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Ambiguity, uncertainty aversion and equilibrium welfare

https://doi.org/10.1007/s00199-003-0383-2

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Cores of convex games

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Optimal risk-sharing rules and equilibria with Choquet-expected-utility

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Behavior under risk: recent developments in theory and applications

inferredcites →https://doi.org/10.1090/s0002-9939-1986-0835875-8openalex-snapshot

Integral Representation Without Additivity

inferredcites →https://doi.org/10.1142/9480openalex-snapshot

Foundations of the Theory of General Equilibrium

inferredcites →https://doi.org/10.2307/2951685openalex-snapshot

Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio

inferredcites →https://doi.org/10.4324/9780203358061-24openalex-snapshot

Intertemporal asset pricing under knightian uncertainty

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Maxmin expected utility with non-unique prior

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Asset Pricing and Asymmetric Reasoning

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Endogenous Indeterminacy and Volatility of Asset Prices Under Ambiguity

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Uncertainty, Rationality and Heterogeneity

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Overall Introduction

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Equilibrium Indeterminacy in Arrow–Debreu Economy with Knightian Uncertainty

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Monetary Equilibria and Knightian Uncertainty

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Dynamic Asset Pricing

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Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity

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Core and equilibria under ambiguity

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Ambiguity aversion and trade

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Informational efficiency with ambiguous information

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Liquidity and asset prices in rational expectations equilibrium with ambiguous information

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Monetary equilibria and Knightian uncertainty

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Equilibrium prices and trade under ambiguous volatility

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Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents

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Optimal Risk Sharing for Maxmin Choquet Expected Utility Model

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Participation in risk sharing under ambiguity

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A note on the welfare of the maximin rational expectations

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Ambiguity-Averse Aggregation under Heterogeneous Beliefs

inferred← citeshttps://doi.org/10.1016/j.insmatheco.2026.103236openalex-snapshot

Counter-monotonic risk sharing with heterogeneous distortion risk measures

inferred← citeshttps://doi.org/10.1016/j.iref.2016.07.013openalex-snapshot

Option-implied probability distributions: How reliable? How jagged?

inferred← citeshttps://doi.org/10.1016/j.jebo.2009.04.006openalex-snapshot

Half empty, half full and why we can agree to disagree forever

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Agreeable bets with multiple priors

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Interim efficient allocations under uncertainty

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Interim efficiency with MEU-preferences

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Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling

inferred← citeshttps://doi.org/10.1016/j.jet.2012.05.009openalex-snapshot

Sharing risk and ambiguity

inferred← citeshttps://doi.org/10.1016/j.jmateco.2014.09.009openalex-snapshot

Uncertain equilibria and incomplete preferences

inferred← citeshttps://doi.org/10.1016/j.jmateco.2014.11.001openalex-snapshot

Sharing ambiguous risks

inferred← citeshttps://doi.org/10.1016/j.jmateco.2015.04.004openalex-snapshot

Regular economies with ambiguity aversion

inferred← citeshttps://doi.org/10.1016/j.mathsocsci.2014.09.006openalex-snapshot

Optimal risk-sharing under mutually singular beliefs

inferred← citeshttps://doi.org/10.1017/asb.2025.6openalex-snapshot

Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures

inferred← citeshttps://doi.org/10.1080/03461238.2025.2522201openalex-snapshot

Counter-monotonic risk allocations and distortion risk measures

inferred← citeshttps://doi.org/10.1093/acprof:oso/9780199290420.003.0005openalex-snapshot

CHAPTER 4 Ambiguity

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Ambiguity in Asset Markets: Theory and Experiment

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Ambiguity-driven asset price misalignment and its policy implications

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Incomplete Preferences and Equilibrium in Contingent Markets

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Optimality in an OLG model with nonsmooth preferences

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Doubt and hope in economics: A review of Kiyohiko G. Nishimura and Hiroyuki Ozaki's Economics of Pessimism and Optimism

inferred← citeshttps://doi.org/10.1111/j.1467-6419.2010.00641.xopenalex-snapshot

DECISION THEORY UNDER AMBIGUITY

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Uncertainty and Risk in Financial Markets

inferred← citeshttps://doi.org/10.1111/mafi.70006openalex-snapshot

Efficiency in Pure‐Exchange Economies With Risk‐Averse Monetary Utilities

inferred← citeshttps://doi.org/10.1515/strm-2020-0025openalex-snapshot

Bipolar behavior of submodular, law-invariant capacities

inferred← citeshttps://doi.org/10.3917/reco.712.0267openalex-snapshot

Market Allocations under Ambiguity: A Survey

inferred← citeshttps://doi.org/10.3982/ecta14934openalex-snapshot

Equilibria Under Knightian Price Uncertainty

inferred← citeshttps://doi.org/10.3982/te5060openalex-snapshot

Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory

inferred← citeshttps://doi.org/10.7202/1039881aropenalex-snapshot

Ambiguïté, comportements et marchés financiers

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