On equilibria when agents have multiple priors
From MaRDI portal
Publication:1854740
DOI10.1023/A:1021006118400zbMath1033.91028MaRDI QIDQ1854740
Publication date: 27 January 2003
Published in: Annals of Operations Research (Search for Journal in Brave)
Special types of economic equilibria (91B52) Special types of economic markets (including Cournot, Bertrand) (91B54)
Related Items (14)
Option implied ambiguity and its information content: evidence from the subprime crisis ⋮ Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty ⋮ Existence of financial equilibria in continuous time with potentially complete markets ⋮ Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling ⋮ Ambiguity aversion and trade ⋮ Sharing risk and ambiguity ⋮ Interim efficiency with MEU-preferences ⋮ Intertemporal equilibria with Knightian uncertainty ⋮ Optimal risk-sharing under mutually singular beliefs ⋮ Uncertain equilibria and incomplete preferences ⋮ When does aggregation reduce risk aversion? ⋮ Interim efficient allocations under uncertainty ⋮ Risk Exchange with Distorted Probabilities ⋮ Equilibria Under Knightian Price Uncertainty
This page was built for publication: On equilibria when agents have multiple priors
