Core and equilibria under ambiguity
From MaRDI portal
Publication:641837
DOI10.1007/S00199-011-0637-3zbMath1277.91125OpenAlexW2097269359MaRDI QIDQ641837
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
Related Items (34)
A competitive equilibrium for a warm-glow economy ⋮ Incentive compatibility under ambiguity ⋮ Mixed strategy implementation under ambiguity ⋮ Equilibria and incentives in private information economies ⋮ On the core and Walrasian expectations equilibrium in infinite dimensional commodity spaces ⋮ Information acquisition and welfare effect in a model of competitive financial markets ⋮ A full characterization of Nash implementation with strategy space reduction ⋮ A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility ⋮ Strict fairness of equilibria in asymmetric information economies and mixed markets ⋮ Information within coalitions: risk and ambiguity ⋮ Existence, incentive compatibility and efficiency of the rational expectations equilibrium ⋮ Cooperative game with nondeterministic returns ⋮ Cobb-Douglas preferences under uncertainty ⋮ Core and coalitional fairness: the case of information sharing rules ⋮ Coalitional fairness in interim differential information economies ⋮ Equilibrium theory under ambiguity ⋮ Generic non-existence of general equilibrium with EUU preferences under extreme ambiguity ⋮ Egalitarian division under Leontief preferences ⋮ Informational efficiency with ambiguous information ⋮ Decision making and trade without probabilities ⋮ Existence of an equilibrium for infinite horizon economies with and without complete information ⋮ Irrelevance of private information in two-period economies with more goods than states of nature ⋮ Information and size of coalitions ⋮ The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices ⋮ Pricing rules and Arrow-Debreu ambiguous valuation ⋮ Ambiguous implementation: the partition model ⋮ Restrictions and identification in a multidimensional risk-sharing problem ⋮ Implementation under ambiguity ⋮ Blocking efficiency in an economy with asymmetric information ⋮ Multiple markets: new perspective on nonlinear pricing ⋮ Persuasion in an asymmetric information economy: a justification of Wald's maxmin preferences ⋮ Robust persuasion of a privately informed receiver ⋮ An interim core for normal form games and exchange economies with incomplete information ⋮ Value allocation under ambiguity
Cites Work
- Unnamed Item
- Unnamed Item
- Informational efficiency with ambiguous information
- Liquidity and asset prices in rational expectations equilibrium with ambiguous information
- Bayesian-Walrasian equilibria: Beyond the rational expectations equilibrium
- Large economies with differential information and without free disposal
- Prudent expectations equilibrium in economies with uncertain delivery
- Maxmin expected utility with non-unique prior
- The hexagon condition and additive representation for two dimensions: an algebraic approach
- Moral hazard and conditional preferences
- The core of an economy with differential information
- Incentive compatibility and information superiority of the core of an economy with differential information
- Efficiency and incentive compatibility in differential information economies
- Edgeworth and Walras equilibria of an arbitrage-free exchange economy
- On the non-emptiness of the core of a coalitional production economy without ordered preferences
- Ambiguity, uncertainty aversion and equilibrium welfare
- Risk, Ambiguity, and the Savage Axioms
- Updating Ambiguity Averse Preferences
- Subjective Probability and Expected Utility without Additivity
- The Value Allocation of an Economy with Differential Information
- Ambiguity and Rational Expectations Equilibria
- Equilibrium concepts in differential information economies
- Stationary Ordinal Utility and Impatience
- Competitive Equilibrium Under Uncertainty
- The Core of an N Person Game
- Conditional Expected Utility
This page was built for publication: Core and equilibria under ambiguity
