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Citations for "Optimal risk-sharing rules and equilibria with Choquet-expected-utility"

by Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc

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  1. Martins-da-Rocha, Victor Filipe, 2009. "Interim efficiency with MEU-preferences," Economics Working Papers (Ensaios Economicos da EPGE) 696, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  2. Aldo Montesano, 2008. "Effects of Uncertainty Aversion on the Call Option Market," Theory and Decision, Springer, Springer, vol. 65(2), pages 97-123, September.
  3. Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL halshs-00942114, HAL.
  4. Darri-Mattiacci, Giuseppe & Langlais, Eric, 2008. "Social wealth and optimal care," MPRA Paper 9418, University Library of Munich, Germany.
  5. AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2012. "Contracting for innovation under knightian uncertainty," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 2012-15, Universite de Montreal, Departement de sciences economiques.
  6. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient Allocations under Ambiguity," Scholarly Articles 11352637, Harvard University Department of Economics.
  7. Anwar, Sajid & Zheng, Mingli, 2012. "Competitive insurance market in the presence of ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 79-84.
  8. Biung-Ghi Ju, 2003. "Strategy-Proof Risk Sharing," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics 200305, University of Kansas, Department of Economics, revised Apr 2003.
  9. 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.
  10. Alain Chateauneuf & Jean-Marc Tallon, 2000. "Diversification, Convex Preferences and Non-Empty Core," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 0751, Econometric Society.
  11. Mukerji, Sujoy & Tallon, Jean-Marc, 2001. "Ambiguity Aversion and Incompleteness of Financial Markets," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 68(4), pages 883-904, October.
  12. Atsushi Kajii & Takashi Ui, 2004. "Agreeable Bets with Multiple Priors," KIER Working Papers, Kyoto University, Institute of Economic Research 581, Kyoto University, Institute of Economic Research.
  13. Carole Bernard & Shaolin Ji & Weidong Tian, 2013. "An optimal insurance design problem under Knightian uncertainty," Decisions in Economics and Finance, Springer, Springer, vol. 36(2), pages 99-124, November.
  14. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  15. Ju, Biung-Ghi, 2005. "Strategy-proof risk sharing," Games and Economic Behavior, Elsevier, Elsevier, vol. 50(2), pages 225-254, February.
  16. Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer, Springer, vol. 48(2), pages 229-242, October.
  17. Riedel, Frank & Dana, Rose-Anne, 2013. "Intertemporal equilibria with Knightian uncertainty," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/11268, Paris Dauphine University.
  18. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, Elsevier, vol. 147(5), pages 2028-2039.
  19. Mandler, Michael, 2013. "Endogenous indeterminacy and volatility of asset prices under ambiguity," Theoretical Economics, Econometric Society, Econometric Society, vol. 8(3), September.
  20. Gao, Feng & Song, Fengming & Zhang, Lihong, 2007. "Coherent risk measure, equilibrium and equilibrium pricing," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 85-94, January.
  21. Acciaio, Beatrice & Svindland, Gregor, 2009. "Optimal risk sharing with different reference probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 426-433, June.
  22. repec:hal:journl:halshs-00174553 is not listed on IDEAS
  23. Jürgen Eichberger & David Kelsey, 2007. "Ambiguity," Working Papers, University of Heidelberg, Department of Economics 0448, University of Heidelberg, Department of Economics, revised Jul 2007.
  24. Burgert, Christian & Rüschendorf, Ludger, 2008. "Allocation of risks and equilibrium in markets with finitely many traders," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 177-188, February.
  25. repec:hal:journl:halshs-00341174 is not listed on IDEAS
  26. Alain Chateauneuf & Luciano I. de Castro, 2011. "Ambiguity Aversion and Trade," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 1526, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  27. Jayant V. Ganguli & Scott Condie, 2009. "The dynamics of partially-revealing rational expectations equilibria," 2009 Meeting Papers, Society for Economic Dynamics 1122, Society for Economic Dynamics.
  28. Chambers, Christopher P. & Echenique, Federico, 2012. "When does aggregation reduce risk aversion?," Games and Economic Behavior, Elsevier, Elsevier, vol. 76(2), pages 582-595.
  29. Langlais, Eric, 2010. "Safety and the Allocation of Costs in Large Accidents," MPRA Paper 25710, University Library of Munich, Germany.
  30. Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R., 2014. "General equilibrium, risk taking and volatility," Working Papers, Department of Research, Ipag Business School 2014-181, Department of Research, Ipag Business School.
  31. Sujoy Mukerji & Jean-Marc Tallon, 2003. "An overview of economic applications of David Schmeidler`s models of decision making under uncertainty," Economics Series Working Papers, University of Oxford, Department of Economics 165, University of Oxford, Department of Economics.
  32. Amarante, M & Ghossoub, M & Phelps, E, 2013. "Innovation, Entrepreneurship and Knightian Uncertainty," Working Papers, Imperial College, London, Imperial College Business School 12241, Imperial College, London, Imperial College Business School.