Core and equilibria under ambiguity
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Publication:641837
DOI10.1007/S00199-011-0637-3zbMATH Open1277.91125OpenAlexW2097269359MaRDI QIDQ641837FDOQ641837
Nicholas C. Yannelis, Marialaura Pesce, 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/10419/59653
ambiguityincentive compatibilityex ante preferencesex post preferencesinterim preferencesmaximin coremaximin Walrasian equilibrium
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Cited In (34)
- Equilibrium theory under ambiguity
- Incentive compatibility under ambiguity
- Coalitional fairness in interim differential information economies
- Pricing rules and Arrow-Debreu ambiguous valuation
- Blocking efficiency in an economy with asymmetric information
- Core and coalitional fairness: the case of information sharing rules
- A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility
- A competitive equilibrium for a warm-glow economy
- Existence of an equilibrium for infinite horizon economies with and without complete information
- Information and size of coalitions
- Mixed strategy implementation under ambiguity
- Strict fairness of equilibria in asymmetric information economies and mixed markets
- On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces
- Existence, incentive compatibility and efficiency of the rational expectations equilibrium
- Generic non-existence of general equilibrium with EUU preferences under extreme ambiguity
- Equilibria and incentives in private information economies
- Restrictions and identification in a multidimensional risk-sharing problem
- Egalitarian division under Leontief preferences
- Robust persuasion of a privately informed receiver
- Ambiguous implementation: the partition model
- Informational efficiency with ambiguous information
- Cooperative game with nondeterministic returns
- Persuasion in an asymmetric information economy: a justification of Wald's maxmin preferences
- A full characterization of Nash implementation with strategy space reduction
- Information acquisition and welfare effect in a model of competitive financial markets
- The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices
- An interim core for normal form games and exchange economies with incomplete information
- Decision making and trade without probabilities
- Cobb-Douglas preferences under uncertainty
- Implementation under ambiguity
- Multiple markets: new perspective on nonlinear pricing
- Information within coalitions: risk and ambiguity
- Value allocation under ambiguity
- Irrelevance of private information in two-period economies with more goods than states of nature
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