Sharing risk and ambiguity
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Publication:449190
DOI10.1016/j.jet.2012.05.009zbMath1247.91102OpenAlexW2026676823MaRDI QIDQ449190
Publication date: 12 September 2012
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2012.05.009
ambiguityfinancial marketsmultiple priorsvariational preferencesdeterminacy of equilibriageneral equilibrium theory
Related Items (14)
Reference dependent ambiguity ⋮ COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES ⋮ On endogenous formation of price expectations ⋮ Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling ⋮ Optimality in an OLG model with nonsmooth preferences ⋮ Bilateral risk sharing in a comonotone market with rank-dependent utilities ⋮ Financial market structures revealed by pricing rules: efficient complete markets are prevalent ⋮ Informational efficiency with ambiguous information ⋮ Ambiguity aversion and trade ⋮ Optimal risk-sharing under mutually singular beliefs ⋮ Regular economies with ambiguity aversion ⋮ Financial complexity and trade ⋮ Sharing ambiguous risks ⋮ Monetary equilibria and Knightian uncertainty
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