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Citations for "Ambiguity, uncertainty aversion and equilibrium welfare"

by Dana, Rose-Anne

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  1. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, Elsevier, vol. 147(5), pages 2028-2039.
  2. Jürgen Eichberger & David Kelsey, 2007. "Ambiguity," Working Papers, University of Heidelberg, Department of Economics 0448, University of Heidelberg, Department of Economics, revised Jul 2007.
  3. Han Ozsoylev & Jan Werner, 2011. "Liquidity and asset prices in rational expectations equilibrium with ambiguous information," Economic Theory, Springer, Springer, vol. 48(2), pages 469-491, October.
  4. Kajii, Atsushi & Ui, Takashi, 2009. "Interim efficient allocations under uncertainty," Journal of Economic Theory, Elsevier, Elsevier, vol. 144(1), pages 337-353, January.
  5. Mandler, Michael, 2013. "Endogenous indeterminacy and volatility of asset prices under ambiguity," Theoretical Economics, Econometric Society, Econometric Society, vol. 8(3), September.
  6. Martins-da-Rocha, V. Filipe, 2010. "Interim efficiency with MEU-preferences," Journal of Economic Theory, Elsevier, Elsevier, vol. 145(5), pages 1987-2017, September.
  7. Luciano Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Economic Theory, Springer, Springer, vol. 48(2), pages 243-273, October.
  8. Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer, Springer, vol. 48(2), pages 229-242, October.
  9. Luciano De Castro & Marialaura Pesce & Nicholas C. Yannelis, 2011. "A new perspective to rational expectations: maximin rational expectations equilibrium," The School of Economics Discussion Paper Series, Economics, The University of Manchester 1107, Economics, The University of Manchester.
  10. 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, Elsevier, vol. 145(6), pages 2186-2202, November.
  11. Noé Biheng & Jean-Marc Bonnisseau, 2013. "Regular economies with ambiguity aversion," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 13083, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  12. repec:hal:journl:halshs-00470670 is not listed on IDEAS
  13. Eisei Ohtaki, 2010. "Sunspots, whether they are risk or uncertainty, cannot matter in the static Arrow-Debreu economy," Economics Bulletin, AccessEcon, vol. 30(2), pages 961-966.
  14. Luciano Castro & Marialaura Pesce & Nicholas Yannelis, 2011. "Core and equilibria under ambiguity," Economic Theory, Springer, Springer, vol. 48(2), pages 519-548, October.
  15. Eisei Ohtaki & Hiroyuki Ozaki, 2013. "Monetary Equilibria and Knightian Uncertainty," Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program 2012-032, Keio/Kyoto Joint Global COE Program.
  16. Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006. "Ambiguity in Asset Markets: Theory and Experiment," Carlo Alberto Notebooks, Collegio Carlo Alberto 27, Collegio Carlo Alberto, revised 2009.
  17. repec:hal:journl:halshs-00281582 is not listed on IDEAS