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Jean-Marc Tallon

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2016. "Ambiguity and the historical equity premium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00594096, HAL.

    Mentioned in:

    1. Ambiguity and the historical equity premium
      by Christian Zimmermann in NEP-DGE blog on 2011-06-01 19:15:29

Working papers

  1. Sujoy Mukerji & Han Ozsoylev & Jean-Marc Tallon, 2023. "Trading ambiguity: a tale of two heterogeneities," Post-Print halshs-04213388, HAL.

    Cited by:

    1. Sun, Yuzhe & Wang, Yanjie & Zhang, Shunming & Huang, Helen, 2023. "The impact of ambiguity-loving attitude on market participation and asset pricing," Economic Modelling, Elsevier, vol. 128(C).

  2. Hara, Chiaki & Mukerji, Sujoy & Riedel, Frank & Tallon, Jean Marc, 2022. "Efficient Allocations under Ambiguous Model Uncertainty," Center for Mathematical Economics Working Papers 669, Center for Mathematical Economics, Bielefeld University.

    Cited by:

    1. Sujoy Mukerji & Han Ozsoylev & Jean-Marc Tallon, 2023. "Trading ambiguity: a tale of two heterogeneities," Post-Print halshs-04213388, HAL.
    2. Sujoy Mukerji & Han Ozsoylev & Jean‐marc Tallon, 2023. "Trading Ambiguity: A Tale of Two Heterogeneities," PSE-Ecole d'économie de Paris (Postprint) halshs-04192630, HAL.
    3. Sujoy Mukerji & Han Ozsoylev & Jean‐marc Tallon, 2023. "Trading Ambiguity: A Tale of Two Heterogeneities," Post-Print halshs-04192630, HAL.
    4. Sun, Yuzhe & Wang, Yanjie & Zhang, Shunming & Huang, Helen, 2023. "The impact of ambiguity-loving attitude on market participation and asset pricing," Economic Modelling, Elsevier, vol. 128(C).

  3. Milo Bianchi & Jean-Marc Tallon, 2019. "Ambiguity Preferences and Portfolio Choices," Post-Print hal-02923452, HAL.

    Cited by:

    1. Sujoy Mukerji & Han Ozsoylev & Jean-Marc Tallon, 2023. "Trading ambiguity: a tale of two heterogeneities," Post-Print halshs-04213388, HAL.
    2. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Post-Print halshs-02495663, HAL.
    3. Milo Bianchi, 2018. "Financial Literacy and Portfolio Dynamics," Post-Print hal-01897769, HAL.
    4. Jim Engle-Warnick & Diego Pulido & Marine de Montaignac, 2016. "Trust, ambiguity, and financial decision-making," CIRANO Working Papers 2016s-44, CIRANO.
    5. Luo, Di & Mishra, Tapas & Yarovaya, Larisa & Zhang, Zhuang, 2021. "Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    6. Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01410661, HAL.
    7. Sujoy Mukerji & Han Ozsoylev & Jean‐marc Tallon, 2023. "Trading Ambiguity: A Tale of Two Heterogeneities," PSE-Ecole d'économie de Paris (Postprint) halshs-04192630, HAL.
    8. Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
    9. Echenique, Federico & Imai, Taisuke & Saito, Kota, 2019. "Decision Making under Uncertainty: An Experimental Study in Market Settings," Rationality and Competition Discussion Paper Series 197, CRC TRR 190 Rationality and Competition.
    10. John Griffin, 2015. "Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset," Fordham Economics Discussion Paper Series dp2015-01er:dp2015-01, Fordham University, Department of Economics.
    11. Sujoy Mukerji & Han Ozsoylev & Jean‐marc Tallon, 2023. "Trading Ambiguity: A Tale of Two Heterogeneities," Post-Print halshs-04192630, HAL.
    12. Paul Bokern & Jona Linde & Arno Riedl & Peter Werner, 2023. "The Robustness of Preferences during a Crisis: The Case of Covid-19," CESifo Working Paper Series 10595, CESifo.
    13. Kim, Hwa-Sung, 2021. "Risk management and optimal capital structure under ambiguity," Finance Research Letters, Elsevier, vol. 40(C).
    14. Li, Wenhui & Ockenfels, Peter & Wilde, Christian, 2021. "The effect of ambiguity on price formation and trading behavior in financial markets," SAFE Working Paper Series 326, Leibniz Institute for Financial Research SAFE.
    15. Tai-Yuen Hon & Massoud Moslehpour & Kai-Yin Woo, 2021. "Review on Behavioral Finance with Empirical Evidence," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 15-41, December.
    16. Guohui Guan & Zongxia Liang & Yilun Song, 2022. "The continuous-time pre-commitment KMM problem in incomplete markets," Papers 2210.13833, arXiv.org, revised Feb 2023.
    17. Adam Farago & Martin Holmén & Felix Holzmeister & Michael Kirchler & Michael Razen, 2019. "Cognitive Skills and Economic Preferences in the Fund Industry," Working Papers 2019-16, Faculty of Economics and Statistics, Universität Innsbruck.
    18. Philipp K. Illeditsch & Jayant V. Ganguli & Scott Condie, 2021. "Information Inertia," Journal of Finance, American Finance Association, vol. 76(1), pages 443-479, February.
    19. Chen Li, 2017. "Are the poor worse at dealing with ambiguity?," Journal of Risk and Uncertainty, Springer, vol. 54(3), pages 239-268, June.
    20. Dlugosch, Dennis & Wang, Mei, 2022. "Ambiguity, ambiguity aversion and foreign bias: New evidence from international panel data," Journal of Banking & Finance, Elsevier, vol. 140(C).
    21. Naqvi, Syed Muhammad Waqar Azeem & Rizvi, Syed Kumail Abbas & Orangzab & Ali, Muhammad, 2016. "Value at Risk at Asian Emerging Stock Markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 28(3), pages 311-319.

  4. Riedel, Frank & Tallon, Jean-Marc & Vergopoulos, Vassili, 2017. "Dynamically consistent preferences under imprecise probabilistic information," Center for Mathematical Economics Working Papers 573, Center for Mathematical Economics, Bielefeld University.

    Cited by:

    1. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Documents de travail du Centre d'Economie de la Sorbonne 20008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Giulianella Coletti & Davide Petturiti & Barbara Vantaggi, 2019. "Dutch book rationality conditions for conditional preferences under ambiguity," Annals of Operations Research, Springer, vol. 279(1), pages 115-150, August.
    3. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Post-Print halshs-02900497, HAL.
    4. Pahlke, Marieke, 2022. "Dynamic consistency in incomplete information games with multiple priors," Games and Economic Behavior, Elsevier, vol. 133(C), pages 85-108.
    5. Hill, Brian, 2020. "Dynamic consistency and ambiguity: A reappraisal," Games and Economic Behavior, Elsevier, vol. 120(C), pages 289-310.
    6. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Working Papers halshs-02563318, HAL.
    7. Lorenzo Bastianello & José Heleno Faro & Ana Santos, 2022. "Dynamically consistent objective and subjective rationality," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 477-504, September.
    8. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02563318, HAL.
    9. Ceron, Federica & Vergopoulos, Vassili, 2022. "Objective rationality and recursive multiple priors," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    10. Lorenzo Bastianello & Jos'e Heleno Faro & Ana Santos, 2020. "Dynamically Consistent Objective and Subjective Rationality," Papers 2004.12347, arXiv.org.
    11. Yi-Hsuan Lin & Fernando Payró Chew, 2024. "Updating Under Imprecise Information," Working Papers 1424, Barcelona School of Economics.
    12. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02900497, HAL.

  5. Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2016. "Ambiguity and the historical equity premium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00594096, HAL.

    Cited by:

    1. Chiaki Hara & Toshiki Honda, 2016. "Mutual Fund Theorem for Ambiguity-Averse Investors and the Optimality of the Market Portfolio," KIER Working Papers 943, Kyoto University, Institute of Economic Research.
    2. Sujoy Mukerji & Han Ozsoylev & Jean-Marc Tallon, 2023. "Trading ambiguity: a tale of two heterogeneities," Post-Print halshs-04213388, HAL.
    3. Nengjiu Ju & Jianjun Miao, "undated". "Ambiguity, Learning, and Asset Returns," Boston University - Department of Economics - Working Papers Series wp2009-014, Boston University - Department of Economics.
    4. Karantounias, Anastasios G., 2023. "Doubts about the model and optimal policy," Journal of Economic Theory, Elsevier, vol. 210(C).
    5. Ellison, Martin & Tischbirek, Andreas, 2018. "Beauty Contests and the Term Structure," CEPR Discussion Papers 12762, C.E.P.R. Discussion Papers.
    6. Guidolin, Massimo & Liu, Hening, 2016. "Ambiguity Aversion and Underdiversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(4), pages 1297-1323, August.
    7. Illeditsch, PK & Ganguli, J & Condie, S, 2015. "Information Inertia," Economics Discussion Papers 15615, University of Essex, Department of Economics.
    8. Michèle Cohen & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "An experimental investigation of imprecision attitude and its relation with risk attitude and impatience," PSE-Ecole d'économie de Paris (Postprint) halshs-00502820, HAL.
    9. Elisa Cavatorta & David Schröder, 2019. "Measuring ambiguity preferences: A new ambiguity preference survey module," Journal of Risk and Uncertainty, Springer, vol. 58(1), pages 71-100, February.
    10. Adam, Klaus & Marcet, Albert & Nicolini, Juan Pablo, 2011. "Stock market volatility and learning," LSE Research Online Documents on Economics 121739, London School of Economics and Political Science, LSE Library.
    11. Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
    12. Michael Johannes & Lars Lochstoer & Pierre Collin-Dufresne, 2015. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," 2015 Meeting Papers 647, Society for Economic Dynamics.
    13. Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun, 2021. "Learning from noise: Evidence from India’s IPO lotteries," Journal of Financial Economics, Elsevier, vol. 140(3), pages 965-986.
    14. Jewitt, Ian & Mukerji, Sujoy, 2017. "Ordering ambiguous acts," Journal of Economic Theory, Elsevier, vol. 171(C), pages 213-267.
    15. Chiaki Hara, 2023. "Arrow-Pratt-Type Measure of Ambiguity Aversion," KIER Working Papers 1097, Kyoto University, Institute of Economic Research.
    16. Bin Wei, 2021. "Ambiguity, Long-Run Risks, and Asset Prices," FRB Atlanta Working Paper 2021-21, Federal Reserve Bank of Atlanta.
    17. Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01410661, HAL.
    18. Sujoy Mukerji & Han Ozsoylev & Jean‐marc Tallon, 2023. "Trading Ambiguity: A Tale of Two Heterogeneities," PSE-Ecole d'économie de Paris (Postprint) halshs-04192630, HAL.
    19. Simon Quemin, 2017. "Intertemporal abatement decisions under ambiguity aversion in a cap and trade," Working Papers 1703, Chaire Economie du climat.
    20. Eric André & Antoine Bommier & François Le Grand, 2022. "The impact of risk aversion and ambiguity aversion on annuity and saving choices," Post-Print hal-04325572, HAL.
    21. Christophe Courbage & Béatrice Rey, 2015. "On ambiguity apportionment," Working Papers 1527, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    22. Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
    23. Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
    24. Peter Bayer & Ani Guerdjikova, 2022. "Optimism leads to optimality: Ambiguity in network formation," Working Papers hal-03542373, HAL.
    25. Hansen, Lars Peter & Sargent, Thomas J., 2011. "Robustness and ambiguity in continuous time," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1195-1223, May.
    26. Julian Thimme & Clemens Völkert, 2015. "High order smooth ambiguity preferences and asset prices," Review of Financial Economics, John Wiley & Sons, vol. 27(1), pages 1-15, November.
    27. Sujoy Mukerji & Han Ozsoylev & Jean‐marc Tallon, 2023. "Trading Ambiguity: A Tale of Two Heterogeneities," Post-Print halshs-04192630, HAL.
    28. Yang Hao, 2023. "Financial Market with Learning from Price under Knightian Uncertainty," Working Papers hal-03686748, HAL.
    29. Guerdjikova, Ani & Sciubba, Emanuela, 2015. "Survival with ambiguity," Journal of Economic Theory, Elsevier, vol. 155(C), pages 50-94.
    30. A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2018. "Does Smooth Ambiguity Matter for Asset Pricing?," International Finance Discussion Papers 1221, Board of Governors of the Federal Reserve System (U.S.).
    31. Fabio Maccheroni & Massimo Marinacci & Doriana Ruffino, 2013. "Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis," Econometrica, Econometric Society, vol. 81(3), pages 1075-1113, May.
    32. Zhang, Jian & Kong, Dongmin & Liu, Hening & Wu, Ji, 2019. "Asset pricing with time varying pessimism and rare disasters," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 165-175.
    33. Oliver Walker & Simon Dietz, 2011. "A representation result for choice under conscious unawareness," GRI Working Papers 59, Grantham Research Institute on Climate Change and the Environment.
    34. A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2015. "Measuring Ambiguity Aversion," Finance and Economics Discussion Series 2015-105, Board of Governors of the Federal Reserve System (U.S.).
    35. Giulia Piccillo & Poramapa Poonpakdee, 2023. "Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis," CESifo Working Paper Series 10646, CESifo.
    36. Kocher, Martin G. & Lahno, Amrei Marie & Trautmann, Stefan T., 2018. "Ambiguity aversion is not universal," European Economic Review, Elsevier, vol. 101(C), pages 268-283.
    37. Massimo Marinacci, 2015. "Model Uncertainty," Journal of the European Economic Association, European Economic Association, vol. 13(6), pages 1022-1100, December.
    38. Daniele Pennesi, 2013. "Asset Prices in an Ambiguous Economy," Carlo Alberto Notebooks 315, Collegio Carlo Alberto.
    39. David Backus & Axelle Ferriere & Stanley Zin, 2014. "Risk and Ambiguity in Models of Business Cycles," NBER Working Papers 20319, National Bureau of Economic Research, Inc.
    40. Chiaki Hara & Toshiki Honda, 2022. "Implied Ambiguity: Mean-Variance Inefficiency and Pricing Errors," Management Science, INFORMS, vol. 68(6), pages 4246-4260, June.
    41. Chiaki Hara, 2020. "A Ranking over "More Risk Averse Than" Relations and its Application to the Smooth Ambiguity Model," KIER Working Papers 1019, Kyoto University, Institute of Economic Research.
    42. Manel Baucells & Rakesh K. Sarin, 2019. "The Myopic Property in Decision Models," Decision Analysis, INFORMS, vol. 16(2), pages 128-141, June.
    43. Laurent Denant-Boèmont & Olivier L’haridon, 2013. "La rationalité à l'épreuve de l'économie comportementale," Post-Print halshs-00921070, HAL.
    44. Thimme, Julian & Völkert, Clemens, 2015. "High order smooth ambiguity preferences and asset prices," Review of Financial Economics, Elsevier, vol. 27(C), pages 1-15.
    45. Christensen, Timothy M., 2022. "Existence and uniqueness of recursive utilities without boundedness," Journal of Economic Theory, Elsevier, vol. 200(C).
    46. Makarov, Dmitry, 2021. "Optimal portfolio under ambiguous ambiguity," Finance Research Letters, Elsevier, vol. 43(C).
    47. Doriana Ruffino, 2014. "A Robust Capital Asset Pricing Model," Finance and Economics Discussion Series 2014-01, Board of Governors of the Federal Reserve System (U.S.).
    48. Gollier, Christian, 2009. "Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion," TSE Working Papers 09-068, Toulouse School of Economics (TSE).
    49. Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2013. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," NBER Working Papers 19705, National Bureau of Economic Research, Inc.
    50. Hua Chen & Michael Sherris & Tao Sun & Wenge Zhu, 2013. "Living With Ambiguity: Pricing Mortality-Linked Securities With Smooth Ambiguity Preferences," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 705-732, September.
    51. Alan Guoming Huang & Eric Hughson & J. Chris Leach, 2016. "Generational Asset Pricing, Equity Puzzles, and Cyclicality," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 22, pages 52-71, October.
    52. Hening Liu & Yuzhao Zhang, 2022. "Financial Uncertainty with Ambiguity and Learning," Management Science, INFORMS, vol. 68(3), pages 2120-2140, March.
    53. Ganguli, J & Condie, S & Illeditsch, PK, 2012. "Information Inertia," Economics Discussion Papers 5628, University of Essex, Department of Economics.
    54. Michael Greinecker & Christoph Kuzmics, 2022. "Limit Orders and Knightian Uncertainty," Papers 2208.10804, arXiv.org.
    55. Liu, Liu, 2022. "Learning about the persistence of recessions under ambiguity aversion," Finance Research Letters, Elsevier, vol. 47(PA).
    56. Andreas Friedl & Patrick Ring & Ulrich Schmidt, 2017. "Gender differences in ambiguity aversion under different outcome correlation structures," Theory and Decision, Springer, vol. 82(2), pages 211-219, February.
    57. Balasubramaniam, Vimal & Anagol, Santosh, 2018. "Learning from Noise: Evidence from India’s IPO Lotteries," CEPR Discussion Papers 13314, C.E.P.R. Discussion Papers.
    58. Julian Thimme & Clemens Völkert, 2015. "Ambiguity in the Cross-Section of Expected Returns: An Empirical Assessment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(3), pages 418-429, July.
    59. Alonso, Irasema & Prado, Mauricio, 2015. "Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 78-92.
    60. Costis Skiadas, 2013. "Smooth Ambiguity Aversion toward Small Risks and Continuous-Time Recursive Utility," Journal of Political Economy, University of Chicago Press, vol. 121(4), pages 000.
    61. Jianjun Miao & Bin Wei & Hao Zhou, 2018. "Ambiguity Aversion and Variance Premium," FRB Atlanta Working Paper 2018-14, Federal Reserve Bank of Atlanta.
    62. Qi Nan Zhai, 2015. "Asset Pricing Under Ambiguity and Heterogeneity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2015.
    63. Guangyu PEI, 2019. "Uncertainty, Pessimism and Economic Fluctuations," 2019 Meeting Papers 1494, Society for Economic Dynamics.
    64. Balter, Anne G. & Mahayni, Antje & Schweizer, Nikolaus, 2021. "Time-consistency of optimal investment under smooth ambiguity," European Journal of Operational Research, Elsevier, vol. 293(2), pages 643-657.
    65. Timothy M. Christensen, 2020. "Existence and uniqueness of recursive utilities without boundedness," Papers 2008.00963, arXiv.org, revised Aug 2021.
    66. Chiaki Hara & Toshiki Honda, 2018. "ImpliedAmbiguity:Mean-Variance Efficiency andPricingErrors," KIER Working Papers 1004, Kyoto University, Institute of Economic Research.

  6. Milo Bianchi & Jean-Marc Tallon, 2014. "Ambiguity Preferences and Portfolio Choices: Evidence from the Field," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01109655, HAL.

    Cited by:

    1. Sujoy Mukerji & Han Ozsoylev & Jean-Marc Tallon, 2023. "Trading ambiguity: a tale of two heterogeneities," Post-Print halshs-04213388, HAL.
    2. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Post-Print halshs-02495663, HAL.
    3. Elisa Cavatorta & David Schröder, 2019. "Measuring ambiguity preferences: A new ambiguity preference survey module," Journal of Risk and Uncertainty, Springer, vol. 58(1), pages 71-100, February.
    4. Milo Bianchi, 2018. "Financial Literacy and Portfolio Dynamics," Post-Print hal-01897769, HAL.
    5. Jim Engle-Warnick & Diego Pulido & Marine de Montaignac, 2016. "Trust, ambiguity, and financial decision-making," CIRANO Working Papers 2016s-44, CIRANO.
    6. Luo, Di & Mishra, Tapas & Yarovaya, Larisa & Zhang, Zhuang, 2021. "Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
    7. Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01410661, HAL.
    8. Sujoy Mukerji & Han Ozsoylev & Jean‐marc Tallon, 2023. "Trading Ambiguity: A Tale of Two Heterogeneities," PSE-Ecole d'économie de Paris (Postprint) halshs-04192630, HAL.
    9. Jean Paul Rabanal & Aleksei Chernulich & John Horowitz & Olga A. Rud & Manizha Sharifova, 2019. "Market timing under public and private information," Working Papers 151, Peruvian Economic Association.
    10. Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
    11. Echenique, Federico & Imai, Taisuke & Saito, Kota, 2019. "Decision Making under Uncertainty: An Experimental Study in Market Settings," Rationality and Competition Discussion Paper Series 197, CRC TRR 190 Rationality and Competition.
    12. John Griffin, 2015. "Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset," Fordham Economics Discussion Paper Series dp2015-01er:dp2015-01, Fordham University, Department of Economics.
    13. Sujoy Mukerji & Han Ozsoylev & Jean‐marc Tallon, 2023. "Trading Ambiguity: A Tale of Two Heterogeneities," Post-Print halshs-04192630, HAL.
    14. Paul Bokern & Jona Linde & Arno Riedl & Peter Werner, 2023. "The Robustness of Preferences during a Crisis: The Case of Covid-19," CESifo Working Paper Series 10595, CESifo.
    15. Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2020. "Ambiguity and investor behavior," SAFE Working Paper Series 297, Leibniz Institute for Financial Research SAFE.
    16. Kim, Hwa-Sung, 2021. "Risk management and optimal capital structure under ambiguity," Finance Research Letters, Elsevier, vol. 40(C).
    17. Li, Wenhui & Ockenfels, Peter & Wilde, Christian, 2021. "The effect of ambiguity on price formation and trading behavior in financial markets," SAFE Working Paper Series 326, Leibniz Institute for Financial Research SAFE.
    18. Tai-Yuen Hon & Massoud Moslehpour & Kai-Yin Woo, 2021. "Review on Behavioral Finance with Empirical Evidence," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(4), pages 15-41, December.
    19. Loic Berger & Louis Eeckhoudt, 2021. "Risk, ambiguity, and the value of diversification," Working Papers 2021-iRisk-02, IESEG School of Management.
    20. Guohui Guan & Zongxia Liang & Yilun Song, 2022. "The continuous-time pre-commitment KMM problem in incomplete markets," Papers 2210.13833, arXiv.org, revised Feb 2023.
    21. Adam Farago & Martin Holmén & Felix Holzmeister & Michael Kirchler & Michael Razen, 2019. "Cognitive Skills and Economic Preferences in the Fund Industry," Working Papers 2019-16, Faculty of Economics and Statistics, Universität Innsbruck.
    22. Philipp K. Illeditsch & Jayant V. Ganguli & Scott Condie, 2021. "Information Inertia," Journal of Finance, American Finance Association, vol. 76(1), pages 443-479, February.
    23. Chen Li, 2017. "Are the poor worse at dealing with ambiguity?," Journal of Risk and Uncertainty, Springer, vol. 54(3), pages 239-268, June.
    24. Dlugosch, Dennis & Wang, Mei, 2022. "Ambiguity, ambiguity aversion and foreign bias: New evidence from international panel data," Journal of Banking & Finance, Elsevier, vol. 140(C).
    25. Naqvi, Syed Muhammad Waqar Azeem & Rizvi, Syed Kumail Abbas & Orangzab & Ali, Muhammad, 2016. "Value at Risk at Asian Emerging Stock Markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 28(3), pages 311-319.
    26. Takao Asano & Yusuke Osaki, 2020. "Portfolio allocation problems between risky and ambiguous assets," Annals of Operations Research, Springer, vol. 284(1), pages 63-79, January.

  7. Eric Danan & Thibault Gajdos & Brian Hill & Jean-Marc Tallon, 2014. "Aggregating Tastes, Beliefs, and Attitudes under Uncertainty," THEMA Working Papers 2014-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2016. "Utilitarianism with and without expected utility," MPRA Paper 72578, University Library of Munich, Germany.
    2. Takashi Hayashi & Michele Lombardi, 2019. "Fair social decision under uncertainty and belief disagreements," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(4), pages 775-816, June.
    3. Panagiotis Andrikopoulos & Nick Webber, 2019. "Understanding time-inconsistent heterogeneous preferences in economics and finance: a practice theory approach," Annals of Operations Research, Springer, vol. 282(1), pages 3-26, November.
    4. Stergios Athanasoglou & Valentina Bosetti & Laurent Drouet, 2017. "A Simple Framework for Climate-Change Policy under Model Uncertainty," Working Papers 2017.13, Fondazione Eni Enrico Mattei.
    5. Federica Ceron & Vassili Vergopoulos, 2017. "Aggregation of Bayesian preferences: Unanimity vs Monotonicity," Post-Print halshs-01539444, HAL.
    6. Chen Li, 2022. "Preference Aggregation with a Robust Pareto Criterion," KIER Working Papers 1086, Kyoto University, Institute of Economic Research.
    7. Stéphane Zuber, 2015. "Harsanyi's theorem without the sure-thing principle: On the consistent aggregation of Monotonic Bernoullian and Archimedean preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01224145, HAL.
    8. Takashi Hayashi & Michele Lombardi, 2016. "Social decision under uncertainty and responsibility for beliefs," Working Papers 2016_19, Business School - Economics, University of Glasgow.
    9. Stanca, Lorenzo, 2021. "Smooth aggregation of Bayesian experts," Journal of Economic Theory, Elsevier, vol. 196(C).
    10. Franz Dietrich, 2021. "Fully Bayesian Aggregation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03194928, HAL.
    11. Tommi Ekholm & Erin Baker, 2022. "Multiple Beliefs, Dominance and Dynamic Consistency," Management Science, INFORMS, vol. 68(1), pages 529-540, January.
    12. Federica Ceron & Vassili Vergopoulos, 2019. "Aggregation of Bayesian preferences: unanimity vs monotonicity," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 52(3), pages 419-451, March.
    13. Luigi Alberto Franzoni, 2022. "Efficient liability law when parties genuinely disagree," Working Papers wp1176, Dipartimento Scienze Economiche, Universita' di Bologna.
    14. Gerasimou, Georgios, 2018. "On the indifference relation in Bewley preferences," Economics Letters, Elsevier, vol. 164(C), pages 24-26.
    15. Giuseppe Lopomo & Luca Rigotti & Chris Shannon, 2021. "Uncertainty in Mechanism Design," Papers 2108.12633, arXiv.org.
    16. Mongin, Philippe & Pivato, Marcus, 2016. "Social Preference Under Twofold Uncertainty," HEC Research Papers Series 1154, HEC Paris.
    17. Marc Fleurbaey & Stéphane Zuber, 2014. "Fair management of social risk," Documents de travail du Centre d'Economie de la Sorbonne 14016r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2015.
    18. Carsten Krabbe Nielsen, 2018. "Rational overconfidence and social security: subjective beliefs, objective welfare," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(2), pages 179-229, March.
    19. Antoine Billot & Vassili Vergopoulos, 2016. "Aggregation of Paretian preferences for independent individual uncertainties," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 47(4), pages 973-984, December.
    20. Wang, Weijia, 2019. "A Pareto Criterion on Systemic Risk," MPRA Paper 93699, University Library of Munich, Germany.
    21. Federica Ceron & Vassili Vergopoulos, 2017. "Aggregation of Bayesian preferences: Unanimity vs Monotonicity," Documents de travail du Centre d'Economie de la Sorbonne 17028, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    22. Federica Ceron & Vassili Vergopoulos, 2017. "Aggregation of Bayesian preferences: Unanimity vs Monotonicity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01539444, HAL.
    23. Weijia Wang & Shaoan Huang, 2021. "Risk sharing and financial stability: a welfare analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 16(1), pages 211-228, January.
    24. Hill, Brian, 2016. "Incomplete preferences and confidence," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 83-103.
    25. Baker, Erin & Bosetti, Valentina & Salo, Ahti, 2020. "Robust portfolio decision analysis: An application to the energy research and development portfolio problem," European Journal of Operational Research, Elsevier, vol. 284(3), pages 1107-1120.
    26. Marcus Pivato, 2022. "Bayesian social aggregation with accumulating evidence," Post-Print hal-03637877, HAL.
    27. Berens, Stefan & Chochua, Lasha, 2017. "The impartial observer under uncertainty," Center for Mathematical Economics Working Papers 576, Center for Mathematical Economics, Bielefeld University.
    28. Lorenzo Bastianello & Jos'e Heleno Faro & Ana Santos, 2020. "Dynamically Consistent Objective and Subjective Rationality," Papers 2004.12347, arXiv.org.
    29. Paolo Ghirardato & Daniele Pennesi, 2018. "A general theory of subjective mixtures," Carlo Alberto Notebooks 573, Collegio Carlo Alberto, revised 2020.
    30. Horan, Sean & Manzini, Paola & Mariotti, Marco, 2022. "When is coarseness not a curse? Comparative statics of the coarse random utility model," Journal of Economic Theory, Elsevier, vol. 202(C).
    31. Kaname Miyagishima, 2022. "Efficiency, equity, and social rationality under uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(1), pages 237-255, February.
    32. Miyagishima, Kaname, 2019. "Fair criteria for social decisions under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 77-87.

  8. Jean-Marc Tallon, 2014. "Décision dans le risque et l'incertain," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01026078, HAL.

    Cited by:

    1. Wigniolle, B., 2014. "Optimism, pessimism and financial bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 188-208.
    2. Trabelsi, Mohamed Ali, 2006. "Les nouveaux modèles de décision dans le risque et l’incertain : quel apport ? [The new models of decision under risk or uncertainty : What approach?]," MPRA Paper 25442, University Library of Munich, Germany.
    3. Trabelsi, Mohamed Ali, 2008. "Les nouveaux modèles de décision dans le risque et l’incertain : quel apport ? [The new models of decision under risk or uncertainty: What approach?]," MPRA Paper 83347, University Library of Munich, Germany, revised 2008.
    4. Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006. "Beliefs and Dynamic Consistency," Chapters, in: Richard Arena & Agnès Festré (ed.), Knowledge, Beliefs and Economics, chapter 7, Edward Elgar Publishing.
    5. Jean-Michel Courtault & Jean-Pascal Gayant, 2002. "Écarts entre prix d'achat et prix de vente d'une variable aléatoire: une clarification," Post-Print halshs-00447148, HAL.
    6. Michaël Lainé, 2014. "Vers une alternative au paradigme de la rationalité ? Victoires et déboires du programme spinoziste en économie," Post-Print hal-01335618, HAL.
    7. Trabelsi, Mohamed Ali, 2010. "Choix de portefeuille: comparaison des différentes stratégies [Portfolio selection: comparison of different strategies]," MPRA Paper 82946, University Library of Munich, Germany, revised 01 Dec 2010.
    8. Trabelsi, Mohamed Ali, 2019. "The new models of decision in risk: A review of the critical literature," MPRA Paper 92693, University Library of Munich, Germany, revised 2019.
    9. Ameur, H. Ben & Prigent, J.L., 2013. "Optimal portfolio positioning under ambiguity," Economic Modelling, Elsevier, vol. 34(C), pages 89-97.

  9. Eric Danan & Thibault Gajdos & Jean-Marc Tallon, 2013. "Harsanyi's aggregation theorem with incomplete preferences," THEMA Working Papers 2013-05, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2016. "Utilitarianism with and without expected utility," MPRA Paper 72578, University Library of Munich, Germany.
    2. Hirbod Assa & Alexander Zimper, 2017. "Preferences Over all Random Variables: Incompatibility of Convexity and Continuity," Working Papers 201714, University of Pretoria, Department of Economics.
    3. Eric Danan & Thibault Gajdos & Brian Hill & Jean-Marc Tallon, 2015. "Robust Social Decisions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01241819, HAL.
    4. Eric Danan & Thibault Gajdos & Jean-Marc Tallon, 2019. "Tailored Recommendations," Working Papers halshs-02414209, HAL.
    5. Harvey Lederman, 2023. "Incompleteness, Independence, and Negative Dominance," Papers 2311.08471, arXiv.org.
    6. Franz Dietrich, 2021. "Fully Bayesian Aggregation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03194928, HAL.
    7. Christophe Muller, 2019. "Social Shock Sharing and Stochastic Dominance," Working Papers halshs-02005735, HAL.
    8. David McCarthy & Kalle Mikkola & Teruji Thomas, 2019. "Aggregation for potentially infinite populations without continuity or completeness," Papers 1911.00872, arXiv.org.
    9. Gérard Mondello, 2015. "Civil liability, Knight's UnCertainty and non-diCtatorial regUlator Documents de travail GREDEG GREDEG Working Papers Series," Working Papers hal-01251437, HAL.
    10. McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2021. "Expected utility theory on mixture spaces without the completeness axiom," Journal of Mathematical Economics, Elsevier, vol. 97(C).
    11. Bade, Sophie & Segal-Halevi, Erel, 2023. "Fairness for multi-self agents," Games and Economic Behavior, Elsevier, vol. 141(C), pages 321-336.

  10. Johanna Etner & Meglena Jeleva & Jean-Marc Tallon, 2012. "Decision theory under ambiguity," Post-Print halshs-00643580, HAL.

    Cited by:

    1. David Kelsey & Tigran Melkonyan, 2018. "Contests with ambiguity," Oxford Economic Papers, Oxford University Press, vol. 70(4), pages 1148-1169.
    2. Giraud, Raphaël & Thomas, Lionel, 2017. "Ambiguity, optimism, and pessimism in adverse selection models," Journal of Economic Theory, Elsevier, vol. 171(C), pages 64-100.
    3. Gonçalo Faria & João Correia-da-Silva, 2011. "A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility," FEP Working Papers 414, Universidade do Porto, Faculdade de Economia do Porto.
    4. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Documents de travail du Centre d'Economie de la Sorbonne 20008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    5. Richard S. J. Tol & In Chang Hwang & Frédéric Reynès, 2012. "The Effect of Learning on Climate Policy under Fat-tailed Uncertainty," Working Paper Series 5312, Department of Economics, University of Sussex Business School.
    6. John Hey & Noemi Pace, 2014. "The explanatory and predictive power of non two-stage-probability theories of decision making under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 49(1), pages 1-29, August.
    7. Watanabe, Masahide & Fujimi, Toshio, 2022. "Ambiguity of scientific probability predictions and willingness-to-pay for climate change mitigation policies," Research in Economics, Elsevier, vol. 76(4), pages 386-402.
    8. Konstantinos Georgalos, 2019. "An experimental test of the predictive power of dynamic ambiguity models," Journal of Risk and Uncertainty, Springer, vol. 59(1), pages 51-83, August.
    9. La Torre, Davide & Marsiglio, Simone & Mendivil, Franklin & Privileggi, Fabio, 2020. "Public Debt Dynamics under Ambiguity by Means of Iterated Function Systems on Density Functions," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202009, University of Turin.
    10. Le Van, Cuong & Navrouzoglou, Paulina & Vailakis, Yiannis, 2019. "On endogenous formation of price expectations," Games and Economic Behavior, Elsevier, vol. 115(C), pages 436-458.
    11. Cinfrignini, Andrea & Petturiti, Davide & Vantaggi, Barbara, 2023. "Dynamic bid–ask pricing under Dempster-Shafer uncertainty," Journal of Mathematical Economics, Elsevier, vol. 107(C).
    12. Jouvet, Pierre-André & Le Cadre, Elodie & Orset, Caroline, 2012. "Irreversible investment, uncertainty, and ambiguity: The case of bioenergy sector," Energy Economics, Elsevier, vol. 34(1), pages 45-53.
    13. Robin Cubitt & Orestis Kopsacheilis & Chris Starmer, 2019. "An inquiry into the nature and causes of the Description - Experience gap," Discussion Papers 2019-15, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
    14. Jobst Heitzig & Sarah Hiller, 2020. "Degrees of individual and groupwise backward and forward responsibility in extensive-form games with ambiguity, and their application to social choice problems," Papers 2007.07352, arXiv.org.
    15. Jordi Grau-Moya & Pedro A Ortega & Daniel A Braun, 2016. "Decision-Making under Ambiguity Is Modulated by Visual Framing, but Not by Motor vs. Non-Motor Context. Experiments and an Information-Theoretic Ambiguity Model," PLOS ONE, Public Library of Science, vol. 11(4), pages 1-21, April.
    16. Chauvin Pauline & Tabo Augustin & Chopard Bertrand, 2020. "The Role of Optimism and Pessimism in the Substitution Between Primary and Secondary Health Prevention Efforts," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 20(1), pages 1-6, January.
    17. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Post-Print halshs-02900497, HAL.
    18. Diederik Aerts & Emmanuel Haven & Sandro Sozzo, 2018. "A proposal to extend expected utility in a quantum probabilistic framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(4), pages 1079-1109, June.
    19. Toshio Fujimi & Masahide Watanabe & Ryuji Kakimoto & Hirokazu Tatano, 2016. "Perceived ambiguity about earthquake and house destruction risks," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 80(2), pages 1243-1256, January.
    20. Matthias Lang, 2015. "First-Order and Second-Order Ambiguity Aversion," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2015_13, Max Planck Institute for Research on Collective Goods.
    21. Yann Braouezec & Robert Joliet, 2019. "Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: From Knightian uncertainty to risk," Post-Print hal-02504260, HAL.
    22. Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2014. "An experimental test of prospect theory for predicting choice under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 48(1), pages 1-17, February.
    23. Luisito Bertinelli & Arnaud Bourgain & Florian Léon, 2020. "Corruption and tax compliance: evidence from small retailers in Bamako, Mali," Applied Economics Letters, Taylor & Francis Journals, vol. 27(5), pages 366-370, March.
    24. Yudistira Permana, 2020. "Explaining satisficing through risk aversion," Theory and Decision, Springer, vol. 89(4), pages 503-525, November.
    25. Ha-Huy, Thai, 2019. "Savage's theorem with atoms," MPRA Paper 94516, University Library of Munich, Germany.
    26. Carvalho, M., 2011. "Essays in behavioral microeconomic theory," Other publications TiSEM 97fbb10e-5f12-420b-b8c4-e, Tilburg University, School of Economics and Management.
    27. Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01410661, HAL.
    28. Brishti Guha, 2012. "Gambling on Genes: Ambiguity Aversion Explains Investment in Sisters’ Children," Working Papers 33-2012, Singapore Management University, School of Economics.
    29. Paul Viefers, 2012. "Should I Stay or Should I Go?: A Laboratory Analysis of Investment Opportunities under Ambiguity," Discussion Papers of DIW Berlin 1228, DIW Berlin, German Institute for Economic Research.
    30. Geoffrey Heal & Antony Millner, 2013. "Uncertainty and decision in climate change economics," GRI Working Papers 108, Grantham Research Institute on Climate Change and the Environment.
    31. Tommi Ekholm & Erin Baker, 2022. "Multiple Beliefs, Dominance and Dynamic Consistency," Management Science, INFORMS, vol. 68(1), pages 529-540, January.
    32. Gonçalo Faria & João Correia-da-Silva, 2011. "The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices," FEP Working Papers 399, Universidade do Porto, Faculdade de Economia do Porto.
    33. Simon Quemin, 2017. "Intertemporal abatement decisions under ambiguity aversion in a cap and trade," Working Papers 1703, Chaire Economie du climat.
    34. Swagata Bhattacharjee, 2019. "Dynamic Contracting for Innovation Under Ambiguity," Working Papers 15, Ashoka University, Department of Economics, revised 02 Aug 2019.
    35. Abdul H. Kidwai & Angela C. M. de Oliveira, 2020. "Threshold and Group Size Uncertainty in Common-pool Resources: An Experimental Study," Public Finance Review, , vol. 48(6), pages 751-777, November.
    36. Andrew J. Keith & Darryl K. Ahner, 2021. "A survey of decision making and optimization under uncertainty," Annals of Operations Research, Springer, vol. 300(2), pages 319-353, May.
    37. Ha-Huy, Thai & Nguyen, Thi Tuyet Mai, 2019. "Saving and dissaving under Ramsey - Rawls criterion," MPRA Paper 111548, University Library of Munich, Germany.
    38. Ken Binmore & Lisa Stewart & Alex Voorhoeve, 2012. "How much ambiguity aversion?," Journal of Risk and Uncertainty, Springer, vol. 45(3), pages 215-238, December.
    39. Guo, Peijun, 2022. "Dynamic focus programming: A new approach to sequential decision problems under uncertainty," European Journal of Operational Research, Elsevier, vol. 303(1), pages 328-336.
    40. Francesco Cavazza & Francesco Galioto & Meri Raggi & Davide Viaggi, 2020. "Digital Irrigated Agriculture: Towards a Framework for Comprehensive Analysis of Decision Processes under Uncertainty," Future Internet, MDPI, vol. 12(11), pages 1-16, October.
    41. Hwang, In Chang & Reynès, Frédéric & Tol, Richard S.J., 2017. "The effect of learning on climate policy under fat-tailed risk," Resource and Energy Economics, Elsevier, vol. 48(C), pages 1-18.
    42. Théodora Dupont-Courtade, 2012. "Insurance demand under ambiguity and conflict for extreme risks : Evidence from a large representative survey," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00718642, HAL.
    43. Thai Ha-Huy & Tuyet Mai Nguyen, 2019. "Optimal growth and Ramsey-Rawls criteria," Documents de recherche 19-02, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    44. Robert Nau, 2011. "Risk, ambiguity, and state-preference theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 437-467, October.
    45. Maria Alina Carataș & Elena Cerasela Spătariu & Raluca Andreea Trandafir, 2020. "Embracing Uncertainty During the Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 38-43, August.
    46. Robin Cubitt & Gijs Kuilen & Sujoy Mukerji, 2018. "The strength of sensitivity to ambiguity," Theory and Decision, Springer, vol. 85(3), pages 275-302, October.
    47. Katrin Hussinger & Sebastian Pacher, 2018. "Information Ambiguity, Patents and the Market Value of Innovative Assets," DEM Discussion Paper Series 18-17, Department of Economics at the University of Luxembourg.
    48. Eric André, 2014. "Optimal portfolio with vector expected utility," Post-Print hal-02313341, HAL.
    49. Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
    50. Julian Thimme & Clemens Völkert, 2015. "High order smooth ambiguity preferences and asset prices," Review of Financial Economics, John Wiley & Sons, vol. 27(1), pages 1-15, November.
    51. Christoph Bühren & Fabian Meier & Marco Pleßner, 2023. "Ambiguity aversion: bibliometric analysis and literature review of the last 60 years," Management Review Quarterly, Springer, vol. 73(2), pages 495-525, June.
    52. Nathalie Chappe & Raphaël Giraud, 2013. "Confidence, Optimism and Litigation: A Litigation Model under Ambiguity," Working Papers 2013-05, CRESE.
    53. Helena Gaspars-Wieloch, 2017. "Newsvendor problem under complete uncertainty: a case of innovative products," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(3), pages 561-585, September.
    54. Chopard, Bertrand & Obidzinski, Marie, 2021. "Public law enforcement under ambiguity," International Review of Law and Economics, Elsevier, vol. 66(C).
    55. Masahide Watanabe & Toshio Fujimi, 2015. "Evaluating Change in Objective Ambiguous Mortality Probability: Valuing Reduction in Ambiguity Size and Risk Level," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 60(1), pages 1-15, January.
    56. Lien, Donald & Yu, Chia-Feng (Jeffrey), 2017. "Production and hedging with optimism and pessimism under ambiguity," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 122-135.
    57. Friberg, Richard & Seiler, Thomas, 2017. "Risk and ambiguity in 10-Ks: An examination of cash holding and derivatives use," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 608-631.
    58. Prokosheva, Sasha, 2016. "Comparing decisions under compound risk and ambiguity: The importance of cognitive skills," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 64(C), pages 94-105.
    59. Rossen Rozenov, 2016. "Optimal Fiscal Adjustment under Uncertainty," IMF Working Papers 2016/069, International Monetary Fund.
    60. Fujii, Tomoki, 2017. "Dynamic Poverty Decomposition Analysis: An Application to the Philippines," World Development, Elsevier, vol. 100(C), pages 69-84.
    61. Nikhil Masters & Tim Lloyd & Chris Starmer, 2022. "Do emotional carryover effects carry over?," Discussion Papers 2022-16, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
    62. Marco Rojas & Damián Vergara, 2021. "Ambiguity and long-run cooperation in strategic games," Oxford Economic Papers, Oxford University Press, vol. 73(3), pages 1077-1098.
    63. Koufopoulos, Kostas & Kozhan, Roman, 2014. "Welfare-improving ambiguity in insurance markets with asymmetric information," Journal of Economic Theory, Elsevier, vol. 151(C), pages 551-560.
    64. Sasha Prokosheva, 2014. "Comparing Decisions under Compound Risk and Ambiguity: The Importance of Cognitive Skills," CERGE-EI Working Papers wp525, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    65. Weitzman, Martin L., 2013. "A Precautionary Tale of Uncertain Tail Fattening," Scholarly Articles 12840806, Harvard University Department of Economics.
    66. Kostas Koufopoulos & Roman Kozhan, 2016. "Optimal insurance under adverse selection and ambiguity aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(4), pages 659-687, October.
    67. Toshio Fujimi & Masahide Watanabe & Ryuji Kakimoto & Hirokazu Tatano, 2016. "Perceived ambiguity about earthquake and house destruction risks," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 80(2), pages 1243-1256, January.
    68. Carvalho, M., 2012. "Static vs Dynamic Auctions with Ambiguity Averse Bidders," Discussion Paper 2012-022, Tilburg University, Center for Economic Research.
    69. Füllbrunn, Sascha & Rau, Holger A. & Weitzel, Utz, 2014. "Does ambiguity aversion survive in experimental asset markets?," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 810-826.
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    71. Eisei Ohtaki & Hiroyuki Ozaki, 2013. "Monetary Equilibria and Knightian Uncertainty," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-032, Keio/Kyoto Joint Global COE Program.
    72. Yang, Fanzheng & Yu, Li, 2016. "With or without siblings: Sorting into competition in the experimental labor market," China Economic Review, Elsevier, vol. 41(C), pages 284-298.
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    74. Daniel R. Burghart & Thomas Epper & Ernst Fehr, 2015. "The ambiguity triangle: uncovering fundamental patterns of behavior under uncertainty," ECON - Working Papers 196, Department of Economics - University of Zurich.
    75. Füllbrunn, Sascha & Rau, Holger & Weitzel, Utz, 2013. "Do ambiguity effects survive in experimental asset markets?," MPRA Paper 44700, University Library of Munich, Germany.
    76. Richard J. Arend, 2022. "Strategic decision-making under ambiguity: insights from exploring a simple linked two-game model," Operational Research, Springer, vol. 22(5), pages 5845-5861, November.
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    83. Helena Gaspars-Wieloch, 2019. "Project Net Present Value estimation under uncertainty," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 27(1), pages 179-197, March.
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    96. Thimme, Julian & Völkert, Clemens, 2015. "High order smooth ambiguity preferences and asset prices," Review of Financial Economics, Elsevier, vol. 27(C), pages 1-15.
    97. Johanna Etner & Meglena Jeleva & Natacha Raffin, 2021. "Climate policy: How to deal with ambiguity?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 263-301, July.
    98. Théodora Dupont-Courtade, 2012. "Insurance demand under ambiguity and conflict for extreme risks: Evidence from a large representative survey," Documents de travail du Centre d'Economie de la Sorbonne 12020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    99. Aljoscha Minnich & Andreas Lange, 2023. "Ambiguity Attitudes of Individuals and Groups in Gain and Loss Domains," CESifo Working Paper Series 10781, CESifo.
    100. Pahlke, Marieke, 2018. "Dynamic Consistency in Incomplete Information Games with Multiple Priors," Center for Mathematical Economics Working Papers 599, Center for Mathematical Economics, Bielefeld University.
    101. Nicolas Lampach & Sandrine Spaeter, 2016. "The Efficiency of (strict) Liability Rules revised in Risk and Ambiguity," Working Papers of BETA 2016-29, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    102. Baker, Erin & Bosetti, Valentina & Salo, Ahti, 2020. "Robust portfolio decision analysis: An application to the energy research and development portfolio problem," European Journal of Operational Research, Elsevier, vol. 284(3), pages 1107-1120.
    103. Lotito Gianna & Maffioletti Anna & Santoni Michele, 2023. "Testing Source Influence on Ambiguity Reaction: Preference and Insensitivity," Working papers 083, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
    104. Enrica Carbone & Konstantinos Georgalos & Gerardo Infante, 2019. "Individual vs. group decision-making: an experiment on dynamic choice under risk and ambiguity," Theory and Decision, Springer, vol. 87(1), pages 87-122, July.
    105. Ivan Moscati, 2022. "Behavioral and heuristic models are as-if models too — and that’s ok," BAFFI CAREFIN Working Papers 22177, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    106. Bergheim, Ralf & Roos, Michael W. M., 2013. "Intuition and Reasoning in Choosing Ambiguous and Risky Lotteries," Ruhr Economic Papers 440, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    107. Enrica Carbone & Xueqi Dong & John Hey, 2015. "Portfolio Choice Under Ambiguity," Discussion Papers 15/03, Department of Economics, University of York.
    108. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02563318, HAL.
    109. Ceron, Federica & Vergopoulos, Vassili, 2022. "Objective rationality and recursive multiple priors," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    110. Nicholas J. J. Smith, 2023. "Acting on belief functions," Theory and Decision, Springer, vol. 95(4), pages 575-621, November.
    111. Helena Gaspars-Wieloch, 2015. "On a decision rule supported by a forecasting stage based on the decision maker’s coefficient of optimism," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(3), pages 579-594, September.
    112. Takao Asano & Hiroko Okudaira & Masaru Sasaki, 2015. "An Experimental Test of a Search Model under Ambiguity," KIER Working Papers 913, Kyoto University, Institute of Economic Research.
    113. Utteeyo Dasgupta, 2016. "Shooting in the Dark: Do Prices Matter in Ambiguous Environments?," Studies in Microeconomics, , vol. 4(1), pages 1-12, June.
    114. Kimura, Shingo & Anton, Jesus & Cattaneo, Andrea, 2012. "Effective Risk Management Policy choices under Climate Change: An Application to Saskatchewan Crop Sector," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126736, International Association of Agricultural Economists.
    115. Anna Conte & John D. Hey & Ivan Soraperra, 2014. "The Determinants of Decision Time," Jena Economics Research Papers 2014-004, Friedrich-Schiller-University Jena.
    116. Enrica Carbone & Xueqi Dong & John Hey, 2017. "Elicitation of preferences under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 54(2), pages 87-102, April.
    117. Zheng, Shiyuan & Wang, Kun & Chan, Felix T.S. & Fu, Xiaowen & Li, Zhi-Chun, 2022. "Subsidy on transport adaptation investment-modeling decisions under incomplete information and ambiguity," Transportation Research Part B: Methodological, Elsevier, vol. 162(C), pages 103-129.
    118. Heyen, Daniel & Goeschl, Timo & Wiesenfarth , Boris, 2015. "Risk Assessment under Ambiguity: Precautionary Learning vs. Research Pessimism," Working Papers 0605, University of Heidelberg, Department of Economics.
    119. Luca Congiu & Ivan Moscati, 2022. "A review of nudges: Definitions, justifications, effectiveness," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 188-213, February.
    120. Kettlewell, Nathan & Tymula, Agnieszka & Yoo, Hong Il, 2023. "The Heritability of Economic Preferences," IZA Discussion Papers 16633, Institute of Labor Economics (IZA).
    121. Adam Dominiak & Jean-Philippe Lefort, 2021. "Ambiguity and Probabilistic Information," Management Science, INFORMS, vol. 67(7), pages 4310-4326, July.
    122. Andrea Cinfrignini & Davide Petturiti & Barbara Vantaggi, 2023. "Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting," Annals of Operations Research, Springer, vol. 321(1), pages 103-137, February.
    123. Aurélien Baillon & Zhenxing Huang & Asli Selim & Peter P. Wakker, 2018. "Measuring Ambiguity Attitudes for All (Natural) Events," Econometrica, Econometric Society, vol. 86(5), pages 1839-1858, September.
    124. Schreiner, Nicolas, 2021. "Changes in Well-Being Around Elections," Working papers 2021/03, Faculty of Business and Economics - University of Basel.
    125. Eric Giraud-Héraud & Maria Aguiar Fontes & Alexandra Seabra Pinto, 2014. "Crise sanitaires de l'alimentation et analyses comportementales," Working Papers hal-00949126, HAL.
    126. Aram Balagyozyan & Christos Giannikos, 2018. "Ambiguity and the Excess Consumption Growth Puzzle," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 17(1), pages 5-15, June.
    127. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02900497, HAL.

  11. Eric Danan & Thibault Gajdos & Jean-Marc Tallon, 2010. "Aggregating sets of von Neumann-Morgenstern," Documents de travail du Centre d'Economie de la Sorbonne 10068, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.

    Cited by:

    1. Eric Danan & Thibault Gajdos & Jean-Marc Tallon, 2015. "Harsanyi's aggregation theorem with incomplete preferences," PSE-Ecole d'économie de Paris (Postprint) hal-00964299, HAL.

  12. Eric Danan & Thibault Gajdos & Jean-Marc Tallon, 2010. "Aggregating sets of von Neumann-Morgenstern utilities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00523448, HAL.

    Cited by:

    1. Eric Danan & Thibault Gajdos & Jean-Marc Tallon, 2015. "Harsanyi's aggregation theorem with incomplete preferences," PSE-Ecole d'économie de Paris (Postprint) hal-00964299, HAL.
    2. Eric Danan & Thibault Gajdos & Brian Hill & Jean-Marc Tallon, 2015. "Robust Social Decisions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01241819, HAL.
    3. Eric Danan & Thibault Gajdos & Jean-Marc Tallon, 2019. "Tailored Recommendations," Working Papers halshs-02414209, HAL.
    4. Eric Danan & Thibault Gajdos & Brian Hill & Jean-Marc Tallon, 2014. "Aggregating Tastes, Beliefs, and Attitudes under Uncertainty," Documents de travail du Centre d'Economie de la Sorbonne 14063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    5. Eric Danan, 2021. "Partial utilitarianism," Working Papers hal-03327900, HAL.
    6. David McCarthy & Kalle Mikkola & Teruji Thomas, 2019. "Aggregation for potentially infinite populations without continuity or completeness," Papers 1911.00872, arXiv.org.
    7. Elias Bouacida, 2021. "Identifying Choice Correspondences," Working Papers halshs-01998001, HAL.

  13. Johanna Etner & Meglena Jeleva & Jean-Marc Tallon, 2009. "Decision theory under uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00429573, HAL.

    Cited by:

    1. David Kelsey & Tigran Melkonyan, 2018. "Contests with ambiguity," Oxford Economic Papers, Oxford University Press, vol. 70(4), pages 1148-1169.
    2. Giraud, Raphaël & Thomas, Lionel, 2017. "Ambiguity, optimism, and pessimism in adverse selection models," Journal of Economic Theory, Elsevier, vol. 171(C), pages 64-100.
    3. Gonçalo Faria & João Correia-da-Silva, 2011. "A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility," FEP Working Papers 414, Universidade do Porto, Faculdade de Economia do Porto.
    4. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Documents de travail du Centre d'Economie de la Sorbonne 20008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    5. Richard S. J. Tol & In Chang Hwang & Frédéric Reynès, 2012. "The Effect of Learning on Climate Policy under Fat-tailed Uncertainty," Working Paper Series 5312, Department of Economics, University of Sussex Business School.
    6. John Hey & Noemi Pace, 2014. "The explanatory and predictive power of non two-stage-probability theories of decision making under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 49(1), pages 1-29, August.
    7. Watanabe, Masahide & Fujimi, Toshio, 2022. "Ambiguity of scientific probability predictions and willingness-to-pay for climate change mitigation policies," Research in Economics, Elsevier, vol. 76(4), pages 386-402.
    8. Konstantinos Georgalos, 2019. "An experimental test of the predictive power of dynamic ambiguity models," Journal of Risk and Uncertainty, Springer, vol. 59(1), pages 51-83, August.
    9. La Torre, Davide & Marsiglio, Simone & Mendivil, Franklin & Privileggi, Fabio, 2020. "Public Debt Dynamics under Ambiguity by Means of Iterated Function Systems on Density Functions," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202009, University of Turin.
    10. Le Van, Cuong & Navrouzoglou, Paulina & Vailakis, Yiannis, 2019. "On endogenous formation of price expectations," Games and Economic Behavior, Elsevier, vol. 115(C), pages 436-458.
    11. Cinfrignini, Andrea & Petturiti, Davide & Vantaggi, Barbara, 2023. "Dynamic bid–ask pricing under Dempster-Shafer uncertainty," Journal of Mathematical Economics, Elsevier, vol. 107(C).
    12. Jouvet, Pierre-André & Le Cadre, Elodie & Orset, Caroline, 2012. "Irreversible investment, uncertainty, and ambiguity: The case of bioenergy sector," Energy Economics, Elsevier, vol. 34(1), pages 45-53.
    13. Robin Cubitt & Orestis Kopsacheilis & Chris Starmer, 2019. "An inquiry into the nature and causes of the Description - Experience gap," Discussion Papers 2019-15, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
    14. Jobst Heitzig & Sarah Hiller, 2020. "Degrees of individual and groupwise backward and forward responsibility in extensive-form games with ambiguity, and their application to social choice problems," Papers 2007.07352, arXiv.org.
    15. Jordi Grau-Moya & Pedro A Ortega & Daniel A Braun, 2016. "Decision-Making under Ambiguity Is Modulated by Visual Framing, but Not by Motor vs. Non-Motor Context. Experiments and an Information-Theoretic Ambiguity Model," PLOS ONE, Public Library of Science, vol. 11(4), pages 1-21, April.
    16. Chauvin Pauline & Tabo Augustin & Chopard Bertrand, 2020. "The Role of Optimism and Pessimism in the Substitution Between Primary and Secondary Health Prevention Efforts," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 20(1), pages 1-6, January.
    17. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Post-Print halshs-02900497, HAL.
    18. Diederik Aerts & Emmanuel Haven & Sandro Sozzo, 2018. "A proposal to extend expected utility in a quantum probabilistic framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(4), pages 1079-1109, June.
    19. Toshio Fujimi & Masahide Watanabe & Ryuji Kakimoto & Hirokazu Tatano, 2016. "Perceived ambiguity about earthquake and house destruction risks," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 80(2), pages 1243-1256, January.
    20. Matthias Lang, 2015. "First-Order and Second-Order Ambiguity Aversion," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2015_13, Max Planck Institute for Research on Collective Goods.
    21. Yann Braouezec & Robert Joliet, 2019. "Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: From Knightian uncertainty to risk," Post-Print hal-02504260, HAL.
    22. Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2014. "An experimental test of prospect theory for predicting choice under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 48(1), pages 1-17, February.
    23. Luisito Bertinelli & Arnaud Bourgain & Florian Léon, 2020. "Corruption and tax compliance: evidence from small retailers in Bamako, Mali," Applied Economics Letters, Taylor & Francis Journals, vol. 27(5), pages 366-370, March.
    24. Yudistira Permana, 2020. "Explaining satisficing through risk aversion," Theory and Decision, Springer, vol. 89(4), pages 503-525, November.
    25. Ha-Huy, Thai, 2019. "Savage's theorem with atoms," MPRA Paper 94516, University Library of Munich, Germany.
    26. Carvalho, M., 2011. "Essays in behavioral microeconomic theory," Other publications TiSEM 97fbb10e-5f12-420b-b8c4-e, Tilburg University, School of Economics and Management.
    27. Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01410661, HAL.
    28. Brishti Guha, 2012. "Gambling on Genes: Ambiguity Aversion Explains Investment in Sisters’ Children," Working Papers 33-2012, Singapore Management University, School of Economics.
    29. Paul Viefers, 2012. "Should I Stay or Should I Go?: A Laboratory Analysis of Investment Opportunities under Ambiguity," Discussion Papers of DIW Berlin 1228, DIW Berlin, German Institute for Economic Research.
    30. Geoffrey Heal & Antony Millner, 2013. "Uncertainty and decision in climate change economics," GRI Working Papers 108, Grantham Research Institute on Climate Change and the Environment.
    31. Tommi Ekholm & Erin Baker, 2022. "Multiple Beliefs, Dominance and Dynamic Consistency," Management Science, INFORMS, vol. 68(1), pages 529-540, January.
    32. Gonçalo Faria & João Correia-da-Silva, 2011. "The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices," FEP Working Papers 399, Universidade do Porto, Faculdade de Economia do Porto.
    33. Simon Quemin, 2017. "Intertemporal abatement decisions under ambiguity aversion in a cap and trade," Working Papers 1703, Chaire Economie du climat.
    34. Swagata Bhattacharjee, 2019. "Dynamic Contracting for Innovation Under Ambiguity," Working Papers 15, Ashoka University, Department of Economics, revised 02 Aug 2019.
    35. Abdul H. Kidwai & Angela C. M. de Oliveira, 2020. "Threshold and Group Size Uncertainty in Common-pool Resources: An Experimental Study," Public Finance Review, , vol. 48(6), pages 751-777, November.
    36. Andrew J. Keith & Darryl K. Ahner, 2021. "A survey of decision making and optimization under uncertainty," Annals of Operations Research, Springer, vol. 300(2), pages 319-353, May.
    37. Ha-Huy, Thai & Nguyen, Thi Tuyet Mai, 2019. "Saving and dissaving under Ramsey - Rawls criterion," MPRA Paper 111548, University Library of Munich, Germany.
    38. Ken Binmore & Lisa Stewart & Alex Voorhoeve, 2012. "How much ambiguity aversion?," Journal of Risk and Uncertainty, Springer, vol. 45(3), pages 215-238, December.
    39. Guo, Peijun, 2022. "Dynamic focus programming: A new approach to sequential decision problems under uncertainty," European Journal of Operational Research, Elsevier, vol. 303(1), pages 328-336.
    40. Francesco Cavazza & Francesco Galioto & Meri Raggi & Davide Viaggi, 2020. "Digital Irrigated Agriculture: Towards a Framework for Comprehensive Analysis of Decision Processes under Uncertainty," Future Internet, MDPI, vol. 12(11), pages 1-16, October.
    41. Hwang, In Chang & Reynès, Frédéric & Tol, Richard S.J., 2017. "The effect of learning on climate policy under fat-tailed risk," Resource and Energy Economics, Elsevier, vol. 48(C), pages 1-18.
    42. Théodora Dupont-Courtade, 2012. "Insurance demand under ambiguity and conflict for extreme risks : Evidence from a large representative survey," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00718642, HAL.
    43. Thai Ha-Huy & Tuyet Mai Nguyen, 2019. "Optimal growth and Ramsey-Rawls criteria," Documents de recherche 19-02, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    44. Robert Nau, 2011. "Risk, ambiguity, and state-preference theory," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 437-467, October.
    45. Maria Alina Carataș & Elena Cerasela Spătariu & Raluca Andreea Trandafir, 2020. "Embracing Uncertainty During the Crisis," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 38-43, August.
    46. Robin Cubitt & Gijs Kuilen & Sujoy Mukerji, 2018. "The strength of sensitivity to ambiguity," Theory and Decision, Springer, vol. 85(3), pages 275-302, October.
    47. Katrin Hussinger & Sebastian Pacher, 2018. "Information Ambiguity, Patents and the Market Value of Innovative Assets," DEM Discussion Paper Series 18-17, Department of Economics at the University of Luxembourg.
    48. Eric André, 2014. "Optimal portfolio with vector expected utility," Post-Print hal-02313341, HAL.
    49. Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
    50. Julian Thimme & Clemens Völkert, 2015. "High order smooth ambiguity preferences and asset prices," Review of Financial Economics, John Wiley & Sons, vol. 27(1), pages 1-15, November.
    51. Christoph Bühren & Fabian Meier & Marco Pleßner, 2023. "Ambiguity aversion: bibliometric analysis and literature review of the last 60 years," Management Review Quarterly, Springer, vol. 73(2), pages 495-525, June.
    52. Nathalie Chappe & Raphaël Giraud, 2013. "Confidence, Optimism and Litigation: A Litigation Model under Ambiguity," Working Papers 2013-05, CRESE.
    53. Helena Gaspars-Wieloch, 2017. "Newsvendor problem under complete uncertainty: a case of innovative products," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(3), pages 561-585, September.
    54. Chopard, Bertrand & Obidzinski, Marie, 2021. "Public law enforcement under ambiguity," International Review of Law and Economics, Elsevier, vol. 66(C).
    55. Masahide Watanabe & Toshio Fujimi, 2015. "Evaluating Change in Objective Ambiguous Mortality Probability: Valuing Reduction in Ambiguity Size and Risk Level," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 60(1), pages 1-15, January.
    56. Lien, Donald & Yu, Chia-Feng (Jeffrey), 2017. "Production and hedging with optimism and pessimism under ambiguity," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 122-135.
    57. Friberg, Richard & Seiler, Thomas, 2017. "Risk and ambiguity in 10-Ks: An examination of cash holding and derivatives use," Journal of Corporate Finance, Elsevier, vol. 45(C), pages 608-631.
    58. Prokosheva, Sasha, 2016. "Comparing decisions under compound risk and ambiguity: The importance of cognitive skills," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 64(C), pages 94-105.
    59. Rossen Rozenov, 2016. "Optimal Fiscal Adjustment under Uncertainty," IMF Working Papers 2016/069, International Monetary Fund.
    60. Fujii, Tomoki, 2017. "Dynamic Poverty Decomposition Analysis: An Application to the Philippines," World Development, Elsevier, vol. 100(C), pages 69-84.
    61. Nikhil Masters & Tim Lloyd & Chris Starmer, 2022. "Do emotional carryover effects carry over?," Discussion Papers 2022-16, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
    62. Marco Rojas & Damián Vergara, 2021. "Ambiguity and long-run cooperation in strategic games," Oxford Economic Papers, Oxford University Press, vol. 73(3), pages 1077-1098.
    63. Koufopoulos, Kostas & Kozhan, Roman, 2014. "Welfare-improving ambiguity in insurance markets with asymmetric information," Journal of Economic Theory, Elsevier, vol. 151(C), pages 551-560.
    64. Sasha Prokosheva, 2014. "Comparing Decisions under Compound Risk and Ambiguity: The Importance of Cognitive Skills," CERGE-EI Working Papers wp525, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    65. Weitzman, Martin L., 2013. "A Precautionary Tale of Uncertain Tail Fattening," Scholarly Articles 12840806, Harvard University Department of Economics.
    66. Kostas Koufopoulos & Roman Kozhan, 2016. "Optimal insurance under adverse selection and ambiguity aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(4), pages 659-687, October.
    67. Toshio Fujimi & Masahide Watanabe & Ryuji Kakimoto & Hirokazu Tatano, 2016. "Perceived ambiguity about earthquake and house destruction risks," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 80(2), pages 1243-1256, January.
    68. Carvalho, M., 2012. "Static vs Dynamic Auctions with Ambiguity Averse Bidders," Discussion Paper 2012-022, Tilburg University, Center for Economic Research.
    69. Füllbrunn, Sascha & Rau, Holger A. & Weitzel, Utz, 2014. "Does ambiguity aversion survive in experimental asset markets?," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 810-826.
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    71. Eisei Ohtaki & Hiroyuki Ozaki, 2013. "Monetary Equilibria and Knightian Uncertainty," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-032, Keio/Kyoto Joint Global COE Program.
    72. Yang, Fanzheng & Yu, Li, 2016. "With or without siblings: Sorting into competition in the experimental labor market," China Economic Review, Elsevier, vol. 41(C), pages 284-298.
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    74. Daniel R. Burghart & Thomas Epper & Ernst Fehr, 2015. "The ambiguity triangle: uncovering fundamental patterns of behavior under uncertainty," ECON - Working Papers 196, Department of Economics - University of Zurich.
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    76. Richard J. Arend, 2022. "Strategic decision-making under ambiguity: insights from exploring a simple linked two-game model," Operational Research, Springer, vol. 22(5), pages 5845-5861, November.
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    84. Takao Asano & Hiroko Okudaira & Masaru Sasaki, 2015. "An experimental test of a search model under ambiguity," Theory and Decision, Springer, vol. 79(4), pages 627-637, December.
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    92. John D. Hey & Yudistira Permana & Nuttaporn Rochanahastin, 2018. "When and how to satisfice: an experimental investigation," World Scientific Book Chapters, in: Experiments in Economics Decision Making and Markets, chapter 5, pages 121-137, World Scientific Publishing Co. Pte. Ltd..
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    94. Carvalho, M., 2012. "Static vs Dynamic Auctions with Ambiguity Averse Bidders," Other publications TiSEM 1f078e67-88ec-46e3-ae18-1, Tilburg University, School of Economics and Management.
    95. Eisei Ohtaki, 2016. "Optimality of the Friedman rule under ambiguity," Working Papers e103, Tokyo Center for Economic Research.
    96. Thimme, Julian & Völkert, Clemens, 2015. "High order smooth ambiguity preferences and asset prices," Review of Financial Economics, Elsevier, vol. 27(C), pages 1-15.
    97. Johanna Etner & Meglena Jeleva & Natacha Raffin, 2021. "Climate policy: How to deal with ambiguity?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 263-301, July.
    98. Théodora Dupont-Courtade, 2012. "Insurance demand under ambiguity and conflict for extreme risks: Evidence from a large representative survey," Documents de travail du Centre d'Economie de la Sorbonne 12020, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    99. Aljoscha Minnich & Andreas Lange, 2023. "Ambiguity Attitudes of Individuals and Groups in Gain and Loss Domains," CESifo Working Paper Series 10781, CESifo.
    100. Pahlke, Marieke, 2018. "Dynamic Consistency in Incomplete Information Games with Multiple Priors," Center for Mathematical Economics Working Papers 599, Center for Mathematical Economics, Bielefeld University.
    101. Nicolas Lampach & Sandrine Spaeter, 2016. "The Efficiency of (strict) Liability Rules revised in Risk and Ambiguity," Working Papers of BETA 2016-29, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    102. Baker, Erin & Bosetti, Valentina & Salo, Ahti, 2020. "Robust portfolio decision analysis: An application to the energy research and development portfolio problem," European Journal of Operational Research, Elsevier, vol. 284(3), pages 1107-1120.
    103. Lotito Gianna & Maffioletti Anna & Santoni Michele, 2023. "Testing Source Influence on Ambiguity Reaction: Preference and Insensitivity," Working papers 083, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
    104. Enrica Carbone & Konstantinos Georgalos & Gerardo Infante, 2019. "Individual vs. group decision-making: an experiment on dynamic choice under risk and ambiguity," Theory and Decision, Springer, vol. 87(1), pages 87-122, July.
    105. Ivan Moscati, 2022. "Behavioral and heuristic models are as-if models too — and that’s ok," BAFFI CAREFIN Working Papers 22177, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    106. Bergheim, Ralf & Roos, Michael W. M., 2013. "Intuition and Reasoning in Choosing Ambiguous and Risky Lotteries," Ruhr Economic Papers 440, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    107. Enrica Carbone & Xueqi Dong & John Hey, 2015. "Portfolio Choice Under Ambiguity," Discussion Papers 15/03, Department of Economics, University of York.
    108. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02563318, HAL.
    109. Ceron, Federica & Vergopoulos, Vassili, 2022. "Objective rationality and recursive multiple priors," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    110. Nicholas J. J. Smith, 2023. "Acting on belief functions," Theory and Decision, Springer, vol. 95(4), pages 575-621, November.
    111. Helena Gaspars-Wieloch, 2015. "On a decision rule supported by a forecasting stage based on the decision maker’s coefficient of optimism," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 23(3), pages 579-594, September.
    112. Takao Asano & Hiroko Okudaira & Masaru Sasaki, 2015. "An Experimental Test of a Search Model under Ambiguity," KIER Working Papers 913, Kyoto University, Institute of Economic Research.
    113. Utteeyo Dasgupta, 2016. "Shooting in the Dark: Do Prices Matter in Ambiguous Environments?," Studies in Microeconomics, , vol. 4(1), pages 1-12, June.
    114. Kimura, Shingo & Anton, Jesus & Cattaneo, Andrea, 2012. "Effective Risk Management Policy choices under Climate Change: An Application to Saskatchewan Crop Sector," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126736, International Association of Agricultural Economists.
    115. Anna Conte & John D. Hey & Ivan Soraperra, 2014. "The Determinants of Decision Time," Jena Economics Research Papers 2014-004, Friedrich-Schiller-University Jena.
    116. Enrica Carbone & Xueqi Dong & John Hey, 2017. "Elicitation of preferences under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 54(2), pages 87-102, April.
    117. Zheng, Shiyuan & Wang, Kun & Chan, Felix T.S. & Fu, Xiaowen & Li, Zhi-Chun, 2022. "Subsidy on transport adaptation investment-modeling decisions under incomplete information and ambiguity," Transportation Research Part B: Methodological, Elsevier, vol. 162(C), pages 103-129.
    118. Heyen, Daniel & Goeschl, Timo & Wiesenfarth , Boris, 2015. "Risk Assessment under Ambiguity: Precautionary Learning vs. Research Pessimism," Working Papers 0605, University of Heidelberg, Department of Economics.
    119. Luca Congiu & Ivan Moscati, 2022. "A review of nudges: Definitions, justifications, effectiveness," Journal of Economic Surveys, Wiley Blackwell, vol. 36(1), pages 188-213, February.
    120. Kettlewell, Nathan & Tymula, Agnieszka & Yoo, Hong Il, 2023. "The Heritability of Economic Preferences," IZA Discussion Papers 16633, Institute of Labor Economics (IZA).
    121. Théodora Dupont-Courtade, 2012. "Insurance demand under ambiguity and conflict for extreme risks : Evidence from a large representative survey," Post-Print halshs-00718642, HAL.
    122. Adam Dominiak & Jean-Philippe Lefort, 2021. "Ambiguity and Probabilistic Information," Management Science, INFORMS, vol. 67(7), pages 4310-4326, July.
    123. Andrea Cinfrignini & Davide Petturiti & Barbara Vantaggi, 2023. "Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting," Annals of Operations Research, Springer, vol. 321(1), pages 103-137, February.
    124. Aurélien Baillon & Zhenxing Huang & Asli Selim & Peter P. Wakker, 2018. "Measuring Ambiguity Attitudes for All (Natural) Events," Econometrica, Econometric Society, vol. 86(5), pages 1839-1858, September.
    125. Schreiner, Nicolas, 2021. "Changes in Well-Being Around Elections," Working papers 2021/03, Faculty of Business and Economics - University of Basel.
    126. Eric Giraud-Héraud & Maria Aguiar Fontes & Alexandra Seabra Pinto, 2014. "Crise sanitaires de l'alimentation et analyses comportementales," Working Papers hal-00949126, HAL.
    127. Aram Balagyozyan & Christos Giannikos, 2018. "Ambiguity and the Excess Consumption Growth Puzzle," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 17(1), pages 5-15, June.
    128. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02900497, HAL.

  14. Raphaël Giraud & Jean-Marc Tallon, 2009. "Are Beliefs a Matter of Taste ? A case for Objective Imprecise Information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00442869, HAL.

    Cited by:

    1. Stoye, Jörg, 2011. "Axioms for minimax regret choice correspondences," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2226-2251.
    2. Frank Riedel & Linda Sass, 2014. "Ellsberg games," Theory and Decision, Springer, vol. 76(4), pages 469-509, April.
    3. ,, 2014. "Second order beliefs models of choice under imprecise risk: non-additive second order beliefs vs. nonlinear second order utility," Theoretical Economics, Econometric Society, vol. 9(3), September.
    4. Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2016. "Throwing good money after bad," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 175-202, November.
    5. Loïc Berger, 2011. "Smooth Ambiguity Aversion in the Small and in the Large," Working Papers ECARES ECARES 2011-020, ULB -- Universite Libre de Bruxelles.
    6. Loïc Berger, 2012. "Essays on the economics of risk and uncertainty," ULB Institutional Repository 2013/209676, ULB -- Universite Libre de Bruxelles.
    7. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00664715, HAL.
    8. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "Tribute to Jean-Yves Jaffray," Theory and Decision, Springer, vol. 71(1), pages 1-10, July.
    9. Yehuda Izhakian & Zur Izhakian, 2015. "Decision making in phantom spaces," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(1), pages 59-98, January.
    10. Eichberger, Jürgen & Pasichnichenko, Illia, 2021. "Decision-making with partial information," Journal of Economic Theory, Elsevier, vol. 198(C).

  15. Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2009. "Flexible contracts," Carlo Alberto Notebooks 128, Collegio Carlo Alberto, revised 2015.

    Cited by:

    1. Adrian Tantau & András Puskás-Tompos & Costel Stanciu & Laurentiu Fratila & Catalin Curmei, 2021. "Key Factors Which Contribute to the Participation of Consumers in Demand Response Programs and Enable the Proliferation of Renewable Energy Sources," Energies, MDPI, vol. 14(24), pages 1-22, December.

  16. Michèle Cohen & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2009. "An experimental investigation of imprecision attitude and its relation with risk attitude and impatience," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00389674, HAL.

    Cited by:

    1. Johanna Etner & Meglena Jeleva & Jean-Marc Tallon, 2009. "Decision theory under uncertainty," Documents de travail du Centre d'Economie de la Sorbonne 09064, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
    2. Konstantinos Georgalos, 2016. "Dynamic decision making under ambiguity," Working Papers 112111041, Lancaster University Management School, Economics Department.
    3. Elisa Cavatorta & David Schröder, 2019. "Measuring ambiguity preferences: A new ambiguity preference survey module," Journal of Risk and Uncertainty, Springer, vol. 58(1), pages 71-100, February.
    4. Jonathan Chapman & Mark Dean & Pietro Ortoleva & Erik Snowberg & Colin Camerer, 2018. "Econographics," CESifo Working Paper Series 7202, CESifo.
      • Jonathan Chapman & Mark Dean & Pietro Ortoleva & Erik Snowberg & Colin Camerer, 2018. "Econographics," NBER Working Papers 24931, National Bureau of Economic Research, Inc.
    5. Luc Arrondel & André Masson, 2013. "Measuring savers' preferences how and why?," PSE Working Papers halshs-00834203, HAL.
    6. Thomas Garcia & Sébastien Massoni, 2017. "Aiming to choose correctly or to choose wisely ? The optimality-accuracy trade-off in decisions under uncertainty," Working Papers 1714, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    7. Giulia Papini, 2023. "Majority Rule Determination and Uncertainty Aversion: A Critical Systematic Review," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 7(1), pages 19-24, November.
    8. Brice Corgnet & Roberto Hernán-Gonzalez & Praveen Kujal, 2018. "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers halshs-01898435, HAL.
    9. Robin Cubitt & Gijs Kuilen & Sujoy Mukerji, 2018. "The strength of sensitivity to ambiguity," Theory and Decision, Springer, vol. 85(3), pages 275-302, October.
    10. Cavatorta, Elisa & Groom, Ben, 2020. "Does deterrence change preferences? Evidence from a natural experiment," European Economic Review, Elsevier, vol. 127(C).
    11. Marco Rojas & Damián Vergara, 2021. "Ambiguity and long-run cooperation in strategic games," Oxford Economic Papers, Oxford University Press, vol. 73(3), pages 1077-1098.
    12. Roxane Bricet, 2018. "Preferences for information precision under ambiguity," THEMA Working Papers 2018-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    13. Takao Asano & Hiroko Okudaira & Masaru Sasaki, 2015. "An experimental test of a search model under ambiguity," Theory and Decision, Springer, vol. 79(4), pages 627-637, December.
    14. Attanasi, Giuseppe Marco & Gollier, Christian & Montesano, Aldo & Pace, Noémie, 2012. "Eliciting ambiguity aversion in unknown and in compound lotteries: A KMM experimental approach," IDEI Working Papers 744, Institut d'Économie Industrielle (IDEI), Toulouse.
    15. Jeffrey Butler & Luigi Guiso & Tullio Jappelli, 2014. "The role of intuition and reasoning in driving aversion to risk and ambiguity," Theory and Decision, Springer, vol. 77(4), pages 455-484, December.
    16. Corgnet, Brice & Kujal, Praveen & Porter, David, 2010. "Reaction to public information in asset markets: does ambiguity matter?," UC3M Working papers. Economics we1025, Universidad Carlos III de Madrid. Departamento de Economía.
    17. Sebastian Schweighofer-Kodritsch, 2015. "Time Preferences and Bargaining," STICERD - Theoretical Economics Paper Series /2015/568, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    18. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00664715, HAL.
    19. Evan Calford, 2017. "Uncertainty Aversion in Game Theory: Experimental Evidence," Purdue University Economics Working Papers 1291, Purdue University, Department of Economics.
    20. Mohammed Abdellaoui & Han Bleichrodt & Olivier L’haridon & Corina Paraschiv, 2013. "Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time," Post-Print halshs-00816056, HAL.
    21. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "Tribute to Jean-Yves Jaffray," Theory and Decision, Springer, vol. 71(1), pages 1-10, July.
    22. Oechssler, Jörg & Roomets, Alex, 2014. "A Test of Mechanical Ambiguity," Working Papers 0555, University of Heidelberg, Department of Economics.
    23. Elizabeth Potamites & Bei Zhang, 2012. "Heterogeneous ambiguity attitudes: a field experiment among small-scale stock investors in China," Review of Economic Design, Springer;Society for Economic Design, vol. 16(2), pages 193-213, September.
    24. Alpaslan Akay & Peter Martinsson & Haileselassie Medhin & Stefan Trautmann, 2012. "Attitudes toward uncertainty among the poor: an experiment in rural Ethiopia," Theory and Decision, Springer, vol. 73(3), pages 453-464, September.
    25. Bergheim, Ralf & Roos, Michael W. M., 2013. "Intuition and Reasoning in Choosing Ambiguous and Risky Lotteries," Ruhr Economic Papers 440, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    26. Takao Asano & Hiroko Okudaira & Masaru Sasaki, 2015. "An Experimental Test of a Search Model under Ambiguity," KIER Working Papers 913, Kyoto University, Institute of Economic Research.
    27. Takashi Hayashi & Ryoko Wada, 2022. "Comparative risk and ambiguity aversion: an experimental approach," KIER Working Papers 1079, Kyoto University, Institute of Economic Research.
    28. Giuseppe Attanasi & Christian Gollier & Aldo Montesano & Noemi Pace, 2014. "Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study," Theory and Decision, Springer, vol. 77(4), pages 485-530, December.
    29. Jonathan Chapman & Mark Dean & Pietro Ortoleva & Erik Snowberg & Colin Camerer, 2020. "Econographics," Working Papers 2020-75, Princeton University. Economics Department..

  17. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2008. "Representation and aggregation of preferences under uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00266049, HAL.

    Cited by:

    1. McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2016. "Utilitarianism with and without expected utility," MPRA Paper 72578, University Library of Munich, Germany.
    2. Eric Danan & Thibault Gajdos & Jean-Marc Tallon, 2015. "Harsanyi's aggregation theorem with incomplete preferences," PSE-Ecole d'économie de Paris (Postprint) hal-00964299, HAL.
    3. Takashi Hayashi & Michele Lombardi, 2019. "Fair social decision under uncertainty and belief disagreements," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(4), pages 775-816, June.
    4. Xiangyu Qu, 2017. "Separate aggregation of beliefs and values under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 503-519, February.
    5. ,, 2012. "The ex-ante aggregation of opinions under uncertainty," Theoretical Economics, Econometric Society, vol. 7(3), September.
    6. Eric Danan & Thibault Gajdos & Brian Hill & Jean-Marc Tallon, 2015. "Robust Social Decisions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01241819, HAL.
    7. Stéphane Zuber, 2015. "Harsanyi's theorem without the sure-thing principle: On the consistent aggregation of Monotonic Bernoullian and Archimedean preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01224145, HAL.
    8. Brian Hill, 2012. "Unanimity and the aggregation of multiple prior opinions," Working Papers hal-00712015, HAL.
    9. Sara Amoroso & Pietro Moncada-Paternò-Castello & Antonio Vezzani, 2017. "R&D profitability: the role of risk and Knightian uncertainty," Small Business Economics, Springer, vol. 48(2), pages 331-343, February.
    10. Stanca, Lorenzo, 2021. "Smooth aggregation of Bayesian experts," Journal of Economic Theory, Elsevier, vol. 196(C).
    11. Franz Dietrich, 2021. "Fully Bayesian Aggregation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03194928, HAL.
    12. Marc Fleurbaey, 2018. "Welfare economics, risk and uncertainty," Canadian Journal of Economics, Canadian Economics Association, vol. 51(1), pages 5-40, February.
    13. Phoebe Koundouri & Georgios I. Papayiannis & Electra V. Petracou & Athanasios N. Yannacopoulos, 2023. "Consensus group decision making under model uncertainty with a view towards environmental policy making," Papers 2312.00436, arXiv.org.
    14. Eric Danan & Thibault Gajdos & Brian Hill & Jean-Marc Tallon, 2014. "Aggregating Tastes, Beliefs, and Attitudes under Uncertainty," Documents de travail du Centre d'Economie de la Sorbonne 14063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    15. Crès, Hervé & Gilboa, Itzhak & Vieille, Nicolas, 2011. "Aggregation of multiple prior opinions," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2563-2582.
    16. Fleurbaey, Marc & Gajdos, Thibault & Zuber, Stéphane, 2015. "Social rationality, separability, and equity under uncertainty," Mathematical Social Sciences, Elsevier, vol. 73(C), pages 13-22.
    17. Brandl, Florian, 2021. "Belief-averaging and relative utilitarianism," Journal of Economic Theory, Elsevier, vol. 198(C).
    18. Frederik S. Herzberg, 2013. "The (im)possibility of collective risk measurement: Arrovian aggregation of variational preferences," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 1(1), pages 69-92, May.
    19. Marcus Pivato & Philippe Mongin, 2015. "Ranking Multidimensional Alternatives and Uncertain Prospects," Post-Print hal-02979919, HAL.
    20. Mongin, Philippe & Pivato, Marcus, 2016. "Social Preference Under Twofold Uncertainty," HEC Research Papers Series 1154, HEC Paris.
    21. Crès, Hervé & Tvede, Mich, 2022. "Aggregation of opinions in networks of individuals and collectives," Journal of Economic Theory, Elsevier, vol. 199(C).
    22. Eric Danan, 2021. "Partial utilitarianism," Working Papers hal-03327900, HAL.
    23. Chew, Soo Hong & Sagi, Jacob S., 2012. "An inequality measure for stochastic allocations," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1517-1544.
    24. Anirudha Balasubramanian, 2015. "On weighted utilitarianism and an application," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 44(4), pages 745-763, April.
    25. Herzberg, Frederik, 2014. "Aggregation of Monotonic Bernoullian Archimedean preferences: Arrovian impossibility results," Center for Mathematical Economics Working Papers 488, Center for Mathematical Economics, Bielefeld University.
    26. Takashi Hayashi, 2021. "Collective decision under ignorance," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 57(2), pages 347-359, August.
    27. Herzberg, Frederik, 2013. "Arrovian aggregation of MBA preferences: An impossibility result," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79957, Verein für Socialpolitik / German Economic Association.
    28. Gajdos, Thibault & Vergnaud, Jean-Christophe, 2009. "Decisions with conflicting and imprecise information," LSE Research Online Documents on Economics 27005, London School of Economics and Political Science, LSE Library.
    29. Takashi Hayashi, 2019. "What Should Society Maximise Under Uncertainty?," The Japanese Economic Review, Springer, vol. 70(4), pages 446-478, December.
    30. Eichberger, Jürgen & Pasichnichenko, Illia, 2021. "Decision-making with partial information," Journal of Economic Theory, Elsevier, vol. 198(C).

  18. Youichiro Higashi & Sujoy Mukerji & Norio Takeoka & Jean-Marc Tallon, 2008. "Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175266, HAL.

    Cited by:

    1. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," PSE-Ecole d'économie de Paris (Postprint) hal-00634653, HAL.
    2. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Post-Print halshs-02495663, HAL.

  19. Jean-Marc Tallon & Jean-Christophe Vergnaud, 2007. "Incertitude en économie de l'environnement," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00180909, HAL.

    Cited by:

    1. Céline Grislain-Letremy, 2013. "Natural Disters : Exposure and Underinsurance," Working Papers 2013-15, Center for Research in Economics and Statistics.

  20. Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006. "Beliefs and Dynamic Consistency," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00306458, HAL.

    Cited by:

    1. Giulianella Coletti & Davide Petturiti & Barbara Vantaggi, 2019. "Dutch book rationality conditions for conditional preferences under ambiguity," Annals of Operations Research, Springer, vol. 279(1), pages 115-150, August.
    2. Butler Richard & Lambson Val, 2018. "The Simplest Non-Expected Utility Model for Lottery and Portfolio Choices," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 12(1), pages 1-36, January.

  21. Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006. "Attitude toward imprecise information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00130179, HAL.

    Cited by:

    1. Raphaël Giraud & Jean-Marc Tallon, 2011. "Are beliefs a matter of taste? A case for Objective Imprecise Information," Post-Print halshs-00502781, HAL.
    2. Itzhak Gilboa, 2010. "Questions in Decision Theory," Post-Print hal-00635595, HAL.
    3. Thibault Gajdos & Feriel Kandil, 2008. "The ignorant observer," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00177374, HAL.
    4. BERGER, Loïc & BLEICHRODT, Han & EECKHOUDT, Louis, 2013. "Treatment decisions under ambiguity," LIDAM Reprints CORE 2494, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. James K. Hammitt, 2020. "Valuing mortality risk in the time of COVID-19," Journal of Risk and Uncertainty, Springer, vol. 61(2), pages 129-154, October.
    6. Frank Riedel & Linda Sass, 2014. "Ellsberg games," Theory and Decision, Springer, vol. 76(4), pages 469-509, April.
    7. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Documents de travail du Centre d'Economie de la Sorbonne 20008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    8. Xiangyu Qu, 2017. "Separate aggregation of beliefs and values under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 503-519, February.
    9. ,, 2012. "The ex-ante aggregation of opinions under uncertainty," Theoretical Economics, Econometric Society, vol. 7(3), September.
    10. John Hey & Noemi Pace, 2014. "The explanatory and predictive power of non two-stage-probability theories of decision making under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 49(1), pages 1-29, August.
    11. Lang, Matthias & Wambach, Achim, 2013. "The fog of fraud – Mitigating fraud by strategic ambiguity," Games and Economic Behavior, Elsevier, vol. 81(C), pages 255-275.
    12. Johanna Etner & Meglena Jeleva & Jean-Marc Tallon, 2009. "Decision theory under uncertainty," Documents de travail du Centre d'Economie de la Sorbonne 09064, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
    13. Eichberger, Jürgen & Guerdjikova, Ani, 2010. "Case-based belief formation under ambiguity," Mathematical Social Sciences, Elsevier, vol. 60(3), pages 161-177, November.
    14. Eddie Dekel & Barton L. Lipman, 2012. "Costly Self‐Control and Random Self‐Indulgence," Econometrica, Econometric Society, vol. 80(3), pages 1271-1302, May.
    15. Larry G. Epstein & Martin Schneider, 2010. "Ambiguity and Asset Markets," NBER Working Papers 16181, National Bureau of Economic Research, Inc.
    16. Marie-Louise Vierø, 2009. "Exactly what happens after the Anscombe–Aumann race?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(2), pages 175-212, November.
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    1. Bier, Monika & Engelage, Daniel, 2011. "Merging of opinions under uncertainty," Center for Mathematical Economics Working Papers 433, Center for Mathematical Economics, Bielefeld University.
    2. Marciano Siniscalchi, 2009. "Vector Expected Utility and Attitudes Toward Variation," Econometrica, Econometric Society, vol. 77(3), pages 801-855, May.
    3. Fabio Maccheroni & Fabio Maccheroni & Massimo Marinacci & Massimo Marinacci, 2003. "How to cut a pizza fairly: Fair division with decreasing marginal evaluations," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 20(3), pages 457-465, June.
    4. Mark Dean & Pietro Ortoleva, 2012. "Allais, Ellsberg, and Preferences for Hedging," Working Papers 2012-2, Brown University, Department of Economics.
    5. Gaurab Aryal & Dong-Hyuk Kim, 2015. "Empirical Relevance of Ambiguity in First Price Auction Models," Papers 1504.02516, arXiv.org.
    6. Massimo Marinacci, 2002. "Probabilistic Sophistication and Multiple Priors," Econometrica, Econometric Society, vol. 70(2), pages 755-764, March.
    7. M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006. "Cores of non-atomic market games," International Journal of Game Theory, Springer;Game Theory Society, vol. 34(3), pages 399-424, October.
    8. Ha-Huy, Thai & Nguyen, Thi Tuyet Mai, 2019. "Saving and dissaving under Ramsey - Rawls criterion," MPRA Paper 111548, University Library of Munich, Germany.
    9. Corina Birghila & Tim J. Boonen & Mario Ghossoub, 2020. "Optimal Insurance under Maxmin Expected Utility," Papers 2010.07383, arXiv.org.
    10. Alain Chateauneuf & Jean-Philippe Lefort, 2006. "Some Fubini theorems on sigma-algebras for non additive measures," Cahiers de la Maison des Sciences Economiques b06086, Université Panthéon-Sorbonne (Paris 1).
    11. Thai Ha-Huy & Tuyet Mai Nguyen, 2019. "Optimal growth and Ramsey-Rawls criteria," Documents de recherche 19-02, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    12. Amarante, Massimiliano, 2014. "A characterization of exact non-atomic market games," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 59-62.
    13. Tatjana Chudjakow & Frank Riedel, 2013. "The best choice problem under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(1), pages 77-97, September.
    14. Kopylov, Igor, 2010. "Unbounded probabilistic sophistication," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 113-118, September.
    15. Massimiliano Amarante & Fabio Maccheroni, 2006. "When an Event Makes a Difference," Theory and Decision, Springer, vol. 60(2), pages 119-126, May.
    16. Ghossoub, Mario, 2010. "Belief heterogeneity in the Arrow-Borch-Raviv insurance model," MPRA Paper 37630, University Library of Munich, Germany, revised 22 Mar 2012.
    17. Eric André, 2016. "Crisp monetary acts in multiple-priors models of decision under ambiguity," Post-Print hal-02311921, HAL.
    18. Christopher P. Chambers & Federico Echenique, 2020. "The Pareto Comparisons of a Group of Exponential Discounters," Mathematics of Operations Research, INFORMS, vol. 45(2), pages 622-640, May.
    19. Riedel, Frank, 2010. "Optimal Stopping under Ambiguity," Center for Mathematical Economics Working Papers 390, Center for Mathematical Economics, Bielefeld University.
    20. Craig S. Webb, 2015. "Piecewise Additivity for Nonexpected Utility," Economics Discussion Paper Series 1503, Economics, The University of Manchester.
    21. Castagnoli, Erio & Maccheroni, Fabio & Marinacci, Massimo, 2002. "Insurance premia consistent with the market," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 267-284, October.
    22. Bier, Monika & Engelage, Daniel, 2010. "Merging of Opinions under Uncertainty," Bonn Econ Discussion Papers 11/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
    23. Federica Ceron & Vassili Vergopoulos, 2021. "On stochastic independence under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 925-960, April.
    24. Nabil Kazi-Tani, 2018. "Inf-Convolution of Choquet Integrals and Applications in Optimal Risk Transfer," Working Papers hal-01742629, HAL.
    25. Polak, George G. & Rogers, David F. & Sweeney, Dennis J., 2010. "Risk management strategies via minimax portfolio optimization," European Journal of Operational Research, Elsevier, vol. 207(1), pages 409-419, November.
    26. Éric André, 2014. "Crisp Fair Gambles," AMSE Working Papers 1410, Aix-Marseille School of Economics, France, revised 15 Mar 2014.
    27. Jean-Pierre Drugeon & Thai Ha-Huy, 2018. "Towards a Decomposition for the Future: Closeness, Remoteness & Temporal Biases," PSE Working Papers halshs-01962035, HAL.
    28. Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M. & Montrucchio, L., 2011. "Uncertainty averse preferences," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1275-1330, July.
    29. Faro, José Heleno & Lefort, Jean-Philippe, 2019. "Dynamic objective and subjective rationality," Theoretical Economics, Econometric Society, vol. 14(1), January.
    30. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004. "Ambiguity Aversion, Robustness, and the Variational Representation of Preferences," Carlo Alberto Notebooks 12, Collegio Carlo Alberto, revised 2006.
    31. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research.
    32. Corina Birghila & Tim J. Boonen & Mario Ghossoub, 2023. "Optimal insurance under maxmin expected utility," Finance and Stochastics, Springer, vol. 27(2), pages 467-501, April.
    33. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research.
    34. Mackenzie, Andrew, 2019. "A foundation for probabilistic beliefs with or without atoms," Theoretical Economics, Econometric Society, vol. 14(2), May.
    35. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research.
    36. Tian, Dejian & Tian, Weidong, 2014. "Optimal risk-sharing under mutually singular beliefs," Mathematical Social Sciences, Elsevier, vol. 72(C), pages 41-49.
    37. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004. "Variational representation of preferences under ambiguity," ICER Working Papers - Applied Mathematics Series 05-2004, ICER - International Centre for Economic Research.
    38. Sujoy Mukerji & Peter Klibanoff and Kyoungwon Seo, 2011. "Relevance and Symmetry," Economics Series Working Papers 539, University of Oxford, Department of Economics.
    39. Ghossoub, Mario, 2010. "Supplement to "Belief heterogeneity in the Arrow-Borch-Raviv insurance model"," MPRA Paper 37717, University Library of Munich, Germany, revised 22 Mar 2012.
    40. Amarante, Massimiliano & Filiz, Emel, 2007. "Ambiguous events and maxmin expected utility," Journal of Economic Theory, Elsevier, vol. 134(1), pages 1-33, May.

  23. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2005. "On the impossibility of preference aggregation under uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00193578, HAL.

    Cited by:

    1. Marcello Basili, 2008. "The global strategy to cope with H5N1: the property rights caveat," Department of Economic Policy, Finance and Development (DEPFID) University of Siena 0908, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
    2. Antoine Bommier & Stéphane Zuber, 2012. "The Pareto Principle Of Optimal Inequality," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 593-608, May.
    3. Christian Gollier, 2007. "Whom should we believe? Aggregation of heterogeneous beliefs," Journal of Risk and Uncertainty, Springer, vol. 35(2), pages 107-127, October.

  24. Jean-Marc Tallon & Sujoy Mukerji, 2004. "Ambiguity aversion and the absence of wage indexation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174562, HAL.

    Cited by:

    1. Fujikawa, Takemi, 2009. "The hot stove effect in repeated-play decision making under ambiguity," MPRA Paper 17647, University Library of Munich, Germany.
    2. Miao, Jianjun & Wang, Neng, 2011. "Risk, uncertainty, and option exercise," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 442-461, April.
    3. Dirk Hackbarth & Jianjun Maio, 2007. "The Dynamics of Mergers and Acquisitions in Oligopolistic Industries," Boston University - Department of Economics - Working Papers Series WP2007-017, Boston University - Department of Economics.
    4. Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2017. "Flexible contracts," Post-Print hal-01238046, HAL.
    5. Matthias Lang, 2015. "First-Order and Second-Order Ambiguity Aversion," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2015_13, Max Planck Institute for Research on Collective Goods.
    6. Graham, Liam & Snower, Dennis J., 2007. "Hyperbolic discounting and the Phillips curve," Kiel Working Papers 1346, Kiel Institute for the World Economy (IfW Kiel).
    7. Shin-ichi Fukuda, 2012. "Infrequent Changes of the Policy Target: Robust Optimal Monetary Policy under Ambiguity," CIRJE F-Series CIRJE-F-863, CIRJE, Faculty of Economics, University of Tokyo.
    8. Sujoy Mukerji & Jean-Marc Tallon & EUREQua & CNRS - Universite Paris I., 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.
    9. Jurgen Eichberger & Simon Grant & David Kelsey, 2006. "Updating Choquet Beliefs," Discussion Papers 0607, University of Exeter, Department of Economics.
    10. Marie-Louise Vierø, 2012. "Contracting in Vague Environments," American Economic Journal: Microeconomics, American Economic Association, vol. 4(2), pages 104-130, May.
    11. Eisei Ohtaki, 2020. "Optimality in an OLG model with nonsmooth preferences," Working Papers e145, Tokyo Center for Economic Research.
    12. Bose, Subir & Daripa, Arup, 2009. "A dynamic mechanism and surplus extraction under ambiguity," Journal of Economic Theory, Elsevier, vol. 144(5), pages 2084-2114, September.
    13. Eisei Ohtaki & Hiroyuki Ozaki, 2014. "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e069, Tokyo Center for Economic Research.
    14. Liam Graham & Dennis J. Snower, 2008. "Hyperbolic Discounting and the Phillips Curve," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(2‐3), pages 427-448, March.
    15. Laurent Denant-Boèmont & Olivier L’haridon, 2013. "La rationalité à l'épreuve de l'économie comportementale," Post-Print halshs-00921070, HAL.
    16. Shin-ichi Fukuda, 2007. "Knightian Uncertainty and Poverty Trap in a Model of Economic Growth," CIRJE F-Series CIRJE-F-502, CIRJE, Faculty of Economics, University of Tokyo.
    17. Marcello Basili & Carlo Zappia, 2009. "Shackle And Modern Decision Theory," Metroeconomica, Wiley Blackwell, vol. 60(2), pages 245-282, May.
    18. Martin Cincibuch & Matrina Horníková, 2008. "Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(05-06), pages 210-230, August.
    19. Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 229-242, October.

  25. Sujoy Mukerji & Jean-Marc Tallon, 2004. "An overview of economic applications of David Schmeidler's models of decision making under uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00502534, HAL.

    Cited by:

    1. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," PSE-Ecole d'économie de Paris (Postprint) hal-00634653, HAL.
    2. Frank Riedel & Linda Sass, 2014. "Ellsberg games," Theory and Decision, Springer, vol. 76(4), pages 469-509, April.
    3. Lang, Matthias & Wambach, Achim, 2013. "The fog of fraud – Mitigating fraud by strategic ambiguity," Games and Economic Behavior, Elsevier, vol. 81(C), pages 255-275.
    4. Massimo Guidolin & Francesca Rinaldi, 2009. "A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?," Working Papers 2009-020, Federal Reserve Bank of St. Louis.
    5. Rocco Huang, 2005. "Tolerance For Uncertainty and the Growth of Informationally Opaque Industries," Macroeconomics 0507020, University Library of Munich, Germany.
    6. Beauchêne, Dorian & Li, Jian & Li, Ming, 2019. "Ambiguous persuasion," Journal of Economic Theory, Elsevier, vol. 179(C), pages 312-365.
    7. Bade, Sophie, 2011. "Electoral competition with uncertainty averse parties," Games and Economic Behavior, Elsevier, vol. 72(1), pages 12-29, May.
    8. Olivier L'Haridon & Laetitia Placido, 2008. "Betting on Machina's reflection example : an Experiment on Ambiguity," Working Papers hal-00580032, HAL.
    9. AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2012. "Contracting for innovation under knightian uncertainty," Cahiers de recherche 2012-15, Universite de Montreal, Departement de sciences economiques.
    10. Paul Viefers, 2012. "Should I Stay or Should I Go?: A Laboratory Analysis of Investment Opportunities under Ambiguity," Discussion Papers of DIW Berlin 1228, DIW Berlin, German Institute for Economic Research.
    11. Swagata Bhattacharjee, 2019. "Dynamic Contracting for Innovation Under Ambiguity," Working Papers 15, Ashoka University, Department of Economics, revised 02 Aug 2019.
    12. Daniel Laskar, 2012. "Ambiguity and Coordination in a Global. Game Model of Financial Crises," PSE Working Papers halshs-00749500, HAL.
    13. Mukerji, Sujoy, 2009. "Foundations Of Ambiguity And Economic Modelling," Economics and Philosophy, Cambridge University Press, vol. 25(3), pages 297-302, November.
    14. Beauchêne, D., 2019. "Is ambiguity aversion bad for innovation?," Journal of Economic Theory, Elsevier, vol. 183(C), pages 1154-1176.
    15. Robin Cubitt & Gijs Kuilen & Sujoy Mukerji, 2018. "The strength of sensitivity to ambiguity," Theory and Decision, Springer, vol. 85(3), pages 275-302, October.
    16. Bade, Sophie, 2011. "Ambiguous act equilibria," Games and Economic Behavior, Elsevier, vol. 71(2), pages 246-260, March.
    17. Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
    18. Daniel Laskar, 2010. "Uncertainty and Central Banl Transparency: A Non-Bayesian Approach," PSE Working Papers halshs-00562662, HAL.
    19. Daniel Laskar, 2012. "Ambiguity and Coordination in a Global. Game Model of Financial Crises," Working Papers halshs-00749500, HAL.
    20. Lo, Kin Chung, 2007. "Sharing beliefs about actions," Mathematical Social Sciences, Elsevier, vol. 53(2), pages 123-133, March.
    21. Eisei Ohtaki & Hiroyuki Ozaki, 2013. "Monetary Equilibria and Knightian Uncertainty," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-032, Keio/Kyoto Joint Global COE Program.
    22. Amarante, M & Ghossoub, M & Phelps, E, 2013. "Innovation, Entrepreneurship and Knightian Uncertainty," Working Papers 12241, Imperial College, London, Imperial College Business School.
    23. Daniel Laskar, 2010. "Uncertainty and Central Banl Transparency: A Non-Bayesian Approach," Working Papers halshs-00562662, HAL.
    24. Daniel Laskar, 2012. "Uncertainty and Central Bank Transparency: A Non-Bayesian Approach," Post-Print halshs-00754598, HAL.
    25. Kin Chung Lo, 2007. "Correlated Nash Equilibrium," Working Papers 2007_5, York University, Department of Economics.
    26. Eisei Ohtaki, 2016. "Optimality of the Friedman rule under ambiguity," Working Papers e103, Tokyo Center for Economic Research.
    27. Rebille, Yann, 2007. "Patience in some non-additive models," Journal of Mathematical Economics, Elsevier, vol. 43(6), pages 749-763, August.
    28. Kin Chung Lo, 2009. "Possibility and permissibility," Working Papers 2009_01, York University, Department of Economics.
    29. Daniel Laskar, 2012. "Uncertainty and Central Bank Transparency: A Non-Bayesian Approach," PSE-Ecole d'économie de Paris (Postprint) halshs-00754598, HAL.
    30. Qi, Jin & Sim, Melvyn & Sun, Defeng & Yuan, Xiaoming, 2016. "Preferences for travel time under risk and ambiguity: Implications in path selection and network equilibrium," Transportation Research Part B: Methodological, Elsevier, vol. 94(C), pages 264-284.
    31. Basili, Marcello & Zappia, Carlo, 2009. "Keynes's "non-numerical" probabilities and non-additive measures," Journal of Economic Psychology, Elsevier, vol. 30(3), pages 419-430, June.
    32. Rosenberg, Dinah & Vieille, Nicolas, 2019. "Zero-sum games with ambiguity," Games and Economic Behavior, Elsevier, vol. 117(C), pages 238-249.
    33. Jonathan E. Alevy, 2011. "Ambiguity in Individual Choice and Market Environments: On the Importance of Comparative Ignorance," Working Papers 2011-04, University of Alaska Anchorage, Department of Economics.
    34. Daniel Laskar, 2008. "Monetary policy uncertainty and macroeconomic performance: An extended non-bayesian framework," Working Papers halshs-00586883, HAL.
    35. Azrieli, Yaron & Teper, Roee, 2011. "Uncertainty aversion and equilibrium existence in games with incomplete information," Games and Economic Behavior, Elsevier, vol. 73(2), pages 310-317.
    36. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2028-2039.
    37. ,, 2013. "Endogenous indeterminacy and volatility of asset prices under ambiguity," Theoretical Economics, Econometric Society, vol. 8(3), September.
    38. Laskar, Daniel, 2014. "Ambiguity and perceived coordination in a global game," Economics Letters, Elsevier, vol. 122(2), pages 317-320.
    39. Christian Kellner, 2017. "The principal-agent problem with smooth ambiguity," Review of Economic Design, Springer;Society for Economic Design, vol. 21(2), pages 83-119, June.

  26. Jean-Marc Tallon & Jean-Christophe Vergnaud & Shmuel Zamir, 2004. "Communication among agents: a way to revise beliefs in KD45 Kripke structures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00499348, HAL.

    Cited by:

    1. Ziv Hellman, 2012. "Deludedly Agreeing to Agree," Discussion Paper Series dp605, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.

  27. Thibault Gadjos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2004. "Coping with Imprecise Information : A Decision Theoretic Approach," Working Papers 2004-14, Center for Research in Economics and Statistics.

    Cited by:

    1. Thibault Gajdos & Feriel Kandil, 2008. "The ignorant observer," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00177374, HAL.
    2. Marciano Siniscalchi, 2009. "Vector Expected Utility and Attitudes Toward Variation," Econometrica, Econometric Society, vol. 77(3), pages 801-855, May.
    3. Thibault Gajdos & Feriel Kandil, 2006. "The Ignorant Observer," Post-Print halshs-00115722, HAL.
    4. Henry, Marc, 2007. "A representation of decision by analogy," Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 771-794, September.

  28. Sujoy Mukerji & Jean-Marc Tallon, 2003. "Ellsberg's two-color experiment, portfolio inertia and ambiguity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00499358, HAL.

    Cited by:

    1. Fujikawa, Takemi, 2009. "The hot stove effect in repeated-play decision making under ambiguity," MPRA Paper 17647, University Library of Munich, Germany.
    2. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," PSE-Ecole d'économie de Paris (Postprint) hal-00634653, HAL.
    3. Larry G. Epstein & Martin Schneider, 2010. "Ambiguity and Asset Markets," NBER Working Papers 16181, National Bureau of Economic Research, Inc.
    4. Youichiro Higashi & Sujoy Mukerji & Norio Takeoka & Jean-Marc Tallon, 2008. "Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity," Post-Print halshs-00175266, HAL.
    5. Sujoy Mukerji & Jean-Marc Tallon & EUREQua & CNRS - Universite Paris I., 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.
    6. M. A. Virasoro, 2011. "Non-Gaussianity of the Intraday Returns Distribution: its evolution in time," Papers 1112.0770, arXiv.org, revised Dec 2011.
    7. Jiang, Julia & Liu, Jun & Tian, Weidong & Zeng, Xudong, 2022. "Portfolio concentration, portfolio inertia, and ambiguous correlation," Journal of Economic Theory, Elsevier, vol. 203(C).
    8. Lin, Qian & Sun, Xianming & Zhou, Chao, 2020. "Horizon-unbiased investment with ambiguity," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    9. Carmela Mauro, 2008. "Uncertainty Aversion Vs. Competence: An Experimental Market Study," Theory and Decision, Springer, vol. 64(2), pages 301-331, March.

  29. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2002. "Sharing beliefs and the absence of betting in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00481307, HAL.

    Cited by:

    1. Galanis, Spyros, 2018. "Speculation under unawareness," Games and Economic Behavior, Elsevier, vol. 109(C), pages 598-615.
    2. Alexander Zimper, 2007. "Half empty, half full and why we can agree to disagree forever," Working Papers 058, Economic Research Southern Africa.
    3. Atsushi Kajii & Takashi Ui, 2004. "Agreeable Bets with Multiple Priors," KIER Working Papers 581, Kyoto University, Institute of Economic Research.
    4. Lo, Kin Chung, 2007. "Sharing beliefs about actions," Mathematical Social Sciences, Elsevier, vol. 53(2), pages 123-133, March.
    5. Ghirardato, Paolo & Siniscalchi, Marciano, 2018. "Risk sharing in the small and in the large," Journal of Economic Theory, Elsevier, vol. 175(C), pages 730-765.
    6. Galanis, Spyros, 2018. "Financial complexity and trade," Games and Economic Behavior, Elsevier, vol. 112(C), pages 219-230.

  30. Thibault Gadjos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Decision Making with Imprecise Probabilistic Information," Working Papers 2002-33, Center for Research in Economics and Statistics.

    Cited by:

    1. Marco Scarsini & A. Müller & Taizhong Hu, 2004. "Some counterexamples in positive dependence," Post-Print hal-00539628, HAL.
    2. Stoye, Jörg, 2011. "Axioms for minimax regret choice correspondences," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2226-2251.
    3. Raphaël Giraud & Jean-Marc Tallon, 2011. "Are beliefs a matter of taste? A case for Objective Imprecise Information," Post-Print halshs-00502781, HAL.
    4. Thibault Gajdos & Feriel Kandil, 2008. "The ignorant observer," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00177374, HAL.
    5. Tigran Melkonyan & Mark Pingle, 2010. "Ambiguity, pessimism, and rational religious choice," Theory and Decision, Springer, vol. 69(3), pages 417-438, September.
    6. ,, 2014. "Second order beliefs models of choice under imprecise risk: non-additive second order beliefs vs. nonlinear second order utility," Theoretical Economics, Econometric Society, vol. 9(3), September.
    7. Tania Bouglet & Thomas Lanzi & Jean-Christophe Vergnaud, 2006. "Incertitude scientifique et décision publique: le recours au Principe de Précaution," Post-Print halshs-00150931, HAL.
    8. Giulianella Coletti & Davide Petturiti & Barbara Vantaggi, 2019. "Dutch book rationality conditions for conditional preferences under ambiguity," Annals of Operations Research, Springer, vol. 279(1), pages 115-150, August.
    9. Marciano Siniscalchi, 2009. "Vector Expected Utility and Attitudes Toward Variation," Econometrica, Econometric Society, vol. 77(3), pages 801-855, May.
    10. Giuseppe De Marco, 2016. "Ambiguous Games without a State Space and Full Rationality," CSEF Working Papers 425, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Apr 2017.
    11. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Coping with imprecise information: a decision theoretic approach," Cahiers de la Maison des Sciences Economiques v04056, Université Panthéon-Sorbonne (Paris 1), revised May 2004.
    12. Giuseppe De Marco, 2019. "On the convexity of preferences in decisions and games under (quasi-)convex/concave imprecise probability correspondences," CSEF Working Papers 523, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    13. Thibault Gadjos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Decision Making with Imprecise Probabilistic Information," Working Papers 2002-33, Center for Research in Economics and Statistics.
    14. Chambers, Robert G. & Quiggin, John C., 2002. "Dual Approaches To The Analysis Of Risk Aversion," Working Papers 28606, University of Maryland, Department of Agricultural and Resource Economics.
    15. Daniel Laskar, 2012. "Ambiguity and Coordination in a Global. Game Model of Financial Crises," PSE Working Papers halshs-00749500, HAL.
    16. Daniel Laskar, 2010. "Uncertainty and Central Banl Transparency: A Non-Bayesian Approach," PSE Working Papers halshs-00562662, HAL.
    17. Marco M. Sorge, 2012. "Robust Delegation with Uncertain Monetary Policy Preferences," EERI Research Paper Series EERI_RP_2012_05, Economics and Econometrics Research Institute (EERI), Brussels.
    18. Chambers, Christopher P. & Hayashi, Takashi, 2010. "Bayesian consistent belief selection," Journal of Economic Theory, Elsevier, vol. 145(1), pages 432-439, January.
    19. Sujoy Mukerji & Peter Klibanoff & Kyoungwon Seo, 2014. "Perceived Ambiguity and Relevant Measures," Economics Series Working Papers 711, University of Oxford, Department of Economics.
    20. Daniel Laskar, 2012. "Ambiguity and Coordination in a Global. Game Model of Financial Crises," Working Papers halshs-00749500, HAL.
    21. Daniel Laskar, 2010. "Uncertainty and Central Banl Transparency: A Non-Bayesian Approach," Working Papers halshs-00562662, HAL.
    22. Müller, Alfred & Scarsini, Marco, 2005. "Archimedean copulæ and positive dependence," Journal of Multivariate Analysis, Elsevier, vol. 93(2), pages 434-445, April.
    23. Daniel Laskar, 2012. "Uncertainty and Central Bank Transparency: A Non-Bayesian Approach," Post-Print halshs-00754598, HAL.
    24. Polak, George G. & Rogers, David F. & Sweeney, Dennis J., 2010. "Risk management strategies via minimax portfolio optimization," European Journal of Operational Research, Elsevier, vol. 207(1), pages 409-419, November.
    25. Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006. "Attitude toward imprecise information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00130179, HAL.
    26. Pauline Barrieu & Sinclair Desgagn�, 2009. "Economic policy when models disagree," GRI Working Papers 4, Grantham Research Institute on Climate Change and the Environment.
    27. Thibault Gajdos & Feriel Kandil, 2008. "The ignorant observer," Post-Print halshs-00177374, HAL.
    28. Tapking, Jens, 2004. "Axioms for preferences revealing subjective uncertainty and uncertainty aversion," Journal of Mathematical Economics, Elsevier, vol. 40(7), pages 771-797, November.
    29. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On consistency of nonparametric normal mixtures for Bayesian density estimation," ICER Working Papers - Applied Mathematics Series 23-2004, ICER - International Centre for Economic Research.
    30. Jörg Stoye, 2011. "Statistical decisions under ambiguity," Theory and Decision, Springer, vol. 70(2), pages 129-148, February.
    31. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "On rates of convergence for posterior distributions in infinite–dimensional models," ICER Working Papers - Applied Mathematics Series 24-2004, ICER - International Centre for Economic Research.
    32. Claude Henry, 2005. "Du risque à l'incertitude dans les modèles de décisions," Working Papers hal-00242967, HAL.
    33. Gajdos, Thibault & Vergnaud, Jean-Christophe, 2009. "Decisions with conflicting and imprecise information," LSE Research Online Documents on Economics 27005, London School of Economics and Political Science, LSE Library.
    34. Barrieu, Pauline & Desgagne, Bernard Sinclair, 2009. "Economic policy when models disagree," LSE Research Online Documents on Economics 37607, London School of Economics and Political Science, LSE Library.
    35. Daniel Laskar, 2012. "Uncertainty and Central Bank Transparency: A Non-Bayesian Approach," PSE-Ecole d'économie de Paris (Postprint) halshs-00754598, HAL.
    36. Yehuda Izhakian & Zur Izhakian, 2015. "Decision making in phantom spaces," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(1), pages 59-98, January.
    37. Antonio Lijoi & Igor Prünster & Stephen G. Walker, 2004. "Contributions to the understanding of Bayesian consistency," ICER Working Papers - Applied Mathematics Series 13-2004, ICER - International Centre for Economic Research.
    38. Takashi Hayashi & Ryoko Wada, 2010. "Choice with imprecise information: an experimental approach," Theory and Decision, Springer, vol. 69(3), pages 355-373, September.
    39. Daniel Laskar, 2008. "Monetary policy uncertainty and macroeconomic performance: An extended non-bayesian framework," Working Papers halshs-00586883, HAL.
    40. Henry, Marc, 2007. "A representation of decision by analogy," Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 771-794, September.
    41. Sujoy Mukerji & Peter Klibanoff and Kyoungwon Seo, 2011. "Relevance and Symmetry," Economics Series Working Papers 539, University of Oxford, Department of Economics.
    42. Laure Cabantous & Denis Hilton, 2006. "De l'aversion à l'ambiguïté aux attitudes face à l'ambiguïté. Les apports d'une perspective psychologique en économie," Revue économique, Presses de Sciences-Po, vol. 57(2), pages 259-280.
    43. Nehring, Klaus, 2009. "Imprecise probabilistic beliefs as a context for decision-making under ambiguity," Journal of Economic Theory, Elsevier, vol. 144(3), pages 1054-1091, May.
    44. David R. Bickel, 2014. "Small-scale Inference: Empirical Bayes and Confidence Methods for as Few as a Single Comparison," International Statistical Review, International Statistical Institute, vol. 82(3), pages 457-476, December.
    45. Melkonyan, Tigran A., 2011. "The Effect of Communicating Ambiguous Risk Information on Choice," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(2), pages 1-21, August.

  31. Sujoy Mukerji & Jean-Marc Tallon & CNRS-EUREQua & Universite Paris I, 2002. "Ellsberg`s 2-Color Experiment, Bid-Ask Behavior and Ambiguity," Economics Series Working Papers 114, University of Oxford, Department of Economics.

    Cited by:

    1. Larry Epstein & Martin Schneider, 2006. "Learning Under Ambiguity," RCER Working Papers 527, University of Rochester - Center for Economic Research (RCER).

  32. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Post-Print halshs-00174770, HAL.

    Cited by:

    1. Mayag, Brice & Bouyssou, Denis, 2020. "Necessary and possible interaction between criteria in a 2-additive Choquet integral model," European Journal of Operational Research, Elsevier, vol. 283(1), pages 308-320.
    2. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," PSE-Ecole d'économie de Paris (Postprint) hal-00634653, HAL.
    3. Zvi Safra & Uzi Segal, 2018. "A Lot of Ambiguity," Boston College Working Papers in Economics 954, Boston College Department of Economics, revised 31 Mar 2020.
    4. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dual-self Representations of Ambiguity Preferences," Cowles Foundation Discussion Papers 2180R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2021.
    5. Hirbod Assa & Alexander Zimper, 2017. "Preferences Over all Random Variables: Incompatibility of Convexity and Continuity," Working Papers 201714, University of Pretoria, Department of Economics.
    6. Lorenzo Bastianello & Alain Chateauneuf, 2016. "About delay aversion," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01302543, HAL.
    7. Paolo Ghirardato & Massimo Marinacci, 2000. "Risk, Ambiguity, and the Separation of Utility and Beliefs," Levine's Working Paper Archive 7616, David K. Levine.
    8. Johanna Etner & Meglena Jeleva & Jean-Marc Tallon, 2009. "Decision theory under uncertainty," Documents de travail du Centre d'Economie de la Sorbonne 09064, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
    9. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Diversification preferences in the theory of choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 143-174, November.
    10. Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997. "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications 97.54, Université Panthéon-Sorbonne (Paris 1).
    11. Ola Mahmoud, 2022. "The Willingness to Pay for Diversification," Management Science, INFORMS, vol. 68(8), pages 6235-6249, August.
    12. Alain Chateauneuf & Michèle Cohen, 2008. "Cardinal extensions of EU model based on the Choquet integral," Post-Print halshs-00348822, HAL.
    13. Moez Abouda, 2008. "Decreasing absolute risk aversion: some clarification," Post-Print halshs-00270648, HAL.
    14. Marciano Siniscalchi, 2009. "Vector Expected Utility and Attitudes Toward Variation," Econometrica, Econometric Society, vol. 77(3), pages 801-855, May.
    15. Laetitia Placido & Aurélien Baillon & Olivier L'Haridon, 2011. "Ambiguity models and the Machina paradoxes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00645899, HAL.
    16. Chateauneuf, A. & Grabisch, M. & Rico, A., 2008. "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1084-1099, December.
    17. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL.
    18. Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021. "Propensity for hedging and ambiguity aversion," PSE-Ecole d'économie de Paris (Postprint) hal-03330739, HAL.
    19. Safra, Zvi & Segal, Uzi, 2022. "A lot of ambiguity," Journal of Economic Theory, Elsevier, vol. 200(C).
    20. Koumou, Gilles Boevi & Dionne, Georges, 2019. "Coherent diversification measures in portfolio theory: An axiomatic foundation," Working Papers 19-2, HEC Montreal, Canada Research Chair in Risk Management.
    21. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.
    22. Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dispersed Behavior and Perceptions in Assortative Societies," Cowles Foundation Discussion Papers 2180, Cowles Foundation for Research in Economics, Yale University.
    23. Gilles Boevi Koumou, 2016. "Risk reduction and Diversification within Markowitz's Mean-Variance Model: Theoretical Revisit," Papers 1608.05024, arXiv.org, revised Aug 2016.
    24. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Post-Print hal-00271265, HAL.
    25. Galand, Lucie & Perny, Patrice & Spanjaard, Olivier, 2010. "Choquet-based optimisation in multiobjective shortest path and spanning tree problems," European Journal of Operational Research, Elsevier, vol. 204(2), pages 303-315, July.
    26. Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
    27. Nabil Kazi-Tani, 2018. "Inf-Convolution of Choquet Integrals and Applications in Optimal Risk Transfer," Working Papers hal-01742629, HAL.
    28. Simon Grant & Ben Polak, 2011. "Mean-Dispersion Preferences and Constant Absolute Uncertainty Aversion," Cowles Foundation Discussion Papers 1805, Cowles Foundation for Research in Economics, Yale University.
    29. Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Boolean Representations of Preferences under Ambiguity," Cowles Foundation Discussion Papers 2180R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2019.
    30. Aouani, Zaier & Chateauneuf, Alain, 2008. "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, vol. 56(2), pages 185-194, September.
    31. Wakker, Peter P. & Yang, Jingni, 2019. "A powerful tool for analyzing concave/convex utility and weighting functions," Journal of Economic Theory, Elsevier, vol. 181(C), pages 143-159.
    32. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Naive Diversification Preferences and their Representation," Papers 1611.01285, arXiv.org, revised Nov 2016.
    33. Borglin, Anders & Flåm, Sjur, 2007. "Rationalizing Constrained Contingent Claims," Working Papers 2007:12, Lund University, Department of Economics.
    34. Gilles Boevi Koumou, 2020. "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 267-312, September.
    35. Moez Abouda & Elyess Farhoud, 2010. "Risk aversion and Relationships in model-free," Post-Print halshs-00492170, HAL.
    36. Guerdjikova, Ani, 2004. "Preference for diversification with similarity considerations," Papers 04-48, Sonderforschungsbreich 504.
    37. Baillon, Aurélien & Driesen, Bram & Wakker, Peter P., 2012. "Relative concave utility for risk and ambiguity," Games and Economic Behavior, Elsevier, vol. 75(2), pages 481-489.
    38. Wakker, Peter P., 2005. "Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces," Games and Economic Behavior, Elsevier, vol. 50(1), pages 107-125, January.
    39. Kobberling, Veronika & Wakker, Peter P., 2005. "An index of loss aversion," Journal of Economic Theory, Elsevier, vol. 122(1), pages 119-131, May.

  33. Thibault Gajdos & Jean-Marc Tallon, 2002. "Fairness under Uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086032, HAL.

    Cited by:

    1. de Clippel, Geoffroy, 2008. "Equity, envy and efficiency under asymmetric information," Economics Letters, Elsevier, vol. 99(2), pages 265-267, May.
    2. Qu, Xiangyu, 2022. "On the measurement of opportunity-dependent inequality under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 101(C).
    3. R?bert F. Veszteg, 2004. "Fairness under Uncertainty with Indivisibilities," UFAE and IAE Working Papers 613.04, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    4. Chiara Donnini & Maria Graziano & Marialaura Pesce, 2014. "Coalitional fairness in interim differential information economies," Journal of Economics, Springer, vol. 111(1), pages 55-68, February.
    5. Marc Fleurbaey & Stéphane Zuber, 2014. "Fair management of social risk," Documents de travail du Centre d'Economie de la Sorbonne 14016r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Sep 2015.
    6. Chew, Soo Hong & Sagi, Jacob S., 2012. "An inequality measure for stochastic allocations," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1517-1544.
    7. Achille Basile & Maria Gabriella Graziano & Maria Laura Pesce, 2012. "On Fairness of Equilibria in Economies with Differential Information," CSEF Working Papers 303, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    8. Maria Laura Pesce, 2011. "Are Asymmetrically Informed Agents Envious?," CSEF Working Papers 292, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    9. Marialaura Pesce, 2017. "Are Asymmetrically Informed Individuals Irremediably Envious?," Metroeconomica, Wiley Blackwell, vol. 68(1), pages 2-21, February.
    10. Miyagishima, Kaname, 2019. "Fair criteria for social decisions under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 77-87.

  34. Billot, A. & Chateauneuf, A. & Gilboa, I. & Tallon, J.-M., 2001. "Bargaining Over an Uncertain Outcome: The Role of Beliefs," Papers 2001-21, Tel Aviv.

    Cited by:

    1. Wenner, Lukas M., 2018. "Do sellers exploit biased beliefs of buyers? An experiment," Games and Economic Behavior, Elsevier, vol. 110(C), pages 194-215.

  35. Mokerji, S. & Tallon, J.M., 2000. "Ambiguity Aversion and the Absence of Indexed Debt," Papiers d'Economie Mathématique et Applications 2000.53, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Larry G. Epstein & Martin Schneider, 2010. "Ambiguity and Asset Markets," NBER Working Papers 16181, National Bureau of Economic Research, Inc.
    2. Sujoy Mukerji & Jean-Marc Tallon, 2003. "Ellsberg's two-color experiment, portfolio inertia and ambiguity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00499358, HAL.
    3. Shin-ichi Fukuda, 2012. "Infrequent Changes of the Policy Target: Robust Optimal Monetary Policy under Ambiguity," CIRJE F-Series CIRJE-F-863, CIRJE, Faculty of Economics, University of Tokyo.
    4. Sujoy Mukerji & Jean-Marc Tallon & EUREQua & CNRS - Universite Paris I., 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.
    5. Eisei Ohtaki, 2020. "Optimality in an OLG model with nonsmooth preferences," Working Papers e145, Tokyo Center for Economic Research.
    6. Eisei Ohtaki & Hiroyuki Ozaki, 2013. "Monetary Equilibria and Knightian Uncertainty," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-032, Keio/Kyoto Joint Global COE Program.
    7. Federica Ceron & Vassili Vergopoulos, 2021. "On stochastic independence under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 925-960, April.
    8. Eisei Ohtaki & Hiroyuki Ozaki, 2014. "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e069, Tokyo Center for Economic Research.
    9. Jan Werner, 2021. "Participation in risk sharing under ambiguity," Theory and Decision, Springer, vol. 90(3), pages 507-519, May.
    10. Sujoy Mukerji & Jean-Marc Tallon & EUREQua & CNRS & Universite Paris I, 2002. "Ambiguity Aversion and the Absence of Wage Indexation," Economics Series Working Papers 111, University of Oxford, Department of Economics.
    11. John Y Zhu, 2022. "Anticipating Disagreement in Dynamic Contracting [An incomplete contracts approach to financial contracting]," Review of Finance, European Finance Association, vol. 26(5), pages 1241-1265.
    12. Martin Schneider, 2010. "The Research Agenda: Martin Schneider on Multiple Priors Preferences and Financial Markets," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 11(2), April.
    13. Martin Cincibuch & Matrina Horníková, 2008. "Measuring the Financial Markets’ Perception of EMU Enlargement: The Role of Ambiguity Aversion," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(05-06), pages 210-230, August.

  36. Alain Chateauneuf & Jean-Marc Tallon, 2000. "Diversification, Convex Preferences and Non-Empty Core," Econometric Society World Congress 2000 Contributed Papers 0751, Econometric Society.

    Cited by:

    1. Mayag, Brice & Bouyssou, Denis, 2020. "Necessary and possible interaction between criteria in a 2-additive Choquet integral model," European Journal of Operational Research, Elsevier, vol. 283(1), pages 308-320.
    2. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," PSE-Ecole d'économie de Paris (Postprint) hal-00634653, HAL.
    3. Zvi Safra & Uzi Segal, 2018. "A Lot of Ambiguity," Boston College Working Papers in Economics 954, Boston College Department of Economics, revised 31 Mar 2020.
    4. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dual-self Representations of Ambiguity Preferences," Cowles Foundation Discussion Papers 2180R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2021.
    5. Hirbod Assa & Alexander Zimper, 2017. "Preferences Over all Random Variables: Incompatibility of Convexity and Continuity," Working Papers 201714, University of Pretoria, Department of Economics.
    6. Lorenzo Bastianello & Alain Chateauneuf, 2016. "About delay aversion," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01302543, HAL.
    7. Paolo Ghirardato & Massimo Marinacci, 2000. "Risk, Ambiguity, and the Separation of Utility and Beliefs," Levine's Working Paper Archive 7616, David K. Levine.
    8. Johanna Etner & Meglena Jeleva & Jean-Marc Tallon, 2009. "Decision theory under uncertainty," Documents de travail du Centre d'Economie de la Sorbonne 09064, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.
    9. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Diversification preferences in the theory of choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(2), pages 143-174, November.
    10. Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997. "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications 97.54, Université Panthéon-Sorbonne (Paris 1).
    11. Ola Mahmoud, 2022. "The Willingness to Pay for Diversification," Management Science, INFORMS, vol. 68(8), pages 6235-6249, August.
    12. Alain Chateauneuf & Michèle Cohen, 2008. "Cardinal extensions of EU model based on the Choquet integral," Post-Print halshs-00348822, HAL.
    13. Moez Abouda, 2008. "Decreasing absolute risk aversion: some clarification," Post-Print halshs-00270648, HAL.
    14. Marciano Siniscalchi, 2009. "Vector Expected Utility and Attitudes Toward Variation," Econometrica, Econometric Society, vol. 77(3), pages 801-855, May.
    15. Laetitia Placido & Aurélien Baillon & Olivier L'Haridon, 2011. "Ambiguity models and the Machina paradoxes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00645899, HAL.
    16. Chateauneuf, A. & Grabisch, M. & Rico, A., 2008. "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1084-1099, December.
    17. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL.
    18. Zaier Aouani & Alain Chateauneuf & Caroline Ventura, 2021. "Propensity for hedging and ambiguity aversion," PSE-Ecole d'économie de Paris (Postprint) hal-03330739, HAL.
    19. Safra, Zvi & Segal, Uzi, 2022. "A lot of ambiguity," Journal of Economic Theory, Elsevier, vol. 200(C).
    20. Koumou, Gilles Boevi & Dionne, Georges, 2019. "Coherent diversification measures in portfolio theory: An axiomatic foundation," Working Papers 19-2, HEC Montreal, Canada Research Chair in Risk Management.
    21. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.
    22. Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dispersed Behavior and Perceptions in Assortative Societies," Cowles Foundation Discussion Papers 2180, Cowles Foundation for Research in Economics, Yale University.
    23. Gilles Boevi Koumou, 2016. "Risk reduction and Diversification within Markowitz's Mean-Variance Model: Theoretical Revisit," Papers 1608.05024, arXiv.org, revised Aug 2016.
    24. Alain Chateauneuf & Ghizlane Lakhnati, 2007. "From sure to strong diversification," Post-Print hal-00271265, HAL.
    25. Galand, Lucie & Perny, Patrice & Spanjaard, Olivier, 2010. "Choquet-based optimisation in multiobjective shortest path and spanning tree problems," European Journal of Operational Research, Elsevier, vol. 204(2), pages 303-315, July.
    26. Moez Abouda & Elyess Farhoud, 2010. "Anti-comonotone random variables and anti-monotone risk aversion," Post-Print halshs-00497444, HAL.
    27. Nabil Kazi-Tani, 2018. "Inf-Convolution of Choquet Integrals and Applications in Optimal Risk Transfer," Working Papers hal-01742629, HAL.
    28. Simon Grant & Ben Polak, 2011. "Mean-Dispersion Preferences and Constant Absolute Uncertainty Aversion," Cowles Foundation Discussion Papers 1805, Cowles Foundation for Research in Economics, Yale University.
    29. Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Boolean Representations of Preferences under Ambiguity," Cowles Foundation Discussion Papers 2180R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2019.
    30. Aouani, Zaier & Chateauneuf, Alain, 2008. "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, vol. 56(2), pages 185-194, September.
    31. Wakker, Peter P. & Yang, Jingni, 2019. "A powerful tool for analyzing concave/convex utility and weighting functions," Journal of Economic Theory, Elsevier, vol. 181(C), pages 143-159.
    32. Enrico G. De Giorgi & Ola Mahmoud, 2016. "Naive Diversification Preferences and their Representation," Papers 1611.01285, arXiv.org, revised Nov 2016.
    33. Borglin, Anders & Flåm, Sjur, 2007. "Rationalizing Constrained Contingent Claims," Working Papers 2007:12, Lund University, Department of Economics.
    34. Gilles Boevi Koumou, 2020. "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(3), pages 267-312, September.
    35. Moez Abouda & Elyess Farhoud, 2010. "Risk aversion and Relationships in model-free," Post-Print halshs-00492170, HAL.
    36. Guerdjikova, Ani, 2004. "Preference for diversification with similarity considerations," Papers 04-48, Sonderforschungsbreich 504.
    37. Baillon, Aurélien & Driesen, Bram & Wakker, Peter P., 2012. "Relative concave utility for risk and ambiguity," Games and Economic Behavior, Elsevier, vol. 75(2), pages 481-489.
    38. Wakker, Peter P., 2005. "Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces," Games and Economic Behavior, Elsevier, vol. 50(1), pages 107-125, January.
    39. Kobberling, Veronika & Wakker, Peter P., 2005. "An index of loss aversion," Journal of Economic Theory, Elsevier, vol. 122(1), pages 119-131, May.

  37. Michèle Cohen & Jean-Marc Tallon, 2000. "Décision dans le risque et l'incertain : l'apport des modèles non additifs," Post-Print halshs-00499376, HAL.

    Cited by:

    1. Wigniolle, B., 2014. "Optimism, pessimism and financial bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 188-208.
    2. Trabelsi, Mohamed Ali, 2006. "Les Nouveaux Modèles de Décision dans le Risque et l’Incertain : Quel Apport ? [The New Models of Decision Under Risk or Uncertainty : What Approach?]," MPRA Paper 76954, University Library of Munich, Germany.
    3. Jean Baccelli, 2016. "L'analyse axiomatique et l'attitude par rapport au risque," Post-Print hal-01462286, HAL.

  38. Jean-Michel Courtault & Jean-Marc Tallon, 2000. "Allais' trading process and the dynamic evolution of a market economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00499371, HAL.

    Cited by:

    1. Jean-Michel Courtault & Bertrand Crettez & Naïla Hayek, 2005. "Allais's Trading Process And The Dynamic Evolution of an OLG Markets Economy," Post-Print halshs-00448184, HAL.
    2. Lall Ramrattan & Michael Szenberg, 2011. "Maurice Allais: A Review of His Major Works, A Memoriam, 1911–2010," The American Economist, Sage Publications, vol. 56(1), pages 104-122, May.
    3. Jean-Paul Chavas & Daniel W. Bromley, 2008. "On the Origins and Evolving Role of Money," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 164(4), pages 624-651, December.
    4. Olivier Baguelin, 2020. "What's right with the neoclassical legacy? Allais' response," Working Papers hal-02541406, HAL.

  39. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.

    Cited by:

    1. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," PSE-Ecole d'économie de Paris (Postprint) hal-00634653, HAL.
    2. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000. "Sharing beliefs: between agreeing and disagreeing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174553, HAL.
    3. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dual-self Representations of Ambiguity Preferences," Cowles Foundation Discussion Papers 2180R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2021.
    4. Boonen, Tim J. & Jiang, Wenjun, 2022. "Bilateral risk sharing in a comonotone market with rank-dependent utilities," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 361-378.
    5. Giuseppe Dari-Mattiacci & Eric Langlais, 2008. "Social Wealth and Optimal Care," Working Papers hal-04140721, HAL.
    6. Anwar, Sajid & Zheng, Mingli, 2012. "Competitive insurance market in the presence of ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 79-84.
    7. Aloisio Araujo, 2015. "General equilibrium, preferences and financial institutions after the crisis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 217-254, February.
    8. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Post-Print halshs-02495663, HAL.
    9. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2015. "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Post-Print halshs-01224491, HAL.
    10. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017. "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Post-Print halshs-01336882, HAL.
    11. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Post-Print hal-03252242, HAL.
    12. Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Post-Print hal-01161662, HAL.
    13. Martins-da-Rocha, V. Filipe, 2010. "Interim efficiency with MEU-preferences," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1987-2017, September.
    14. Mukerji, S. & Tallon, J.-M., 1999. "Ambiguity Aversion and Incompleteness of Financial Markets," Papiers d'Economie Mathématique et Applications 1999-28, Université Panthéon-Sorbonne (Paris 1).
    15. Du, Shaofu & Chen, Yuan & Peng, Jing & Nie, Tengfei, 2022. "Incorporating risk fairness concerns into wine futures under quality uncertainty," Omega, Elsevier, vol. 113(C).
    16. Alexander Zimper, 2007. "Half empty, half full and why we can agree to disagree forever," Working Papers 058, Economic Research Southern Africa.
    17. Patrick Beissner & Frank Riedel, 2016. "Knight--Walras Equilibria," Papers 1605.04385, arXiv.org.
    18. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Coping with imprecise information: a decision theoretic approach," Cahiers de la Maison des Sciences Economiques v04056, Université Panthéon-Sorbonne (Paris 1), revised May 2004.
    19. AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2012. "Contracting for innovation under knightian uncertainty," Cahiers de recherche 2012-15, Universite de Montreal, Departement de sciences economiques.
    20. Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01410661, HAL.
    21. Sujoy Mukerji & Jean-Marc Tallon & EUREQua & CNRS - Universite Paris I., 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.
    22. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL.
    23. Giuseppe Dari-Mattiacci & Eric Langlais, 2012. "Social wealth and optimal care," Post-Print hal-01385819, HAL.
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    Cited by:

    1. Wigniolle, B., 2014. "Optimism, pessimism and financial bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 188-208.
    2. Meglena JELEVA, 2005. "Croyances de survie et choix de contrat d’assurance décès : une étude empirique," Discussion Papers (REL - Recherches Economiques de Louvain) 2005014, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    3. Philippe Mongin, 2011. "La théorie de la décision et la psychologie du sens commun," Working Papers hal-00579359, HAL.
    4. Meglena Jeleva, 2005. "Croyances de survie et choix de contrat d'assurance décès une étude empirique," Recherches économiques de Louvain, De Boeck Université, vol. 71(1), pages 95-116.
    5. Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006. "Beliefs and Dynamic Consistency," Chapters, in: Richard Arena & Agnès Festré (ed.), Knowledge, Beliefs and Economics, chapter 7, Edward Elgar Publishing.
    6. Claude Henry & Marc Henry, 2002. "Formalization and applications of the Precautionary Principle," Working Papers hal-00243001, HAL.
    7. V. I. Yukalov & D. Sornette, 2014. "Manipulating decision making of typical agents," Papers 1409.0636, arXiv.org.
    8. Laurent Denant-Boèmont & Olivier L’haridon, 2013. "La rationalité à l'épreuve de l'économie comportementale," Post-Print halshs-00921070, HAL.
    9. Trabelsi, Mohamed Ali, 2006. "Les Nouveaux Modèles de Décision dans le Risque et l’Incertain : Quel Apport ? [The New Models of Decision Under Risk or Uncertainty : What Approach?]," MPRA Paper 76954, University Library of Munich, Germany.
    10. Jean Baccelli, 2016. "L'analyse axiomatique et l'attitude par rapport au risque," Post-Print hal-01462286, HAL.

  41. Mukerji, S. & Tallon, J.-M., 1999. "Ambiguity Aversion and Incompleteness of Financial Markets," Papiers d'Economie Mathématique et Applications 1999-28, Université Panthéon-Sorbonne (Paris 1).

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    1. Ert, Eyal & T. Trautmann, Stefan, 2012. "Sampling Experience Reverses Preferences for Ambiguity," Discussion Papers 164346, Hebrew University of Jerusalem, Department of Agricultural Economics and Management.
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    4. Sujoy Mukerji & Han Ozsoylev & Jean-Marc Tallon, 2023. "Trading ambiguity: a tale of two heterogeneities," Post-Print halshs-04213388, HAL.
    5. Mercè Roca & Robin Hogarth & A. Maule, 2006. "Ambiguity seeking as a result of the status quo bias," Journal of Risk and Uncertainty, Springer, vol. 32(3), pages 175-194, May.
    6. Faheem Aslam & Tahir Mumtaz Awan & Jabir Hussain Syed & Aisha Kashif & Mahwish Parveen, 2020. "Sentiments and emotions evoked by news headlines of coronavirus disease (COVID-19) outbreak," Palgrave Communications, Palgrave Macmillan, vol. 7(1), pages 1-9, December.
    7. Marcello Basili, 2008. "The global strategy to cope with H5N1: the property rights caveat," Department of Economic Policy, Finance and Development (DEPFID) University of Siena 0908, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
    8. Faheem Aslam & Amir Rafique & Aneel Salman & Hyoung-Goo Kang & Wahbeeah Mohti, 2018. "The Impact Of Terrorism On Financial Markets: Evidence From Asia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 63(05), pages 1183-1204, December.
    9. Larry G. Epstein & Martin Schneider, 2010. "Ambiguity and Asset Markets," NBER Working Papers 16181, National Bureau of Economic Research, Inc.
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    11. Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2006. "Dynamic variational preferences," Journal of Economic Theory, Elsevier, vol. 128(1), pages 4-44, May.
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    20. Mukerji, S. & Tallon, J.-M., 1999. "Ambiguity Aversion and Incompleteness of Financial Markets," Papiers d'Economie Mathématique et Applications 1999-28, Université Panthéon-Sorbonne (Paris 1).
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    41. Grant, Simon & Kline, Jeff & Quiggin, John, 2011. "A Matter of Interpretation: Ambiguous Contracts and Liquidated Damages," Risk and Sustainable Management Group Working Papers 151198, University of Queensland, School of Economics.
    42. Aldo Montesano, 2008. "Effects of Uncertainty Aversion on the Call Option Market," Theory and Decision, Springer, vol. 65(2), pages 97-123, September.
    43. Carmela Di Mauro, 2009. "Prices in experimental asset markets under uncertainty," New Zealand Economic Papers, Taylor & Francis Journals, vol. 43(2), pages 149-163.
    44. Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
    45. Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
    46. Johansson-Stenman, Olof, 2010. "Health Investments Under Risk And Ambiguity," Working Papers in Economics 443, University of Gothenburg, Department of Economics.
    47. Luciano de Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Post-Print hal-00685408, HAL.
    48. John Griffin, 2015. "Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset," Fordham Economics Discussion Paper Series dp2015-01er:dp2015-01, Fordham University, Department of Economics.
    49. Christoph Bühren & Fabian Meier & Marco Pleßner, 2023. "Ambiguity aversion: bibliometric analysis and literature review of the last 60 years," Management Review Quarterly, Springer, vol. 73(2), pages 495-525, June.
    50. Grant, Simon & Kline, J. Jude & Quiggin, John, 2012. "Differential awareness, ambiguity, and incomplete contracts: A model of contractual disputes," Journal of Economic Behavior & Organization, Elsevier, vol. 82(2), pages 494-504.
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    53. Sujoy Mukerji & Han Ozsoylev & Jean‐marc Tallon, 2023. "Trading Ambiguity: A Tale of Two Heterogeneities," Post-Print halshs-04192630, HAL.
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    82. Aldo Montesano, 2009. "Risk allocation and uncertainty: some unpleasant outcomes of financial innovation," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 56(3), pages 243-250, September.
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    84. Ilke Aydogan & Loïc Berger & Valentina Bosetti, 2023. "Unraveling Ambiguity Aversion," Post-Print hal-04370668, HAL.
    85. Marcello Basili & Carlo Zappia, 2009. "Shackle And Modern Decision Theory," Metroeconomica, Wiley Blackwell, vol. 60(2), pages 245-282, May.
    86. Ban, Mingyuan & Chen, Chang-Chih, 2019. "Ambiguity and capital structure adjustments," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 242-270.
    87. Larry G. Epstein & Martin Schneider, 2008. "Ambiguity, Information Quality, and Asset Pricing," Journal of Finance, American Finance Association, vol. 63(1), pages 197-228, February.
    88. Carmela Mauro, 2008. "Uncertainty Aversion Vs. Competence: An Experimental Market Study," Theory and Decision, Springer, vol. 64(2), pages 301-331, March.
    89. Kaivanto, Kim & Stoneman, Paul, 2007. "Public provision of sales contingent claims backed finance to SMEs: A policy alternative," Research Policy, Elsevier, vol. 36(5), pages 637-651, June.
    90. Kelsey, David & Yalcin, Erkan, 2007. "The arbitrage pricing theorem with incomplete preferences," Mathematical Social Sciences, Elsevier, vol. 54(1), pages 90-105, July.
    91. Chen, Chun-Da & Demirer, Rıza, 2022. "Oil beta uncertainty and global stock returns," Energy Economics, Elsevier, vol. 112(C).
    92. Grant, Simon & Kline, Jeff & Quiggin, John, 2011. "Ambiguous contracts: a syntactic approach," Risk and Sustainable Management Group Working Papers 153052, University of Queensland, School of Economics.
    93. Peter, Richard & Ying, Jie, 2020. "Do you trust your insurer? Ambiguity about contract nonperformance and optimal insurance demand," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 938-954.
    94. Qi Nan Zhai, 2015. "Asset Pricing Under Ambiguity and Heterogeneity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2015.
    95. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2028-2039.
    96. Ge Bai & Ranjani Krishnan, 2016. "Effects of Ambiguous Common Uncertainty on Employee Preference for Relative Performance Contracts," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 6, pages 65-93, December.
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    98. Boyd Black, 2009. "Equity Culture," Economics Working Papers 09-03, Queen's Management School, Queen's University Belfast.
    99. Johan Walden, 2004. "Real Investments under Knightian Uncertainty," Yale School of Management Working Papers amz2496, Yale School of Management, revised 01 Apr 2004.
    100. Eichberger, Jürgen & Kelsey, David, 2007. "Ambiguity," Sonderforschungsbereich 504 Publications 07-50, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
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    101. Bellemare, Charles & Kröger, Sabine & Sossou, Kouamé Marius, 2022. "Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion," Journal of Econometrics, Elsevier, vol. 231(1), pages 248-264.
    102. Antoniou, Constantinos & Harris, Richard D.F. & Zhang, Ruogu, 2015. "Ambiguity aversion and stock market participation: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 57-70.
    103. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    104. Ilke Aydogan & Loïc Berger & Valentina Bosetti, 2023. "Unraveling Ambiguity Aversion," Post-Print hal-04071242, HAL.
    105. Laure Cabantous & Denis Hilton, 2006. "De l'aversion à l'ambiguïté aux attitudes face à l'ambiguïté. Les apports d'une perspective psychologique en économie," Revue économique, Presses de Sciences-Po, vol. 57(2), pages 259-280.
    106. Nicole El Karoui & Stéphane Loisel & Jean-Luc Prigent & Julien Vedani, 2017. "Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions," Post-Print hal-01242023, HAL.
    107. Minh Hai Ngo & Marc Oliver Rieger & Shuonan Yuan, 2018. "The Fundamental Equity Premium and Ambiguity Aversion in an International Context," Risks, MDPI, vol. 6(4), pages 1-24, November.
    108. Levy, Ori & Galili, Itai, 2006. "Terror and trade of individual investors," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 35(6), pages 980-991, December.

  42. Jean-Marc Tallon, 1998. "Asymmetric Information, Nonadditive Expected Utility, and the Information Revealed by Prices: An Example," Post-Print halshs-00502491, HAL.

    Cited by:

    1. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Post-Print halshs-02495663, HAL.
    2. Illeditsch, PK & Ganguli, J & Condie, S, 2015. "Information Inertia," Economics Discussion Papers 15615, University of Essex, Department of Economics.
    3. Le Van, Cuong & Navrouzoglou, Paulina & Vailakis, Yiannis, 2019. "On endogenous formation of price expectations," Games and Economic Behavior, Elsevier, vol. 115(C), pages 436-458.
    4. Alberto Naudon & Matías Tapia, 2004. "Ignorance, Fixed Costs, and the Stock Market Participation Puzzle," Econometric Society 2004 Latin American Meetings 252, Econometric Society.
    5. Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01410661, HAL.
    6. Edison Yu, 2013. "Dynamic market participation and endogenous information aggregation," Working Papers 13-42, Federal Reserve Bank of Philadelphia.
    7. Condie, Scott & Ganguli, Jayant, 2017. "The pricing effects of ambiguous private information," Journal of Economic Theory, Elsevier, vol. 172(C), pages 512-557.
    8. Kostas Koufopoulos & Roman Kozhan, 2016. "Optimal insurance under adverse selection and ambiguity aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(4), pages 659-687, October.
    9. Sujoy Mukerji & Jean-Marc Tallon & EUREQua & CNRS & Universite Paris I, 2002. "Ambiguity Aversion and the Absence of Wage Indexation," Economics Series Working Papers 111, University of Oxford, Department of Economics.
    10. Jayant V Ganguli & Scott Condie, 2008. "Ambiguity and rational expectations equilibria," 2008 Meeting Papers 719, Society for Economic Dynamics.
    11. J L Ford & David Kelsey & W Pang, 2005. "Ambiguity in Financial Markets: Herding and Contrarian Behaviour," Discussion Papers 05-11, Department of Economics, University of Birmingham.
    12. Ganguli, J & Condie, S & Illeditsch, PK, 2012. "Information Inertia," Economics Discussion Papers 5628, University of Essex, Department of Economics.
    13. Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 229-242, October.
    14. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2028-2039.

  43. Salvatore Modica & Aldo Rustichini & Jean-Marc Tallon, 1998. "Unawareness and bankruptcy: A general equilibrium model," Post-Print halshs-00499386, HAL.

    Cited by:

    1. Spyros Galanis, 2013. "Unawareness of theorems," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(1), pages 41-73, January.
    2. Jürgen Eichberger & Klaus Rheinberger & Martin Summer, 2014. "Credit Risk in General Equilibrium," CESifo Working Paper Series 4602, CESifo.
    3. Ani Guerdjikova & John Quiggin, 2018. "Heuristic Modes of Decision Making and Survival in Financial Markets," Post-Print hal-02086078, HAL.
    4. Aloisio Araujo, 2002. "As Leis de Falência: uma Abordagem Econômica," Working Papers Series 57, Central Bank of Brazil, Research Department.
    5. Weiye Cheny, 2018. "Credit and Bankruptcy in a Temporary Equilibrium Model," Discussion Papers in Economics and Business 18-23, Osaka University, Graduate School of Economics.
    6. Nicolas Houy & Frédéric Jouneau & François Le Grand, 2020. "Defaulting firms and systemic risks in financial networks: a normative approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 70(2), pages 503-526, September.
    7. Sarah Auster & Jeremy Kettering & Asen Kochov, 2021. "Sequential Trading with Coarse Contingencies," ECONtribute Discussion Papers Series 052, University of Bonn and University of Cologne, Germany.
    8. Spyros Galanis, 2011. "Syntactic foundations for unawareness of theorems," Theory and Decision, Springer, vol. 71(4), pages 593-614, October.
    9. Li Gan & Tarun Sabarwal, 2005. "A Simple Test of Adverse Events and Strategic Timing Theories of Consumer Bankruptcy," NBER Working Papers 11763, National Bureau of Economic Research, Inc.
    10. Peiris, M. Udara & Tsomocos, Dimitrios P., 2015. "International monetary equilibrium with default," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 47-57.
    11. Teeple, Keisuke, 2023. "Surprise and default in general equilibrium," Theoretical Economics, Econometric Society, vol. 18(4), November.
    12. Auster, Sarah, 2013. "Asymmetric awareness and moral hazard," Games and Economic Behavior, Elsevier, vol. 82(C), pages 503-521.
    13. Li Gan & Tarun Sabarwal & Shuoxun Zhang, 2012. "Personal Bankruptcy: Reconciling Adverse Events and Strategic Filing Hypotheses Using Heterogeneity in Filing Types," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201239, University of Kansas, Department of Economics, revised Oct 2012.
    14. Hadjikhani, Amjad & Hadjikhani, Annoch Isa & Thilenius, Peter, 2014. "The internationalization process model: A proposed view of firms’ regular incremental and irregular non-incremental behaviour," International Business Review, Elsevier, vol. 23(1), pages 155-168.
    15. Sarah Auster, 2012. "Asymmetric Awareness and Moral Hazard," Economics Working Papers ECO2012/23, European University Institute.
    16. Francesco Squintani, 1999. "Games with Small Forgetfulness," Discussion Papers 1273, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    17. Ani Guerdjikova & John Quiggin, 2018. "Intertemporal Portfolio Choice with Incorrect Beliefs and Aversion to Surprise," Post-Print hal-02086151, HAL.
    18. Fukuda, Satoshi, 2021. "Unawareness without AU Introspection," Journal of Mathematical Economics, Elsevier, vol. 94(C).
    19. Filiz-Ozbay, Emel, 2012. "Incorporating unawareness into contract theory," Games and Economic Behavior, Elsevier, vol. 76(1), pages 181-194.
    20. Ying-Ju Chen & Xiaojian Zhao, 2013. "Solution Concepts of Principal-Agent Models with Unawareness of Actions," Games, MDPI, vol. 4(3), pages 1-24, August.
    21. Sarah Auster, 2011. "Asymmetric Awareness and Moral Hazard," Economics Working Papers ECO2011/, European University Institute.
    22. Liu, Zhen, 2006. "Fair Disclosure and Investor Asymmetric Awareness in Stock Markets," MPRA Paper 917, University Library of Munich, Germany.
    23. Andrés Carvajal & Alvaro Riascos, 2006. "Belief Non-Equivalence And Financial Trade: A Comment On A Result By Araujo And Sandroni," Documentos CEDE 2062, Universidad de los Andes, Facultad de Economía, CEDE.
    24. Susan Schommer, 2013. "Computing equilibria in economies with incomplete markets, collateral and default penalties," Annals of Operations Research, Springer, vol. 206(1), pages 367-383, July.
    25. Tarun Sabarwal, 2000. "Welfare Effects of Bankruptcy," Levine's Working Paper Archive 1980, David K. Levine.

  44. Jean-Marc Tallon, 1998. "Do sunspots matter when agents are Choquet-expected-utility maximizers?," Post-Print halshs-00502493, HAL.

    Cited by:

    1. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000. "Sharing beliefs: between agreeing and disagreeing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174553, HAL.
    2. Patrick Beissner & Frank Riedel, 2018. "Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty," Finance and Stochastics, Springer, vol. 22(3), pages 603-620, July.
    3. Martins-da-Rocha, V. Filipe, 2010. "Interim efficiency with MEU-preferences," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1987-2017, September.
    4. Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997. "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications 97.54, Université Panthéon-Sorbonne (Paris 1).
    5. Patrick Beissner & Frank Riedel, 2014. "Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty," Papers 1409.6940, arXiv.org.
    6. Luciano I. Castro & Marialaura Pesce & Nicholas C. Yannelis, 2020. "A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility," Annals of Finance, Springer, vol. 16(1), pages 1-61, March.
    7. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL.
    8. Luciano de Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Post-Print hal-00685408, HAL.
    9. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.
    10. Atsushi Kajii & Takashi Ui, 2004. "Agreeable Bets with Multiple Priors," KIER Working Papers 581, Kyoto University, Institute of Economic Research.
    11. Eisei Ohtaki & Hiroyuki Ozaki, 2013. "Monetary Equilibria and Knightian Uncertainty," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-032, Keio/Kyoto Joint Global COE Program.
    12. Eisei Ohtaki, 2016. "Optimality of the Friedman rule under ambiguity," Working Papers e103, Tokyo Center for Economic Research.
    13. Cozzi, Guido & Giordani, Paolo E., 2006. "Do sunspots matter under complete ignorance?," Research in Economics, Elsevier, vol. 60(3), pages 148-154, September.
    14. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

  45. Billot, A. & Chateauneuf, A. & Gilboa, I. & Tallon, J.-M., 1998. "Sharing Beliefs: Between Agreeing and Disagreeing," Papiers d'Economie Mathématique et Applications 98.30, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Andreas Pape & Subir Bose & Emre Ozdenoren, 2004. "Optimal auctions with ambiguity," Econometric Society 2004 North American Summer Meetings 609, Econometric Society.
    2. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dual-self Representations of Ambiguity Preferences," Cowles Foundation Discussion Papers 2180R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2021.
    3. 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, vol. 145(6), pages 2186-2202, November.
    4. Marcello Basili, 2008. "The global strategy to cope with H5N1: the property rights caveat," Department of Economic Policy, Finance and Development (DEPFID) University of Siena 0908, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
    5. Rose Anne Dana & Frank Riedel, 2013. "Intertemporal equilibria with Knightian Uncertainty," Working Papers 2013-16, Department of Research, Ipag Business School.
    6. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Post-Print halshs-02495663, HAL.
    7. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Post-Print hal-03252242, HAL.
    8. Emma Moreno-García & Juan Pablo Torres-Martínez, 2017. "Information within coalitions: risk and ambiguity," Working Papers wp438, University of Chile, Department of Economics.
    9. Patrick Beissner & Frank Riedel, 2018. "Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty," Finance and Stochastics, Springer, vol. 22(3), pages 603-620, July.
    10. Martins-da-Rocha, V. Filipe, 2010. "Interim efficiency with MEU-preferences," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1987-2017, September.
    11. Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997. "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications 97.54, Université Panthéon-Sorbonne (Paris 1).
    12. Galanis, Spyros, 2018. "Speculation under unawareness," Games and Economic Behavior, Elsevier, vol. 109(C), pages 598-615.
    13. Michail Anthropelos & Constantinos Kardaras, 2014. "Equilibrium in risk-sharing games," Papers 1412.4208, arXiv.org, revised Jul 2016.
    14. Piero Gottardi & Jean-Marc Tallon & Paolo Ghirardato, 2017. "Flexible contracts," Post-Print hal-01238046, HAL.
    15. Guillaume Carlier & Rose-Anne Dana, 2013. "Pareto optima and equilibria when preferences are incompletely known," Post-Print hal-00661903, HAL.
    16. Alexander Zimper, 2007. "Half empty, half full and why we can agree to disagree forever," Working Papers 058, Economic Research Southern Africa.
    17. Chambers, Robert G. & Melkonyan, Tigran, 2009. "Smoothing preference kinks with information," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 173-189, September.
    18. Patrick Beissner & Frank Riedel, 2014. "Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty," Papers 1409.6940, arXiv.org.
    19. König-Kersting, Christian & Kops, Christopher & Trautmann, Stefan T., 2023. "A test of (weak) certainty independence," Journal of Economic Theory, Elsevier, vol. 209(C).
    20. Bade, Sophie, 2011. "Electoral competition with uncertainty averse parties," Games and Economic Behavior, Elsevier, vol. 72(1), pages 12-29, May.
    21. Dominiak, Adam & Eichberger, Jürgen & Lefort, Jean-Philippe, 2012. "Agreeable trade with optimism and pessimism," Mathematical Social Sciences, Elsevier, vol. 64(2), pages 119-126.
    22. Patrick Beissner & Frank Riedel, 2016. "Knight--Walras Equilibria," Papers 1605.04385, arXiv.org.
    23. Faias, Marta & Torres-Martínez, Juan Pablo, 2017. "Credit market segmentation, essentiality of commodities, and supermodularity," Journal of Mathematical Economics, Elsevier, vol. 70(C), pages 115-122.
    24. Kajii, Atsushi & Ui, Takashi, 2009. "Interim efficient allocations under uncertainty," Journal of Economic Theory, Elsevier, vol. 144(1), pages 337-353, January.
    25. Nuno Azevedo & Diogo Pinheiro & Stylianos Xanthopoulos & Athanasios Yannacopoulos, 2016. "Who would invest only in the risk-free asset?," Papers 1608.02446, arXiv.org.
    26. Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01410661, HAL.
    27. Sujoy Mukerji & Jean-Marc Tallon & EUREQua & CNRS - Universite Paris I., 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.
    28. Rose-Anne Dana & Cuong Le Van, 2009. "No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00281582, HAL.
    29. Patrick Beissner & Frank Riedel, 2019. "Equilibria Under Knightian Price Uncertainty," Econometrica, Econometric Society, vol. 87(1), pages 37-64, January.
    30. Eisei Ohtaki, 2020. "Optimality in an OLG model with nonsmooth preferences," Working Papers e145, Tokyo Center for Economic Research.
    31. Bade, Sophie, 2011. "Ambiguous act equilibria," Games and Economic Behavior, Elsevier, vol. 71(2), pages 246-260, March.
    32. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.
    33. Atsushi Kajii & Takashi Ui, 2004. "Agreeable Bets with Multiple Priors," KIER Working Papers 581, Kyoto University, Institute of Economic Research.
    34. Rose-Anne Dana & Cuong Le Van, 2010. "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," PSE-Ecole d'économie de Paris (Postprint) halshs-00470670, HAL.
    35. Michail Anthropelos & Constantinos Kardaras, 2017. "Equilibrium in risk-sharing games," Finance and Stochastics, Springer, vol. 21(3), pages 815-865, July.
    36. Mandler, Michael, 2014. "Indecisiveness in behavioral welfare economics," Journal of Economic Behavior & Organization, Elsevier, vol. 97(C), pages 219-235.
    37. Chambers, Christopher P. & Echenique, Federico, 2012. "When does aggregation reduce risk aversion?," Games and Economic Behavior, Elsevier, vol. 76(2), pages 582-595.
    38. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient allocations under ambiguity," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1173-1194, May.
    39. Lo, Kin Chung, 2007. "Sharing beliefs about actions," Mathematical Social Sciences, Elsevier, vol. 53(2), pages 123-133, March.
    40. Eisei Ohtaki & Hiroyuki Ozaki, 2013. "Monetary Equilibria and Knightian Uncertainty," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-032, Keio/Kyoto Joint Global COE Program.
    41. Eisei Ohtaki & Hiroyuki Ozaki, 2014. "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e069, Tokyo Center for Economic Research.
    42. Chambers, Robert G., 2014. "Uncertain equilibria and incomplete preferences," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 48-54.
    43. Ghirardato, Paolo & Siniscalchi, Marciano, 2018. "Risk sharing in the small and in the large," Journal of Economic Theory, Elsevier, vol. 175(C), pages 730-765.
    44. Jan Werner, 2021. "Participation in risk sharing under ambiguity," Theory and Decision, Springer, vol. 90(3), pages 507-519, May.
    45. Kin Chung Lo, 2007. "Correlated Nash Equilibrium," Working Papers 2007_5, York University, Department of Economics.
    46. Chakravarty, Surajeet & Kelsey, David, 2015. "Sharing ambiguous risks," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 1-8.
    47. Marciano Siniscalchi, 2003. "A Behavioral Characterization of Plausible Priors," Discussion Papers 1365, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    48. Ngai-Ching Wong & Man-Chung Ng, 2004. "The No Trade Principle in General Environments," Econometric Society 2004 Far Eastern Meetings 630, Econometric Society.
    49. Rose-Anne Dana & Cuong Le Van, 2009. "No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity," Post-Print halshs-00281582, HAL.
    50. Patrick Beissner, 2017. "Equilibrium prices and trade under ambiguous volatility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(2), pages 213-238, August.
    51. Hill, Brian, 2016. "Incomplete preferences and confidence," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 83-103.
    52. Atsushi Kajii & Takashi Ui, 2004. "Trade with Heterogeneous Multiple Priors," KIER Working Papers 582, Kyoto University, Institute of Economic Research.
    53. Carlier, G. & Dana, R.-A., 2013. "Pareto optima and equilibria when preferences are incompletely known," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1606-1623.
    54. Ju, Biung-Ghi, 2005. "Strategy-proof risk sharing," Games and Economic Behavior, Elsevier, vol. 50(2), pages 225-254, February.
    55. G. Carlier & R.-A. Dana & R.-A. Dana, 2014. "Pareto optima and equilibria when preferences are incompletely known," Working Papers 2014-60, Department of Research, Ipag Business School.
    56. Gilboa, Itzhak & Samuelson, Larry & Schmeidler, David, 2022. "Learning (to disagree?) in large worlds," Journal of Economic Theory, Elsevier, vol. 199(C).
    57. N. Azevedo & D. Pinheiro & S. Z. Xanthopoulos & A. N. Yannacopoulos, 2018. "Who would invest only in the risk-free asset?," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 1-14, September.
    58. Philipp Karl ILLEDITSCH, 2009. "Ambiguous Information, Risk Aversion, and Asset Pricing," 2009 Meeting Papers 802, Society for Economic Dynamics.
    59. Rose-Anne Dana & Cuong Le Van, 2010. "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Post-Print halshs-00470670, HAL.
    60. Tian, Dejian & Tian, Weidong, 2014. "Optimal risk-sharing under mutually singular beliefs," Mathematical Social Sciences, Elsevier, vol. 72(C), pages 41-49.
    61. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2028-2039.
    62. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    63. Galanis, Spyros, 2018. "Financial complexity and trade," Games and Economic Behavior, Elsevier, vol. 112(C), pages 219-230.
    64. Barelli, Paulo, 2009. "Consistency of beliefs and epistemic conditions for Nash and correlated equilibria," Games and Economic Behavior, Elsevier, vol. 67(2), pages 363-375, November.
    65. 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.
    66. Robert G. Chambers & Tigran A. Melkonyan, 2010. "Regulatory Policy Design in an Uncertain World," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 12(6), pages 1081-1107, December.
    67. Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang, 2024. "Negatively dependent optimal risk sharing," Papers 2401.03328, arXiv.org.

  46. Jean-Marc Tallon, 1997. "Équilibre général, une introduction," Post-Print halshs-00502717, HAL.

    Cited by:

    1. Franck Viroleau, 2015. "The Evolution of Gender Wage Inequality in Senegal Following the Economic Partnership Agreements," Working Papers hal-04141420, HAL.

  47. Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997. "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications 97.54, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Bettzuge, Marc Oliver & Hens, Thorsten & Laitenberger, Marta & Siwik, Thomas, 2000. "On Choquet prices in a GEI-model with intermediation costs," Research in Economics, Elsevier, vol. 54(2), pages 133-152, June.
    2. Alain Chateauneuf & Caroline Ventura, 2010. "The no-trade interval of Dow and Werlang: Some clarifications," PSE-Ecole d'économie de Paris (Postprint) hal-00634653, HAL.
    3. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000. "Sharing beliefs: between agreeing and disagreeing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174553, HAL.
    4. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dual-self Representations of Ambiguity Preferences," Cowles Foundation Discussion Papers 2180R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2021.
    5. Boonen, Tim J. & Jiang, Wenjun, 2022. "Bilateral risk sharing in a comonotone market with rank-dependent utilities," Insurance: Mathematics and Economics, Elsevier, vol. 107(C), pages 361-378.
    6. Giuseppe Dari-Mattiacci & Eric Langlais, 2008. "Social Wealth and Optimal Care," Working Papers hal-04140721, HAL.
    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. Aloisio Araujo, 2015. "General equilibrium, preferences and financial institutions after the crisis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 217-254, February.
    9. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Post-Print halshs-02495663, HAL.
    10. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2015. "Optimal Risk Sharing with Optimistic and Pessimistic Decision Makers," Post-Print halshs-01224491, HAL.
    11. Aloisio Araujo & Jean-Marc Bonnisseau & Alain Chateauneuf & Rodrigo Novinski, 2017. "Optimal sharing with an infinite number of commodities in the presence of optimistic and pessimistic agents," Post-Print halshs-01336882, HAL.
    12. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Post-Print hal-03252242, HAL.
    13. Alain Chateauneuf & Mina Mostoufi & David Vyncke, 2015. "Multivariate risk sharing and the derivation of individually rational Pareto optima," Post-Print hal-01161662, HAL.
    14. Martins-da-Rocha, V. Filipe, 2010. "Interim efficiency with MEU-preferences," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1987-2017, September.
    15. Mukerji, S. & Tallon, J.-M., 1999. "Ambiguity Aversion and Incompleteness of Financial Markets," Papiers d'Economie Mathématique et Applications 1999-28, Université Panthéon-Sorbonne (Paris 1).
    16. Du, Shaofu & Chen, Yuan & Peng, Jing & Nie, Tengfei, 2022. "Incorporating risk fairness concerns into wine futures under quality uncertainty," Omega, Elsevier, vol. 113(C).
    17. Alexander Zimper, 2007. "Half empty, half full and why we can agree to disagree forever," Working Papers 058, Economic Research Southern Africa.
    18. Patrick Beissner & Frank Riedel, 2016. "Knight--Walras Equilibria," Papers 1605.04385, arXiv.org.
    19. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Coping with imprecise information: a decision theoretic approach," Cahiers de la Maison des Sciences Economiques v04056, Université Panthéon-Sorbonne (Paris 1), revised May 2004.
    20. AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2012. "Contracting for innovation under knightian uncertainty," Cahiers de recherche 2012-15, Universite de Montreal, Departement de sciences economiques.
    21. Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01410661, HAL.
    22. Sujoy Mukerji & Jean-Marc Tallon & EUREQua & CNRS - Universite Paris I., 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.
    23. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL.
    24. Giuseppe Dari-Mattiacci & Eric Langlais, 2012. "Social wealth and optimal care," Post-Print hal-01385819, HAL.
    25. Grigorova Miryana, 2014. "Stochastic orderings with respect to a capacity and an application to a financial optimization problem," Statistics & Risk Modeling, De Gruyter, vol. 31(2), pages 1-31, June.
    26. Patrick Beissner & Frank Riedel, 2019. "Equilibria Under Knightian Price Uncertainty," Econometrica, Econometric Society, vol. 87(1), pages 37-64, January.
    27. Eisei Ohtaki, 2020. "Optimality in an OLG model with nonsmooth preferences," Working Papers e145, Tokyo Center for Economic Research.
    28. AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2015. "Ambiguity on the insurer's side: the demand for insurance," Cahiers de recherche 2015-03, Universite de Montreal, Departement de sciences economiques.
    29. Eric Langlais, 2012. "Safety and the allocation of costs in large accidents," Post-Print hal-01411623, HAL.
    30. Aldo Montesano, 2008. "Effects of Uncertainty Aversion on the Call Option Market," Theory and Decision, Springer, vol. 65(2), pages 97-123, September.
    31. Jan Werner, 2009. "Risk and risk aversion when states of nature matter," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 41(2), pages 231-246, November.
    32. Darri-Mattiacci, Giuseppe & Langlais, Eric, 2008. "Social wealth and optimal care," MPRA Paper 9418, University Library of Munich, Germany.
    33. Luciano de Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Post-Print hal-00685408, HAL.
    34. Christoph Bühren & Fabian Meier & Marco Pleßner, 2023. "Ambiguity aversion: bibliometric analysis and literature review of the last 60 years," Management Review Quarterly, Springer, vol. 73(2), pages 495-525, June.
    35. Atsushi Kajii & Takashi Ui, 2004. "Agreeable Bets with Multiple Priors," KIER Working Papers 581, Kyoto University, Institute of Economic Research.
    36. Zuo Quan Xu, 2021. "Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory," Papers 2108.06940, arXiv.org, revised Aug 2022.
    37. Li, Yongwu & Xu, Zuo Quan, 2017. "Optimal insurance design with a bonus," Insurance: Mathematics and Economics, Elsevier, vol. 77(C), pages 111-118.
    38. Wen-Fang Liu, 1998. "Heterogeneous Agent Economies with Knightian Uncertainty," Working Papers 0053, University of Washington, Department of Economics.
    39. Chambers, Christopher P. & Echenique, Federico, 2012. "When does aggregation reduce risk aversion?," Games and Economic Behavior, Elsevier, vol. 76(2), pages 582-595.
    40. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient allocations under ambiguity," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1173-1194, May.
    41. Zheng, Mingli & Wang, Chong & Li, Chaozheng, 2015. "Optimal nonlinear pricing by a monopolist with information ambiguity," International Journal of Industrial Organization, Elsevier, vol. 40(C), pages 60-66.
    42. Dennery, Charles & Direr, Alexis, 2014. "Optimal lottery," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 15-23.
    43. Ghossoub, Mario, 2019. "Optimal insurance under rank-dependent expected utility," Insurance: Mathematics and Economics, Elsevier, vol. 87(C), pages 51-66.
    44. Eisei Ohtaki & Hiroyuki Ozaki, 2013. "Monetary Equilibria and Knightian Uncertainty," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-032, Keio/Kyoto Joint Global COE Program.
    45. Amarante, M & Ghossoub, M & Phelps, E, 2013. "Innovation, Entrepreneurship and Knightian Uncertainty," Working Papers 12241, Imperial College, London, Imperial College Business School.
    46. Liurui Deng & Traian A. Pirvu, 2016. "Multi-period investment strategies under Cumulative Prospect Theory," Papers 1608.08490, arXiv.org, revised Mar 2019.
    47. Mao, Tiantian & Hu, Jiuyun & Liu, Haiyan, 2018. "The average risk sharing problem under risk measure and expected utility theory," Insurance: Mathematics and Economics, Elsevier, vol. 83(C), pages 170-179.
    48. Eisei Ohtaki & Hiroyuki Ozaki, 2014. "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e069, Tokyo Center for Economic Research.
    49. Carole Bernard & Shaolin Ji & Weidong Tian, 2013. "An optimal insurance design problem under Knightian uncertainty," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 36(2), pages 99-124, November.
    50. Nabil Kazi-Tani, 2018. "Inf-Convolution of Choquet Integrals and Applications in Optimal Risk Transfer," Working Papers hal-01742629, HAL.
    51. Chambers, Robert G., 2014. "Uncertain equilibria and incomplete preferences," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 48-54.
    52. Ghirardato, Paolo & Siniscalchi, Marciano, 2018. "Risk sharing in the small and in the large," Journal of Economic Theory, Elsevier, vol. 175(C), pages 730-765.
    53. Liurui Deng & Traian A. Pirvu, 2019. "Multi-Period Investment Strategies under Cumulative Prospect Theory," JRFM, MDPI, vol. 12(2), pages 1-15, May.
    54. Zuo Quan Xu, 2018. "Pareto optimal moral-hazard-free insurance contracts in behavioral finance framework," Papers 1803.02546, arXiv.org, revised Aug 2021.
    55. Xu Zuo Quan & Zhou Xun Yu & Zhuang Sheng Chao, 2015. "Optimal Insurance with Rank-Dependent Utility and Increasing Indemnities," Papers 1509.04839, arXiv.org.
    56. 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.
    57. Chakravarty, Surajeet & Kelsey, David, 2015. "Sharing ambiguous risks," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 1-8.
    58. Eisei Ohtaki, 2016. "Optimality of the Friedman rule under ambiguity," Working Papers e103, Tokyo Center for Economic Research.
    59. 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.
    60. Massimiliano Amarante & Mario Ghossoub, 2016. "Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer," Risks, MDPI, vol. 4(1), pages 1-27, March.
    61. Liebrich, Felix-Benedikt & Svindland, Gregor, 2019. "Efficient allocations under law-invariance: A unifying approach," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 28-45.
    62. Johannes G. Jaspersen & Richard Peter & Marc A. Ragin, 2023. "Probability weighting and insurance demand in a unified framework," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 48(1), pages 63-109, March.
    63. Tim J. Boonen & Fangda Liu & Ruodu Wang, 2021. "Competitive equilibria in a comonotone market," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(4), pages 1217-1255, November.
    64. Ju, Biung-Ghi, 2005. "Strategy-proof risk sharing," Games and Economic Behavior, Elsevier, vol. 50(2), pages 225-254, February.
    65. Hirbod Assa, 2015. "Optimal risk allocation in a market with non-convex preferences," Papers 1503.04460, arXiv.org.
    66. Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R., 2014. "General equilibrium, risk taking and volatility," Working Papers 2014-181, Department of Research, Ipag Business School.
    67. Bernard, C. & De Gennaro Aquino, L. & Vanduffel, S., 2023. "Optimal multivariate financial decision making," European Journal of Operational Research, Elsevier, vol. 307(1), pages 468-483.
    68. Pazdera, Jaroslav & Schumacher, Johannes M. & Werker, Bas J.M., 2017. "The composite iteration algorithm for finding efficient and financially fair risk-sharing rules," Journal of Mathematical Economics, Elsevier, vol. 72(C), pages 122-133.
    69. Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 229-242, October.
    70. Tian, Dejian & Tian, Weidong, 2014. "Optimal risk-sharing under mutually singular beliefs," Mathematical Social Sciences, Elsevier, vol. 72(C), pages 41-49.
    71. Jayant V. Ganguli & Scott Condie, 2009. "The dynamics of partially-revealing rational expectations equilibria," 2009 Meeting Papers 1122, Society for Economic Dynamics.
    72. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2028-2039.
    73. ,, 2013. "Endogenous indeterminacy and volatility of asset prices under ambiguity," Theoretical Economics, Econometric Society, vol. 8(3), September.
    74. Eichberger, Jürgen & Kelsey, David, 2007. "Ambiguity," Sonderforschungsbereich 504 Publications 07-50, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
      • Eichberger, Jürgen & Kelsey, David, 2007. "Ambiguity," Papers 07-50, Sonderforschungsbreich 504.
    75. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    76. Acciaio, Beatrice & Svindland, Gregor, 2009. "Optimal risk sharing with different reference probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 426-433, June.
    77. Araujo, A. & Gama, J. & Suarez, C.E., 2022. "Lack of prevalence of the endowment effect: An equilibrium analysis," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    78. 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.
    79. Ghossoub, Mario & He, Xue Dong, 2021. "Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance," Insurance: Mathematics and Economics, Elsevier, vol. 101(PA), pages 6-22.
    80. Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang, 2024. "Negatively dependent optimal risk sharing," Papers 2401.03328, arXiv.org.

  48. Tallon, J.M., 1996. "Risque microeconomique, aversion a l'incertitude et indermination de l'equilibre," Papiers d'Economie Mathématique et Applications 96.12, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997. "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications 97.54, Université Panthéon-Sorbonne (Paris 1).
    2. Mukerji, S. & Tallon, J.-M., 1999. "Ambiguity Aversion and Incompleteness of Financial Markets," Papiers d'Economie Mathématique et Applications 1999-28, Université Panthéon-Sorbonne (Paris 1).
    3. Trabelsi, Mohamed Ali, 2006. "Les nouveaux modèles de décision dans le risque et l’incertain : quel apport ? [The new models of decision under risk or uncertainty : What approach?]," MPRA Paper 25442, University Library of Munich, Germany.
    4. Trabelsi, Mohamed Ali, 2008. "Les nouveaux modèles de décision dans le risque et l’incertain : quel apport ? [The new models of decision under risk or uncertainty: What approach?]," MPRA Paper 83347, University Library of Munich, Germany, revised 2008.
    5. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL.
    6. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.
    7. Trabelsi, Mohamed Ali, 2006. "Les Nouveaux Modèles de Décision dans le Risque et l’Incertain : Quel Apport ? [The New Models of Decision Under Risk or Uncertainty : What Approach?]," MPRA Paper 76954, University Library of Munich, Germany.

  49. Tallon, J-M, 1996. "Risque microeconomique et prix d'actifs dans un modele d'equilibre general avec esperance d'utilite dependante du rang," Papiers d'Economie Mathématique et Applications 96.94, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Wigniolle, B., 2014. "Optimism, pessimism and financial bubbles," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 188-208.
    2. Trabelsi, Mohamed Ali, 2006. "Les nouveaux modèles de décision dans le risque et l’incertain : quel apport ? [The new models of decision under risk or uncertainty : What approach?]," MPRA Paper 25442, University Library of Munich, Germany.
    3. Trabelsi, Mohamed Ali, 2008. "Les nouveaux modèles de décision dans le risque et l’incertain : quel apport ? [The new models of decision under risk or uncertainty: What approach?]," MPRA Paper 83347, University Library of Munich, Germany, revised 2008.
    4. Trabelsi, Mohamed Ali, 2019. "The new models of decision in risk: A review of the critical literature," MPRA Paper 92693, University Library of Munich, Germany, revised 2019.
    5. Trabelsi, Mohamed Ali, 2006. "Les Nouveaux Modèles de Décision dans le Risque et l’Incertain : Quel Apport ? [The New Models of Decision Under Risk or Uncertainty : What Approach?]," MPRA Paper 76954, University Library of Munich, Germany.
    6. André de Palma & Nathalie Picard & Jean-Luc Prigent, 2009. "Prise en compte de l'attitude face au risque dans le cadre de la directive MiFID," Working Papers hal-00418892, HAL.

  50. Tallon, J.M., 1995. "Sunspot Equilibria and Non-Additive Expected Utility Maximizers," Papiers d'Economie Mathématique et Applications 95.14, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000. "Sharing beliefs: between agreeing and disagreeing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174553, HAL.
    2. Patrick Beissner & Frank Riedel, 2018. "Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty," Finance and Stochastics, Springer, vol. 22(3), pages 603-620, July.
    3. Martins-da-Rocha, V. Filipe, 2010. "Interim efficiency with MEU-preferences," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1987-2017, September.
    4. Chateauneuf, A. & Dana, R.-A, & Tallon, J.-M., 1997. "Optimal Risk-Sharing Rules and Equilibria With Non-Additive Expected Utility," Papiers d'Economie Mathématique et Applications 97.54, Université Panthéon-Sorbonne (Paris 1).
    5. Patrick Beissner & Frank Riedel, 2014. "Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty," Papers 1409.6940, arXiv.org.
    6. Luciano I. Castro & Marialaura Pesce & Nicholas C. Yannelis, 2020. "A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility," Annals of Finance, Springer, vol. 16(1), pages 1-61, March.
    7. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174770, HAL.
    8. Tallon, J.M., 1995. "Sunspot Equilibria and Non-Additive Expected Utility Maximizers," Papiers d'Economie Mathématique et Applications 95.14, Université Panthéon-Sorbonne (Paris 1).
    9. Luciano de Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Post-Print hal-00685408, HAL.
    10. Alain Chateauneuf & Rose Anne Dana & Jean-Marc Tallon, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Post-Print halshs-00451997, HAL.
    11. Atsushi Kajii & Takashi Ui, 2004. "Agreeable Bets with Multiple Priors," KIER Working Papers 581, Kyoto University, Institute of Economic Research.
    12. Eisei Ohtaki & Hiroyuki Ozaki, 2013. "Monetary Equilibria and Knightian Uncertainty," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-032, Keio/Kyoto Joint Global COE Program.
    13. Eisei Ohtaki, 2016. "Optimality of the Friedman rule under ambiguity," Working Papers e103, Tokyo Center for Economic Research.
    14. Cozzi, Guido & Giordani, Paolo E., 2006. "Do sunspots matter under complete ignorance?," Research in Economics, Elsevier, vol. 60(3), pages 148-154, September.
    15. Jean-Marc Tallon, 1998. "Do sunspots matter when agents are Choquet-expected-utility maximizers?," Post-Print halshs-00502493, HAL.
    16. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

  51. Franck Portier & Jean-Marc Tallon, 1995. "On the non-neutrality and optimality of monetary policy when financial markets are incomplete : a macroeconomic perspective," Post-Print halshs-00502530, HAL.

    Cited by:

    1. Jean-Marc Tallon, 1995. "Théorie de l'équilibre général avec marchés financiers incomplets," Post-Print halshs-00502526, HAL.

  52. MODICA, Salvatore & RUSTICHINI, Aldo & TALLON, Jean-Marie, 1995. "A Model of General Equilibrium with Unforeseen Contingencies," LIDAM Discussion Papers CORE 1995073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

    Cited by:

    1. Aloisio Araujo, 2002. "As Leis de Falência: uma Abordagem Econômica," Working Papers Series 57, Central Bank of Brazil, Research Department.
    2. Dekel, Eddie & Lipman, Barton L. & Rustichini, Aldo, 1998. "Recent developments in modeling unforeseen contingencies," European Economic Review, Elsevier, vol. 42(3-5), pages 523-542, May.

  53. Tallon, J.M., 1994. "Asymmetric Information, Non-Additive Expected Utility and the Information Revealed by Prices: A Simple Example," Papiers d'Economie Mathématique et Applications 94.27, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Post-Print halshs-02495663, HAL.
    2. Illeditsch, PK & Ganguli, J & Condie, S, 2015. "Information Inertia," Economics Discussion Papers 15615, University of Essex, Department of Economics.
    3. Le Van, Cuong & Navrouzoglou, Paulina & Vailakis, Yiannis, 2019. "On endogenous formation of price expectations," Games and Economic Behavior, Elsevier, vol. 115(C), pages 436-458.
    4. Alberto Naudon & Matías Tapia, 2004. "Ignorance, Fixed Costs, and the Stock Market Participation Puzzle," Econometric Society 2004 Latin American Meetings 252, Econometric Society.
    5. Meglena Jeleva & Jean-Marc Tallon, 2016. "Ambiguïté, comportements et marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01410661, HAL.
    6. Edison Yu, 2013. "Dynamic market participation and endogenous information aggregation," Working Papers 13-42, Federal Reserve Bank of Philadelphia.
    7. Condie, Scott & Ganguli, Jayant, 2017. "The pricing effects of ambiguous private information," Journal of Economic Theory, Elsevier, vol. 172(C), pages 512-557.
    8. Kostas Koufopoulos & Roman Kozhan, 2016. "Optimal insurance under adverse selection and ambiguity aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(4), pages 659-687, October.
    9. Sujoy Mukerji & Jean-Marc Tallon & EUREQua & CNRS & Universite Paris I, 2002. "Ambiguity Aversion and the Absence of Wage Indexation," Economics Series Working Papers 111, University of Oxford, Department of Economics.
    10. Jayant V Ganguli & Scott Condie, 2008. "Ambiguity and rational expectations equilibria," 2008 Meeting Papers 719, Society for Economic Dynamics.
    11. J L Ford & David Kelsey & W Pang, 2005. "Ambiguity in Financial Markets: Herding and Contrarian Behaviour," Discussion Papers 05-11, Department of Economics, University of Birmingham.
    12. Ganguli, J & Condie, S & Illeditsch, PK, 2012. "Information Inertia," Economics Discussion Papers 5628, University of Essex, Department of Economics.
    13. Scott Condie & Jayant Ganguli, 2011. "Informational efficiency with ambiguous information," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 229-242, October.
    14. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2028-2039.

  54. Tallon, J.M., 1994. "On multiple Equilibria and the Rational Expectations Hypothesis," Papiers d'Economie Mathématique et Applications 94.22, Université Panthéon-Sorbonne (Paris 1).

    Cited by:

    1. Jean-Marc Tallon, 1995. "Théorie de l'équilibre général avec marchés financiers incomplets," Post-Print halshs-00502526, HAL.

  55. Shinichi Suda & Jean-Marc Tallon & Antonio Villanacci, 1992. "Real indeterminacy of equilibria in a sunspot economy with inside money," Post-Print halshs-00499388, HAL.

    Cited by:

    1. Jean-Marc Tallon, 1995. "Théorie de l'équilibre général avec marchés financiers incomplets," Post-Print halshs-00502526, HAL.
    2. Atsushi Kajii, "undated". ""The Sequential Regularity of Competitive Equilibria and Sunspots''," CARESS Working Papres 95-11, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
    3. Kajii, Atsushi, 1998. "Sunspots and the Sequential Regularity of Competitive Equilibria," Journal of Economic Theory, Elsevier, vol. 78(1), pages 187-194, January.
    4. Atsushi Kajii, 2006. "Welfare Gains and Losses in Sunspot Equilibria," KIER Working Papers 624, Kyoto University, Institute of Economic Research.
    5. David Bowman, 1995. "Constrained suboptimality in economies with limited communication," International Finance Discussion Papers 497, Board of Governors of the Federal Reserve System (U.S.).

Articles

  1. Riedel, Frank & Tallon, Jean-Marc & Vergopoulos, Vassili, 2018. "Dynamically consistent preferences under imprecise probabilistic information," Journal of Mathematical Economics, Elsevier, vol. 79(C), pages 117-124.
    See citations under working paper version above.
  2. Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean‐Marc Tallon, 2018. "Ambiguity and the historical equity premium," Quantitative Economics, Econometric Society, vol. 9(2), pages 945-993, July.
    See citations under working paper version above.
  3. Gottardi, Piero & Tallon, Jean Marc & Ghirardato, Paolo, 2017. "Flexible contracts," Games and Economic Behavior, Elsevier, vol. 103(C), pages 145-167.
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  4. Eric Danan & Thibault Gajdos & Brian Hill & Jean-Marc Tallon, 2016. "Robust Social Decisions," American Economic Review, American Economic Association, vol. 106(9), pages 2407-2425, September.
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  5. Eric Danan & Thibault Gajdos & Jean-Marc Tallon, 2015. "Harsanyi's Aggregation Theorem with Incomplete Preferences," American Economic Journal: Microeconomics, American Economic Association, vol. 7(1), pages 61-69, February.
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  6. Danan, Eric & Gajdos, Thibault & Tallon, Jean-Marc, 2013. "Aggregating sets of von Neumann–Morgenstern utilities," Journal of Economic Theory, Elsevier, vol. 148(2), pages 663-688.
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  7. Johanna Etner & Meglena Jeleva & Jean‐Marc Tallon, 2012. "Decision Theory Under Ambiguity," Journal of Economic Surveys, Wiley Blackwell, vol. 26(2), pages 234-270, April.
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  8. Michèle Cohen & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "An experimental investigation of imprecision attitude and its relation with risk attitude and impatience," Theory and Decision, Springer, vol. 71(1), pages 81-109, July.
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  9. Raphaël Giraud & Jean-Marc Tallon, 2011. "Are beliefs a matter of taste? A case for objective imprecise information," Theory and Decision, Springer, vol. 71(1), pages 23-31, July.
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  10. Gajdos, T. & Hayashi, T. & Tallon, J.-M. & Vergnaud, J.-C., 2008. "Attitude toward imprecise information," Journal of Economic Theory, Elsevier, vol. 140(1), pages 27-65, May.
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  11. Gajdos, T. & Tallon, J.-M. & Vergnaud, J.-C., 2008. "Representation and aggregation of preferences under uncertainty," Journal of Economic Theory, Elsevier, vol. 141(1), pages 68-99, July.
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  12. Youichiro Higashi & Sujoy Mukerji & Norio Takeoka & Jean‐Marc Tallon, 2008. "Comment on “Ellsberg's two‐color experiment, portfolio inertia and ambiguity”," International Journal of Economic Theory, The International Society for Economic Theory, vol. 4(3), pages 433-444, September.
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  13. Alain Chateauneuf & Fabio Maccheroni & Massimo Marinacci & Jean-Marc Tallon, 2005. "Monotone continuous multiple priors," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(4), pages 973-982, November.
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  14. Mukerji, Sujoy & Tallon, Jean-Marc, 2004. "Ambiguity aversion and the absence of wage indexation," Journal of Monetary Economics, Elsevier, vol. 51(3), pages 653-670, April.
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  15. Sujoy Mukerji & Jean-Marc Tallon, 2004. "Ambiguity aversion and the absence of indexed debt," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(3), pages 665-685, October.
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  16. Gajdos, Thibault & Tallon, Jean-Marc & Vergnaud, Jean-Christophe, 2004. "Decision making with imprecise probabilistic information," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 647-681, September.
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  17. Mukerji, Sujoy & Tallon, Jean-Marc, 2003. "Ellsberg's two-color experiment, portfolio inertia and ambiguity," Journal of Mathematical Economics, Elsevier, vol. 39(3-4), pages 299-316, June.
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  18. Thibault Gajdos & Jean-Marc Tallon, 2002. "Fairness under Uncertainty," Economics Bulletin, AccessEcon, vol. 4(18), pages 1-7.
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  19. Jean-Marc Tallon & Alain Chateauneuf, 2002. "Diversification, convex preferences and non-empty core in the Choquet expected utility model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 19(3), pages 509-523.
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  20. Sujoy Mukerji & Jean-Marc Tallon, 2001. "Ambiguity Aversion and Incompleteness of Financial Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 68(4), pages 883-904.
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  21. Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 191-214, October.
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  22. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000. "Sharing Beliefs: Between Agreeing and Disagreeing," Econometrica, Econometric Society, vol. 68(3), pages 685-694, May.
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  23. Jean-Marc Tallon & Jean-Michel Courtault, 2000. "Allais' trading process and the dynamic evolution of a market economy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 16(2), pages 477-481.
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  24. Salvatore Modica & J.-Marc Tallon & Aldo Rustichini, 1998. "Unawareness and bankruptcy: A general equilibrium model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 12(2), pages 259-292.
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  25. Tallon, Jean-Marc, 1998. "Do sunspots matter when agents are Choquet-expected-utility maximizers?," Journal of Economic Dynamics and Control, Elsevier, vol. 22(3), pages 357-368, March.
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  26. Tallon, Jean-Marc, 1998. "Asymmetric Information, Nonadditive Expected Utility, and the Information Revealed by Prices: An Example," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(2), pages 329-342, May.
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  27. Jean-Marc Tallon, 1997. "Risque microéconomique, aversion à l'incertitude et indétermination de l'équilibre," Annals of Economics and Statistics, GENES, issue 48, pages 211-226.
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  28. Jean-Marc Tallon, 1995. "On multiple equilibria and the rational expectations hypothesis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 7(1), pages 113-124.
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  29. Portier, Franck & Tallon, Jean-Marc, 1995. "On the non-neutrality and optimality of monetary policy when financial markets are incomplete: a macroeconomic perspective," Ricerche Economiche, Elsevier, vol. 49(1), pages 33-49, March.
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  30. Suda, Shinichi & Tallon, Jean-Marc & Villanacci, Antonio, 1992. "Real Indeterminacy of Equilibria in a Sunspot Economy with Inside Money," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 2(3), pages 309-319, July.
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  31. Jean-Marc Tallon, 1988. "Taux d'intérêt, rationnement du crédit et déséquilibres macroéconomiques," Revue de l'OFCE, Programme National Persée, vol. 24(1), pages 125-161.

    Cited by:

    1. Michel Guillard, 1992. "Déséquilibres macro-économiques et rationnement du crédit," Revue Économique, Programme National Persée, vol. 43(6), pages 1071-1105.

Chapters

  1. Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006. "Beliefs and Dynamic Consistency," Chapters, in: Richard Arena & Agnès Festré (ed.), Knowledge, Beliefs and Economics, chapter 7, Edward Elgar Publishing.
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  2. Sujoy Mukerji & Jean-Marc Tallon, 2005. "Ambiguity aversion and the absence of indexed debt," Studies in Economic Theory, in: Alessandro Citanna & John Donaldson & Herakles Polemarchakis & Paolo Siconolfi & Stephan E. Spear (ed.), Essays in Dynamic General Equilibrium Theory, pages 143-179, Springer.
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