- On equilibria when agents have multiple priors
- On indepedence for non-additive measures, with a Fubini theorem
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
- Portfolio inertia under ambiguity
- Rational preferences under ambiguity
- Risk, ambiguity and the Savage axioms
- Sharing Beliefs: Between Agreeing and Disagreeing
- Sharing risk and ambiguity
- Subjective Beliefs and ex ante Trade
- Subjective Probabilities on Subjectively Unambiguous Events
- Subjective Probability and Expected Utility without Additivity
- Subjective ambiguity, expected utility and Choquet expected utility
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
- Uncertainty and Risk in Financial Markets
Cited in
(32)- A test of (weak) certainty independence
- Value allocation under ambiguity
- No-betting Pareto under ambiguity
- Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory
- Optimal insurance design of ambiguous risks
- Participation in risk sharing under ambiguity
- Efficient allocations under ambiguity
- Subjective Beliefs and ex ante Trade
- Risk redistribution games with dual utilities
- Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS
- Optimality in an OLG model with nonsmooth preferences
- Decision making and trade without probabilities
- Dynamic consistency for non-expected utility preferences
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023
- Bilateral risk sharing in a comonotone market with rank-dependent utilities
- Uncertainty, efficiency and incentive compatibility: ambiguity solves the conflict between efficiency and incentive compatibility
- A full characterization of Nash implementation with strategy space reduction
- Savings and default
- The best choice problem under ambiguity
- Cobb-Douglas preferences under uncertainty
- Pricing rules and Arrow-Debreu ambiguous valuation
- Equilibrium prices and trade under ambiguous volatility
- The effect of the central bank's standing facilities on interbank lending and bank liquidity holding
- Smoothing preference kinks with information
- Indifference and incompleteness distinguished by rational trade
- TRADING AMBIGUITY: A TALE OF TWO HETEROGENEITIES
- An economic premium principle under the dual theory of the smooth ambiguity model
- Decision making in phantom spaces
- Competitive equilibria with distortion risk measures
- Comparative ambiguity aversion and downside ambiguity aversion
- Equilibria under Knightian price uncertainty
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