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

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

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  1. 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.
  2. 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.
  3. Chambers, Christopher P. & Echenique, Federico, 2012. "When does aggregation reduce risk aversion?," Games and Economic Behavior, Elsevier, Elsevier, vol. 76(2), pages 582-595.
  4. Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2014. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Working Papers, Department of Research, Ipag Business School 2014-074, Department of Research, Ipag Business School.
  5. Atsushi Kajii & Takashi Ui, 2004. "Agreeable Bets with Multiple Priors," KIER Working Papers 581, Kyoto University, Institute of Economic Research.
  6. Eichberger, Jürgen & Kelsey, David, 2007. "Ambiguity," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim 07-50, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    • Jürgen Eichberger & David Kelsey, 2007. "Ambiguity," Working Papers 0448, University of Heidelberg, Department of Economics, revised Jul 2007.
  7. Rose-Anne Dana & Franck Riedel, 2013. "Intertemporal Equilibria with Knightian uncertainty," Post-Print hal-00927170, HAL.
  8. Tomasz Strzalecki & Jan Werner, . "Efficient Allocations under Ambiguity," Working Paper 8325, Harvard University OpenScholar.
  9. Acciaio, Beatrice & Svindland, Gregor, 2009. "Optimal risk sharing with different reference probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 426-433, June.
  10. Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer, Springer, vol. 48(2), pages 229-242, October.
  11. repec:hal:journl:halshs-00341174 is not listed on IDEAS
  12. Mukerji, S. & Tallon, J.-M., 1999. "Ambiguity Aversion and Incompleteness of Financial Markets," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1) 1999-28, Université Panthéon-Sorbonne (Paris 1).
  13. Biung-Ghi Ju, 2003. "Strategy-Proof Risk Sharing," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200305, University of Kansas, Department of Economics, revised Apr 2003.
  14. Aldo Montesano, 2008. "Effects of Uncertainty Aversion on the Call Option Market," Theory and Decision, Springer, Springer, vol. 65(2), pages 97-123, September.
  15. 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.
  16. 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.
  17. Ju, Biung-Ghi, 2005. "Strategy-proof risk sharing," Games and Economic Behavior, Elsevier, Elsevier, vol. 50(2), pages 225-254, February.
  18. Mandler, Michael, 2013. "Endogenous indeterminacy and volatility of asset prices under ambiguity," Theoretical Economics, Econometric Society, Econometric Society, vol. 8(3), September.
  19. Massimiliano Amarante & Mario Ghossoub & Edmund Phelps, 2012. "Contracting for Innovation under Knightian Uncertainty," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ 18-2012, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  20. 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.
  21. 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).
  22. Giuseppe Dari-Mattiacci & Eric Langlais, 2008. "Social Wealth and Optimal Care," EconomiX Working Papers 2008-34, University of Paris West - Nanterre la Défense, EconomiX.
  23. 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 165, University of Oxford, Department of Economics.
  24. repec:hal:journl:halshs-00174553 is not listed on IDEAS
  25. 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.
  26. 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.
  27. Luciano Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Economic Theory, Springer, Springer, vol. 48(2), pages 243-273, October.
  28. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, Elsevier, vol. 147(5), pages 2028-2039.
  29. Langlais, Eric, 2010. "Safety and the Allocation of Costs in Large Accidents," MPRA Paper 25710, University Library of Munich, Germany.
  30. Anwar, Sajid & Zheng, Mingli, 2012. "Competitive insurance market in the presence of ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 79-84.
  31. 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.
  32. 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.