Pareto Optimal Allocations for Probabilistic Sophisticated Variational Preferences
AbstractWe prove the existence of Pareto optimal allocations within sets of acceptable allocations when decision makers have probabilistic sophisticated variational preferences de ned on random endowments in L1.
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Bibliographic InfoPaper provided by Swiss Finance Institute in its series Swiss Finance Institute Research Paper Series with number 11-28.
Length: 43 pages
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Pareto optimal allocations; variational preferences; probabilistic sophistication; ambiguity aversion; weighted sup-convolution optimization problems.;
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