Aggregation under homogeneous ambiguity: a two-fund separation result

DOI10.1007/S00199-005-0051-9zbMath1124.91048OpenAlexW2155461540MaRDI QIDQ868600

Katsutoshi Wakai

Publication date: 6 March 2007

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-005-0051-9

zbMATH Keywords

multiple priorsrepresentative agent

Mathematics Subject Classification ID

Special types of economic markets (including Cournot, Bertrand) (91B54)

Cites Work

• Unnamed Item
• Maxmin expected utility with non-unique prior
• Additivity with multiple priors
• Recursive multiple-priors.
• Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
• Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
• Subjective Probability and Expected Utility without Additivity
• Intertemporal Asset Pricing under Knightian Uncertainty

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