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Subjective Beliefs and Ex Ante Trade

Citations

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Cited by:

  1. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2022. "Dual‐Self Representations of Ambiguity Preferences," Econometrica, Econometric Society, vol. 90(3), pages 1029-1061, May.
  2. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals," Working Papers 561, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  3. Dana, R.A. & Le Van, C., 2010. "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Journal of Economic Theory, Elsevier, vol. 145(6), pages 2186-2202, November.
  4. Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M. & Rustichini, A., 2015. "The structure of variational preferences," Journal of Mathematical Economics, Elsevier, vol. 57(C), pages 12-19.
  5. Aloisio Araujo & Alain Chateauneuf & Juan Pablo Gama & Rodrigo Novinski, 2018. "General Equilibrium With Uncertainty Loving Preferences," Econometrica, Econometric Society, vol. 86(5), pages 1859-1871, September.
  6. Dana, Rose-Anne & Riedel, Frank, 2013. "Intertemporal equilibria with Knightian uncertainty," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1582-1605.
  7. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Revue économique, Presses de Sciences-Po, vol. 71(2), pages 267-282.
  8. Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
  9. Martins-da-Rocha, V. Filipe, 2010. "Interim efficiency with MEU-preferences," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1987-2017, September.
  10. Spyros Galanis, 2021. "Speculative trade and the value of public information," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 23(1), pages 53-68, February.
  11. Galanis, Spyros, 2018. "Speculation under unawareness," Games and Economic Behavior, Elsevier, vol. 109(C), pages 598-615.
  12. De Castro, Luciano & Yannelis, Nicholas C., 2018. "Uncertainty, efficiency and incentive compatibility: Ambiguity solves the conflict between efficiency and incentive compatibility," Journal of Economic Theory, Elsevier, vol. 177(C), pages 678-707.
  13. Spyros Galanis, 2021. "Dynamic consistency, valuable information and subjective beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1467-1497, June.
  14. Matthias Lang, 2017. "First-Order and Second-Order Ambiguity Aversion," Management Science, INFORMS, vol. 63(4), pages 1254-1269, April.
  15. König-Kersting, Christian & Kops, Christopher & Trautmann, Stefan T., 2023. "A test of (weak) certainty independence," Journal of Economic Theory, Elsevier, vol. 209(C).
  16. Dominiak, Adam & Eichberger, Jürgen & Lefort, Jean-Philippe, 2012. "Agreeable trade with optimism and pessimism," Mathematical Social Sciences, Elsevier, vol. 64(2), pages 119-126.
  17. Beißner, Patrick & Riedel, Frank, 2016. "Knight-Walras equilibria," Center for Mathematical Economics Working Papers 558, Center for Mathematical Economics, Bielefeld University.
  18. Faias, Marta & Torres-Martínez, Juan Pablo, 2017. "Credit market segmentation, essentiality of commodities, and supermodularity," Journal of Mathematical Economics, Elsevier, vol. 70(C), pages 115-122.
  19. Chiaki Hara, 2023. "Arrow-Pratt-Type Measure of Ambiguity Aversion," KIER Working Papers 1097, Kyoto University, Institute of Economic Research.
  20. Kajii, Atsushi & Ui, Takashi, 2009. "Interim efficient allocations under uncertainty," Journal of Economic Theory, Elsevier, vol. 144(1), pages 337-353, January.
  21. Rose-Anne Dana & Cuong Le Van, 2008. "No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity," Documents de travail du Centre d'Economie de la Sorbonne b08039, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
  22. Jingyi Xue, 2020. "Preferences with changing ambiguity aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(1), pages 1-60, February.
  23. Francesco Fabbri & Giulio Principi & Lorenzo Stanca, 2024. "Absolute and Relative Ambiguity Attitudes," Papers 2406.01343, arXiv.org, revised Jun 2024.
  24. Patrick Beissner & Frank Riedel, 2019. "Equilibria Under Knightian Price Uncertainty," Econometrica, Econometric Society, vol. 87(1), pages 37-64, January.
  25. Lopomo, Giuseppe & Rigotti, Luca & Shannon, Chris, 2011. "Knightian uncertainty and moral hazard," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1148-1172, May.
  26. Renou, Ludovic & Schlag, Karl H., 2014. "Ordients: Optimization and comparative statics without utility functions," Journal of Economic Theory, Elsevier, vol. 154(C), pages 612-632.
  27. Eisei Ohtaki, 2023. "Optimality in an OLG model with nonsmooth preferences," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 611-659, September.
  28. Nascimento, Leandro & Riella, Gil, 2011. "A class of incomplete and ambiguity averse preferences," Journal of Economic Theory, Elsevier, vol. 146(2), pages 728-750, March.
  29. Robert G. Chambers & Tigran Melkonyan & John Quiggin, 2022. "Incomplete preferences, willingness to pay, and willingness to accept," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(3), pages 727-761, October.
  30. Luciano Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 243-273, October.
  31. Rose-Anne Dana & Cuong Le Van, 2010. "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," PSE-Ecole d'économie de Paris (Postprint) halshs-00470670, HAL.
  32. Giuseppe Lopomo & Luca Rigotti & Chris Shannon, 2021. "Uncertainty in Mechanism Design," Papers 2108.12633, arXiv.org.
  33. Chambers, Christopher P. & Echenique, Federico, 2012. "When does aggregation reduce risk aversion?," Games and Economic Behavior, Elsevier, vol. 76(2), pages 582-595.
  34. Sujoy Mukerji & Han N. Ozsoylev & Jean‐Marc Tallon, 2023. "Trading Ambiguity: A Tale Of Two Heterogeneities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1127-1164, August.
  35. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient allocations under ambiguity," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1173-1194, May.
  36. Guerdjikova, Ani & Sciubba, Emanuela, 2015. "Survival with ambiguity," Journal of Economic Theory, Elsevier, vol. 155(C), pages 50-94.
  37. Eisei Ohtaki & Hiroyuki Ozaki, 2014. "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e069, Tokyo Center for Economic Research.
  38. Carole Bernard & Shaolin Ji & Weidong Tian, 2013. "An optimal insurance design problem under Knightian uncertainty," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(2), pages 99-124, November.
  39. Chambers, Robert G., 2014. "Uncertain equilibria and incomplete preferences," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 48-54.
  40. Correia-da-Silva, João, 2015. "Generic non-existence of general equilibrium with EUU preferences under extreme ambiguity," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 185-191.
  41. repec:ipg:wpaper:2013-016 is not listed on IDEAS
  42. Ghirardato, Paolo & Siniscalchi, Marciano, 2018. "Risk sharing in the small and in the large," Journal of Economic Theory, Elsevier, vol. 175(C), pages 730-765.
  43. Jan Werner, 2021. "Participation in risk sharing under ambiguity," Theory and Decision, Springer, vol. 90(3), pages 507-519, May.
  44. repec:ipg:wpaper:59 is not listed on IDEAS
  45. repec:dau:papers:123456789/11268 is not listed on IDEAS
  46. Mario Ghossoub & Giulio Principi & Ruodu Wang, 2024. "Allocation Mechanisms in Decentralized Exchange Markets with Frictions," Papers 2404.10900, arXiv.org.
  47. Claudia Ravanelli & Gregor Svindland, 2014. "Comonotone Pareto optimal allocations for law invariant robust utilities on L 1," Finance and Stochastics, Springer, vol. 18(1), pages 249-269, January.
  48. Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M. & Montrucchio, L., 2011. "Uncertainty averse preferences," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1275-1330, July.
  49. Eran Hanany & Peter Klibanoff & Sujoy Mukerji, 2020. "Incomplete Information Games with Ambiguity Averse Players," American Economic Journal: Microeconomics, American Economic Association, vol. 12(2), pages 135-187, May.
  50. repec:dau:papers:123456789/5375 is not listed on IDEAS
  51. Wakker, Peter P. & Yang, Jingni, 2019. "A powerful tool for analyzing concave/convex utility and weighting functions," Journal of Economic Theory, Elsevier, vol. 181(C), pages 143-159.
  52. repec:ipg:wpaper:16 is not listed on IDEAS
  53. Rose-Anne Dana & Cuong Le Van, 2009. "No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity," Post-Print halshs-00281582, HAL.
  54. Lensman, Todd & Troshkin, Maxim, 2022. "Implications of uncertainty for optimal policies," Journal of Economic Theory, Elsevier, vol. 199(C).
  55. Luciano De Castro & Nicholas C. Yannelis, 2011. "Ambiguity aversion solves the conflict between efficiency and incentive compatibility," Economics Discussion Paper Series 1106, Economics, The University of Manchester.
  56. Patrick Beissner, 2017. "Equilibrium prices and trade under ambiguous volatility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(2), pages 213-238, August.
  57. Hill, Brian, 2016. "Incomplete preferences and confidence," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 83-103.
  58. Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2011. "Optimism and firm formation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(1), pages 1-38, January.
  59. Carlier, G. & Dana, R.-A., 2013. "Pareto optima and equilibria when preferences are incompletely known," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1606-1623.
  60. Federico Echenique & Farzad Pourbabaee, 2024. "Individual and Collective Welfare in Risk Sharing with Many States," Papers 2401.07337, arXiv.org, revised Jun 2024.
  61. Aharon Ben-Tal & Dimitris Bertsimas & David B. Brown, 2010. "A Soft Robust Model for Optimization Under Ambiguity," Operations Research, INFORMS, vol. 58(4-part-2), pages 1220-1234, August.
  62. G. Carlier & R.-A. Dana & R.-A. Dana, 2014. "Pareto optima and equilibria when preferences are incompletely known," Working Papers 2014-60, Department of Research, Ipag Business School.
  63. Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R., 2014. "General equilibrium, risk taking and volatility," Working Papers 2014-181, Department of Research, Ipag Business School.
  64. Philipp Karl ILLEDITSCH, 2009. "Ambiguous Information, Risk Aversion, and Asset Pricing," 2009 Meeting Papers 802, Society for Economic Dynamics.
  65. Rose-Anne Dana & Cuong Le Van, 2010. "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Post-Print halshs-00470670, HAL.
  66. Ludovic Renou & Karl H. Schlag, 2009. "From Ordients to Optimization: Substitution Effects without Differentiability," Discussion Papers in Economics 09/6, Division of Economics, School of Business, University of Leicester.
  67. Araujo, Aloisio & da Silva, Pietro & Faro, José Heleno, 2016. "Ambiguity aversion in the long run: “To disagree, we must also agree”," Journal of Economic Theory, Elsevier, vol. 165(C), pages 242-256.
  68. Tian, Dejian & Tian, Weidong, 2014. "Optimal risk-sharing under mutually singular beliefs," Mathematical Social Sciences, Elsevier, vol. 72(C), pages 41-49.
  69. Nabil I. Al-Najjar & Luciano De Castro, 2010. "Uncertainty, Efficiency and Incentive Compatibility," Discussion Papers 1532, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  70. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  71. Galanis, Spyros, 2018. "Financial complexity and trade," Games and Economic Behavior, Elsevier, vol. 112(C), pages 219-230.
  72. repec:ipg:wpaper:2014-060 is not listed on IDEAS
  73. Araujo, A. & Gama, J. & Suarez, C.E., 2022. "Lack of prevalence of the endowment effect: An equilibrium analysis," Journal of Mathematical Economics, Elsevier, vol. 102(C).
  74. Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang, 2024. "Optimal sharing, equilibria, and welfare without risk aversion," Papers 2401.03328, arXiv.org, revised Dec 2024.
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