Sharing Beliefs: Between Agreeing and Disagreeing
From MaRDI portal
Publication:4530975
DOI10.1111/1468-0262.00127zbMath1023.91503OpenAlexW3021252837MaRDI QIDQ4530975
Alain Chateauneuf, Jean-Marc Tallon, Antoine Billot, Itzhak Gilboa
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://halshs.archives-ouvertes.fr/halshs-00174553/file/Sharing_beliefs.PDF
Related Items (48)
Flexible contracts ⋮ Credit market segmentation, essentiality of commodities, and supermodularity ⋮ Equilibrium in risk-sharing games ⋮ Participation in risk sharing under ambiguity ⋮ Incomplete preferences and confidence ⋮ Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty ⋮ Coherent risk measure, equilibrium and equilibrium pricing ⋮ Equilibrium prices and trade under ambiguous volatility ⋮ An optimal insurance design problem under Knightian uncertainty ⋮ 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 ⋮ Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory ⋮ Financial market structures revealed by pricing rules: efficient complete markets are prevalent ⋮ Sharing beliefs and the absence of betting in the Choquet expected utility model ⋮ A test of (weak) certainty independence ⋮ Ambiguous act equilibria ⋮ WEIGHTED COMONOTONIC RISK SHARING UNDER HETEROGENEOUS BELIEFS ⋮ Ambiguity and the Bayesian Paradigm ⋮ Ambiguity aversion and trade ⋮ Sharing risk and ambiguity ⋮ Interim efficiency with MEU-preferences ⋮ Intertemporal equilibria with Knightian uncertainty ⋮ Pareto optima and equilibria when preferences are incompletely known ⋮ Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity ⋮ Optimal risk-sharing under mutually singular beliefs ⋮ Uncertain equilibria and incomplete preferences ⋮ Speculation under unawareness ⋮ Risk sharing in the small and in the large ⋮ AMBIGUITY AND PORTFOLIO INERTIA ⋮ Financial complexity and trade ⋮ Electoral competition with uncertainty averse parties ⋮ Sharing ambiguous risks ⋮ Efficient allocations under ambiguity ⋮ Agreeable trade with optimism and pessimism ⋮ Agreeable bets with multiple priors ⋮ Strategy-proof risk sharing ⋮ When does aggregation reduce risk aversion? ⋮ Smoothing preference kinks with information ⋮ Interim efficient allocations under uncertainty ⋮ Correlated Nash equilibrium ⋮ BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS ⋮ On the duality between prior beliefs and trading demands ⋮ Risk Exchange with Distorted Probabilities ⋮ Equilibria Under Knightian Price Uncertainty ⋮ Learning (to disagree?) in large worlds ⋮ Consistency of beliefs and epistemic conditions for Nash and correlated equilibria ⋮ Optimal risk-sharing rules and equilibria with Choquet-expected-utility. ⋮ Monetary equilibria and Knightian uncertainty
This page was built for publication: Sharing Beliefs: Between Agreeing and Disagreeing