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José Heleno Faro
(Jose Heleno Faro)

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.

Working papers

  1. Lorenzo Bastianello & José Heleno Faro, 2022. "Choquet expected discounted utility," Post-Print hal-04103604, HAL.

    Cited by:

    1. Michel Grabisch & Benjamin Monet & Vassili Vergopoulos, 2023. "Subjective Expected Utility Through Stochastic Independence," PSE-Ecole d'économie de Paris (Postprint) halshs-03901731, HAL.
    2. Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.

  2. Lorenzo Bastianello & José Heleno Faro & Flávia Teles, 2020. "Independence and Variational Bewley~Preferences: A Note," Post-Print hal-04129335, HAL.

    Cited by:

    1. José Heleno Faro & Ana Santos, 2023. "Updating variational (Bewley) preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 207-228, January.

  3. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252329, HAL.
    • Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(2), pages 335-361, September.

    Cited by:

    1. Galanis, S., 2019. "Dynamic Consistency, Valuable Information and Subjective Beliefs," Working Papers 19/02, Department of Economics, City University London.

  4. José Heleno Faro & Jean-Philippe Lefort, 2019. "Dynamic objective and subjective rationality," Post-Print hal-04233768, HAL.

    Cited by:

    1. Matthew Kovach, 2021. "Ambiguity and Partial Bayesian Updating," Papers 2102.11429, arXiv.org, revised Mar 2023.
    2. Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024. "Alpha-maxmin as an aggregation of two selves," Working Papers halshs-04589094, HAL.
    3. Pierre Bardier & Bach Dong-Xuan & Van-Quy Nguyen, 2024. "Hoping for the best while preparing for the worst in the face of uncertainty: a new type of incomplete preferences," Papers 2406.11166, arXiv.org, revised Jan 2025.
    4. Yi-Hsuan Lin & Fernando Payró Chew, 2024. "Updating Under Imprecise Information," Working Papers 1424, Barcelona School of Economics.

  5. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252242, HAL.

    Cited by:

    1. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Revue économique, Presses de Sciences-Po, vol. 71(2), pages 267-282.
    2. Leandro Nascimento, 2024. "Bounded arbitrage and nearly rational behavior," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 77(4), pages 941-974, June.
    3. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03722920, HAL.
    4. Burzoni, Matteo & Riedel, Frank & Soner, Halil Mete, 2017. "Viability and arbitrage under Knightian Uncertainty," Center for Mathematical Economics Working Papers 575, Center for Mathematical Economics, Bielefeld University.
    5. Marcello Basili & Carlo Zappia, 2018. "Ellsberg’s Decision Rules and Keynes’s Long-Term Expectations," Department of Economics University of Siena 777, Department of Economics, University of Siena.
    6. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2025. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202509, University of Kansas, Department of Economics.
    7. Marcello Basili & Alain Chateauneuf & Giuliano Antonio & Giuseppe Scianna, 2023. "A representation of Keynes's long-term expectation in financial markets," Working Papers hal-03999320, HAL.
    8. Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2022. "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," Papers 2203.16292, arXiv.org.
    9. Lin Zhang & Yuehua Xu & Honghui Chen, 2022. "Do Returnee Executives Value Corporate Philanthropy? Evidence from China," Journal of Business Ethics, Springer, vol. 179(2), pages 411-430, August.
    10. Lécuyer, Emy & Riedel, Frank & Stanca, Lorenzo, 2024. "Arbitrage Pricing in Convex, Cash-Additive Markets," Center for Mathematical Economics Working Papers 694, Center for Mathematical Economics, Bielefeld University.
    11. Marcello Basili & Alain Chateauneuf & Giuseppe Scianna, 2019. "A consistent representation of Keynes’s long-term expectation in ?nancial market," Department of Economics University of Siena 808, Department of Economics, University of Siena.

  6. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2016. "Updating Pricing Rules," Business and Economics Working Papers 223, Unidade de Negocios e Economia, Insper.

    Cited by:

    1. Galanis, S., 2019. "Dynamic Consistency, Valuable Information and Subjective Beliefs," Working Papers 19/02, Department of Economics, City University London.

  7. Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2014. "Ignorance and competence in choices under uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01015299, HAL.

    Cited by:

    1. Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024. "Alpha-maxmin as an aggregation of two selves," Working Papers halshs-04589094, HAL.

  8. Faro, José Heleno & Lefort, Jean Philippe, 2013. "Dynamic Objective and Subjective Rationality," Insper Working Papers wpe_312, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Simone Cerreia-Vioglio & Alfio Giarlotta & Salvatore Greco & Fabio Maccheroni & Massimo Marinacci, 2020. "Rational preference and rationalizable choice," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(1), pages 61-105, February.
    2. Faro, José Heleno, 2015. "Variational Bewley preferences," Journal of Economic Theory, Elsevier, vol. 157(C), pages 699-729.
    3. 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.
    4. Galanis, S., 2019. "Dynamic Consistency, Valuable Information and Subjective Beliefs," Working Papers 19/02, Department of Economics, City University London.
    5. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2016. "Updating Pricing Rules," Business and Economics Working Papers 223, Unidade de Negocios e Economia, Insper.
    6. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," PSE-Ecole d'économie de Paris (Postprint) hal-03252329, HAL.
    7. Matthew Kovach, 2021. "Conservative Updating," Papers 2102.00152, arXiv.org.
    8. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02900497, HAL.
    9. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Post-Print halshs-02900497, HAL.

  9. Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2013. "Ignorance and Competence in Choices Under Uncertainty," Insper Working Papers wpe_323, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

  10. José Heleno Faro & Jean Philippe Lefortz, 2013. "Dynamic Objective and Subjective Rationality," Business and Economics Working Papers 176, Unidade de Negocios e Economia, Insper.

    Cited by:

    1. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2016. "Updating Pricing Rules," Business and Economics Working Papers 223, Unidade de Negocios e Economia, Insper.

  11. Alain Chateauneuf & José Heleno Faro, 2012. "On the confidence preferences model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685409, HAL.

    Cited by:

    1. José Faro, 2013. "Cobb-Douglas preferences under uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 273-285, October.
    2. Sadowski, Philipp & Sarver, Todd, 2024. "Adaptive preferences: An evolutionary model of non-expected utility and ambiguity aversion," Journal of Economic Theory, Elsevier, vol. 218(C).

  12. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2012. "Pricing rules and Arrow-Debreu ambiguous valuation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00685413, HAL.

    Cited by:

    1. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03252242, HAL.
    2. Patrick Beissner & Frank Riedel, 2016. "Knight--Walras Equilibria," Papers 1605.04385, arXiv.org.
    3. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Revue économique, Presses de Sciences-Po, vol. 71(2), pages 267-282.
    4. Yaarit Even & Ehud Lehrer, 2014. "Decomposition-integral: unifying Choquet and the concave integrals," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(1), pages 33-58, May.
    5. Gianluca Cassese, 2020. "Complete and competitive financial markets in a complex world," Papers 2003.01055, arXiv.org, revised Mar 2021.
    6. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2016. "Updating Pricing Rules," Business and Economics Working Papers 223, Unidade de Negocios e Economia, Insper.
    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. Gerasimou, Georgios, 2015. "A Characterization of Risk-Neutral and Ambiguity-Averse Behavior," MPRA Paper 68159, University Library of Munich, Germany.
    9. Tarik Driouchi & Lenos Trigeorgis & Raymond H. Y. So, 2018. "Option implied ambiguity and its information content: Evidence from the subprime crisis," Annals of Operations Research, Springer, vol. 262(2), pages 463-491, March.
    10. Patrick Bei{ss}ner, 2012. "Coherent Price Systems and Uncertainty-Neutral Valuation," Papers 1202.6632, arXiv.org.
    11. Marcello Basili & Carlo Zappia, 2018. "Ellsberg’s Decision Rules and Keynes’s Long-Term Expectations," Department of Economics University of Siena 777, Department of Economics, University of Siena.
    12. Alain Chateauneuf & Bernard Cornet, 2025. "Financial Markets With Hedging Complements," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202510, University of Kansas, Department of Economics.
    13. Hu, Wei & Zheng, Zhenlong, 2020. "Expectile CAPM," Economic Modelling, Elsevier, vol. 88(C), pages 386-397.
    14. Beißner, Patrick, 2013. "Coherent Price Systems and Uncertainty-Neutral Valuation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80010, Verein für Socialpolitik / German Economic Association.
    15. Marcello Basili & Alain Chateauneuf & Giuliano Antonio & Giuseppe Scianna, 2023. "A representation of Keynes's long-term expectation in financial markets," Working Papers hal-03999320, HAL.
    16. Lécuyer, Emy & Riedel, Frank & Stanca, Lorenzo, 2024. "Arbitrage Pricing in Convex, Cash-Additive Markets," Center for Mathematical Economics Working Papers 694, Center for Mathematical Economics, Bielefeld University.
    17. Marcello Basili & Alain Chateauneuf & Giuseppe Scianna, 2019. "A consistent representation of Keynes’s long-term expectation in ?nancial market," Department of Economics University of Siena 808, Department of Economics, University of Siena.

  13. Faro, José Heleno, 2012. "Cobb-Douglas Preferences under Uncertainty," Insper Working Papers wpe_278, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. 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.

  14. Faro, José Heleno, 2011. "Variational Bewley Preferences," Insper Working Papers wpe_258, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

    Cited by:

    1. Stefania Minardi & Andrei Savochkin, 2015. "Preferences with grades of indecisiveness," Post-Print hal-01147684, HAL.
    2. Dana, Rose-Anne & Riedel, Frank, 2017. "Intertemporal equilibria with Knightian uncertainty," Center for Mathematical Economics Working Papers 440, Center for Mathematical Economics, Bielefeld University.
    3. Patrick Beissner & Frank Riedel, 2016. "Knight--Walras Equilibria," Papers 1605.04385, arXiv.org.
    4. 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.
    5. Riella, Gil & Teper, Roee, 2014. "Probabilistic dominance and status quo bias," Games and Economic Behavior, Elsevier, vol. 87(C), pages 288-304.
    6. Hill, Brian, 2011. "Deferral, incomplete preferences and confidence," HEC Research Papers Series 940, HEC Paris.
    7. Beißner, Patrick & Riedel, Frank, 2018. "Equilibria under Knightian Price Uncertainty," Center for Mathematical Economics Working Papers 597, Center for Mathematical Economics, Bielefeld University.
    8. Leandro Nascimento & Gil Riella, 2008. "A Class of Incomplete and Ambiguity Averse Preferences," Working Papers Series 180, Central Bank of Brazil, Research Department.
    9. Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.

  15. Alain Chateauneuf & José Heleno Faro, 2009. "Ambiguity through confidence functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634651, HAL.

    Cited by:

    1. Johanna Etner & Meglena Jeleva & Jean-Marc Tallon, 2009. "Decision theory under uncertainty," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00429573, HAL.
    2. Joseph Y. Halpern & Samantha Leung, 2012. "Weighted Sets of Probabilities and MinimaxWeighted Expected Regret: New Approaches for Representing Uncertainty and Making Decisions," Papers 1210.4853, arXiv.org.
    3. Christian Bauer, 2012. "Products of non-additive measures: a Fubini-like theorem," Theory and Decision, Springer, vol. 73(4), pages 621-647, October.
    4. Ivanenko, Victor & Pasichnichenko, Illia, 2017. "Expected utility for nonstochastic risk," Mathematical Social Sciences, Elsevier, vol. 86(C), pages 18-22.
    5. Youichiro Higashi & Kazuya Hyogo & Norio Takeoka, 2020. "Costly Subjective Learning," KIER Working Papers 1040, Kyoto University, Institute of Economic Research.
    6. Lehrer, Ehud & Teper, Roee, 2015. "Subjective independence and concave expected utility," Journal of Economic Theory, Elsevier, vol. 158(PA), pages 33-53.
    7. Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo, 2022. "Ambiguity aversion and wealth effects," Journal of Economic Theory, Elsevier, vol. 199(C).
    8. Ma, Jinling & Zhao, Chen, 2024. "Logic-based updating," Journal of Economic Theory, Elsevier, vol. 221(C).
    9. König-Kersting, Christian & Kops, Christopher & Trautmann, Stefan T., 2023. "A test of (weak) certainty independence," Journal of Economic Theory, Elsevier, vol. 209(C).
    10. Godfrey Charles-Cadogan, 2012. "Representation Theory for Risk On Markowitz-Tversky-Kahneman Topology," Papers 1206.2665, arXiv.org.
    11. Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2014. "Ignorance and competence in choices under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 143-150.
    12. 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.
    13. Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024. "Alpha-maxmin as an aggregation of two selves," Working Papers halshs-04589094, HAL.
    14. 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.
    15. Stefan Trautmann & Peter P. Wakker, 2018. "Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications," Journal of Risk and Uncertainty, Springer, vol. 56(1), pages 83-116, February.
    16. Gerard Mondello, 2023. "Information source’s reliability," Working Papers hal-03926562, HAL.
    17. Lorenzo Bastianello & Jos'e Heleno Faro, 2019. "Time discounting under uncertainty," Papers 1911.00370, arXiv.org, revised Mar 2020.
    18. 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.
    19. Hill, Brian, 2016. "Incomplete preferences and confidence," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 83-103.
    20. Paolo Ghirardato & Daniele Pennesi, 2018. "A general theory of subjective mixtures," Carlo Alberto Notebooks 573, Collegio Carlo Alberto, revised 2020.
    21. Ehud Lehrer & Roee Tepper, 2013. "Concave Expected Utility and Event Separability," Levine's Working Paper Archive 786969000000000809, David K. Levine.
    22. Anna Gumena & Andrei Savochkin, 2012. "Dynamically Stable Preferences," Carlo Alberto Notebooks 263, Collegio Carlo Alberto.
    23. Baillon, Aurélien & Bleichrodt, Han & Li, Chen & Wakker, Peter P., 2021. "Belief hedges: Measuring ambiguity for all events and all models," Journal of Economic Theory, Elsevier, vol. 198(C).
    24. Faro, José Heleno, 2015. "Variational Bewley preferences," Journal of Economic Theory, Elsevier, vol. 157(C), pages 699-729.
    25. Spyros Galanis, 2021. "Speculative trade and the value of public information," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 23(1), pages 53-68, February.
    26. Florian Schneider & Martin Schonger, 2015. "An experimental test of the Anscombe-Aumann Monotonicity axiom," ECON - Working Papers 207, Department of Economics - University of Zurich, revised May 2017.
    27. ,, 2012. "The ex-ante aggregation of opinions under uncertainty," Theoretical Economics, Econometric Society, vol. 7(3), September.
    28. 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.
    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. Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang, 2019. "Is Ellsberg behavior evidence of ambiguity aversion?," Graz Economics Papers 2019-07, University of Graz, Department of Economics.
    31. Chambers, Christopher P. & Liu, Ce & Rehbeck, John, 2020. "Costly information acquisition," Journal of Economic Theory, Elsevier, vol. 186(C).
    32. He, Ying & Dyer, James S. & Butler, John C. & Jia, Jianmin, 2019. "An additive model of decision making under risk and ambiguity," Journal of Mathematical Economics, Elsevier, vol. 85(C), pages 78-92.
    33. Roee Teper, 2015. "Subjective Independence and Concave Expected Utility," Working Paper 5865, Department of Economics, University of Pittsburgh.
    34. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient Allocations under Ambiguity," Scholarly Articles 11352637, Harvard University Department of Economics.
    35. Brian Hill, 2023. "Beyond Uncertainty Aversion," Post-Print hal-02428398, HAL.
    36. Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang, 2022. "An Ellsberg paradox for ambiguity aversion," Graz Economics Papers 2022-05, University of Graz, Department of Economics.
    37. 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.
    38. Galanis, S., 2019. "Dynamic Consistency, Valuable Information and Subjective Beliefs," Working Papers 19/02, Department of Economics, City University London.
    39. Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang, 2023. "Randomization advice and ambiguity aversion," Papers 2301.03304, arXiv.org, revised Jul 2024.
    40. Thomas Knispel & Roger J. A. Laeven & Gregor Svindland, 2016. "Robust Optimal Risk Sharing and Risk Premia in Expanding Pools," Papers 1601.06979, arXiv.org.
    41. André, Eric, 2016. "Crisp monetary acts in multiple-priors models of decision under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 67(C), pages 153-161.
    42. Faro, José Heleno & Lefort, Jean Philippe, 2013. "Dynamic Objective and Subjective Rationality," Insper Working Papers wpe_312, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    43. Peter Caradonna & Christopher P. Chambers, 2024. "Revealed Invariant Preference," Papers 2408.04573, arXiv.org.
    44. Hill, Brian, 2013. "Confidence and decision," Games and Economic Behavior, Elsevier, vol. 82(C), pages 675-692.
    45. 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.
    46. Blavatskyy, Pavlo R., 2013. "Two examples of ambiguity aversion," Economics Letters, Elsevier, vol. 118(1), pages 206-208.
    47. José Faro, 2013. "Cobb-Douglas preferences under uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 273-285, October.
    48. Hill, Brian, 2023. "Beyond uncertainty aversion," Games and Economic Behavior, Elsevier, vol. 141(C), pages 196-222.
    49. Roee Teper, 2016. "Who is a Bayesian?," Working Paper 5861, Department of Economics, University of Pittsburgh.
    50. Massimo Marinacci, 2015. "Model Uncertainty," Working Papers 553, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    51. Galanis, Spyros, 2018. "Financial complexity and trade," Games and Economic Behavior, Elsevier, vol. 112(C), pages 219-230.
    52. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2010. "Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion," Carlo Alberto Notebooks 174, Collegio Carlo Alberto.
    53. Joseph Y. Halpern & Samantha Leung, 2016. "Minimizing regret in dynamic decision problems," Theory and Decision, Springer, vol. 81(1), pages 123-151, June.
    54. Martins-da-Rocha, V. Filipe, 2010. "Interim efficiency with MEU-preferences," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1987-2017, September.
    55. Baillon, Aurélien & Placido, Lætitia, 2019. "Testing constant absolute and relative ambiguity aversion," Journal of Economic Theory, Elsevier, vol. 181(C), pages 309-332.
    56. Chambers, Christopher P. & Echenique, Federico, 2012. "When does aggregation reduce risk aversion?," Games and Economic Behavior, Elsevier, vol. 76(2), pages 582-595.
    57. Hengjie Ai & Ravi Bansal, 2016. "Risk Preferences and The Macro Announcement Premium," NBER Working Papers 22527, National Bureau of Economic Research, Inc.
    58. 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.
    59. Li, Jian & Zhou, Junjie, 2020. "Information order in monotone decision problems under uncertainty," Journal of Economic Theory, Elsevier, vol. 187(C).
    60. Gérard Mondello, 2021. "Uncertainty And Information Sources' Reliability," Working Papers halshs-03502603, HAL.
    61. Jingyi Xue, 2020. "Preferences with changing ambiguity aversion," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(1), pages 1-60, February.
    62. Ravi Bansal & Hengjie Ai, 2016. "Macro Announcement Premium and Risk Preferences," 2016 Meeting Papers 715, Society for Economic Dynamics.
    63. 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.
    64. Li, Jian & Zhou, Junjie, 2016. "Blackwell's informativeness ranking with uncertainty-averse preferences," Games and Economic Behavior, Elsevier, vol. 96(C), pages 18-29.
    65. Francesco Fabbri & Giulio Principi & Lorenzo Stanca, 2024. "Absolute and Relative Ambiguity Attitudes," Papers 2406.01343, arXiv.org, revised Jun 2024.
    66. Brian Hill, 2021. "Decision under Uncertainty," Post-Print hal-03504015, HAL.
    67. Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Discussion Paper 2011-031, Tilburg University, Center for Economic Research.
    68. Faro, José Heleno, 2011. "Variational Bewley Preferences," Insper Working Papers wpe_258, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    69. Faro, José Heleno, 2012. "Cobb-Douglas Preferences under Uncertainty," Insper Working Papers wpe_278, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    70. Ceron, Federica & Vergopoulos, Vassili, 2022. "Objective rationality and recursive multiple priors," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    71. Michael Greinecker & Christoph Kuzmics, 2019. "Limit Orders under Knightian Uncertainty," Graz Economics Papers 2019-03, University of Graz, Department of Economics.
    72. Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2013. "Ignorance and Competence in Choices Under Uncertainty," Insper Working Papers wpe_323, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    73. Ivanenko, Victor & Pasichnichenko, Illia, 2016. "Expected utility for nonstochastic risk," MPRA Paper 70433, University Library of Munich, Germany.
    74. Karni, Edi & Maccheroni, Fabio & Marinacci, Massimo, 2015. "Ambiguity and Nonexpected Utility," Handbook of Game Theory with Economic Applications,, Elsevier.
    75. Soheil Ghili & Peter Klibanoff, 2021. "If It Is Surely Better, Do It More? Implications for Preferences Under Ambiguity," Management Science, INFORMS, vol. 67(12), pages 7619-7636, December.
    76. Lorenzo Bastianello & José Heleno Faro, 2023. "Choquet expected discounted utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 1071-1098, May.
    77. Christopher P. Chambers & Federico Echenique & Nicolas S. Lambert, 2023. "Recovering utility," Papers 2301.11492, arXiv.org.
    78. Daniele Pennesi, 2013. "Asset Prices in an Ambiguous Economy," Carlo Alberto Notebooks 315, Collegio Carlo Alberto.
    79. ,, 2013. "Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion," Theoretical Economics, Econometric Society, vol. 8(1), January.
    80. 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.
    81. Sadowski, Philipp & Sarver, Todd, 2024. "Adaptive preferences: An evolutionary model of non-expected utility and ambiguity aversion," Journal of Economic Theory, Elsevier, vol. 218(C).
    82. McClellon, Morgan, 2016. "Confidence models of incomplete preferences," Mathematical Social Sciences, Elsevier, vol. 83(C), pages 30-34.
    83. 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.
    84. Sigrid Källblad, 2017. "Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals," Finance and Stochastics, Springer, vol. 21(2), pages 397-425, April.
    85. 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.
    86. Paolo Ghirardato & Daniele Pennesi, 2023. "Randomizing without randomness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 1009-1037, May.

Articles

  1. José Heleno Faro & Ana Santos, 2023. "Updating variational (Bewley) preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 207-228, January.

    Cited by:

    1. Matthew Kovach, 2021. "Ambiguity and Partial Bayesian Updating," Papers 2102.11429, arXiv.org, revised Mar 2023.
    2. Youichiro Higashi & Kazuya Hyogo & Gil Riella, 2024. "Dynamically consistent menu preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(4), pages 1047-1074, December.

  2. Lorenzo Bastianello & José Heleno Faro, 2023. "Choquet expected discounted utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 1071-1098, May.

    Cited by:

    1. Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024. "Alpha-maxmin as an aggregation of two selves," Working Papers halshs-04589094, HAL.
    2. Benjamin Monet & Vassili Vergopoulos, 2024. "Ambiguity, randomization and the timing of resolution of uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(4), pages 1021-1045, December.
    3. Giulio Principi & Peter P. Wakker & Ruodu Wang, 2023. "Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity," Papers 2307.08542, arXiv.org, revised Dec 2024.

  3. Faro, José Heleno, 2023. "The Luce model with replicas," Journal of Economic Theory, Elsevier, vol. 208(C).

    Cited by:

    1. Pavlo R. Blavatskyy, 2024. "Debreu’s choice model," Theory and Decision, Springer, vol. 96(2), pages 297-310, March.
    2. Alós-Ferrer, Carlos & Mihm, Maximilian, 2025. "A characterization of the Luce choice rule for an arbitrary collection of menus," Journal of Economic Theory, Elsevier, vol. 223(C).

  4. 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.

    Cited by:

    1. Matthew Kovach, 2021. "Ambiguity and Partial Bayesian Updating," Papers 2102.11429, arXiv.org, revised Mar 2023.
    2. Jianjun Miao, 2022. "Introduction to the special issue in honor of Larry Epstein," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 329-333, September.
    3. Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024. "Alpha-maxmin as an aggregation of two selves," Working Papers halshs-04589094, HAL.
    4. Florian Mudekereza, 2025. "Robust Social Planning," Papers 2504.07401, arXiv.org.
    5. Michel Grabisch & Benjamin Monet & Vassili Vergopoulos, 2023. "Subjective Expected Utility Through Stochastic Independence," PSE-Ecole d'économie de Paris (Postprint) halshs-03901731, HAL.
    6. Ceron, Federica & Vergopoulos, Vassili, 2022. "Objective rationality and recursive multiple priors," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    7. Youichiro Higashi & Kazuya Hyogo & Gil Riella, 2024. "Dynamically consistent menu preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(4), pages 1047-1074, December.

  5. Lorenzo Bastianello & José Heleno Faro & Flávia Teles, 2020. "Independence and Variational Bewley Preferences: A Note," Revue économique, Presses de Sciences-Po, vol. 71(2), pages 337-347.

    Cited by:

    1. José Heleno Faro & Ana Santos, 2023. "Updating variational (Bewley) preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 207-228, January.

  6. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(2), pages 335-361, September.
    See citations under working paper version above.
  7. Faro, José Heleno & Lefort, Jean-Philippe, 2019. "Dynamic objective and subjective rationality," Theoretical Economics, Econometric Society, vol. 14(1), January.

    Cited by:

    1. Matthew Kovach, 2021. "Ambiguity and Partial Bayesian Updating," Papers 2102.11429, arXiv.org, revised Mar 2023.
    2. Simon Grant & Patricia Rich & Jack Stecher, 2021. "Objective and subjective rationality and decisions with the best and worst case in mind," Theory and Decision, Springer, vol. 90(3), pages 309-320, May.
    3. Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024. "Alpha-maxmin as an aggregation of two selves," Working Papers halshs-04589094, HAL.
    4. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Working Papers halshs-02563318, HAL.
    5. 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.
    6. Pierre Bardier & Bach Dong-Xuan & Van-Quy Nguyen, 2024. "Hoping for the best while preparing for the worst in the face of uncertainty: a new type of incomplete preferences," Papers 2406.11166, arXiv.org, revised Jan 2025.
    7. Galanis, S., 2019. "Dynamic Consistency, Valuable Information and Subjective Beliefs," Working Papers 19/02, Department of Economics, City University London.
    8. Lorenzo Bastianello & Jos'e Heleno Faro & Ana Santos, 2020. "Dynamically Consistent Objective and Subjective Rationality," Papers 2004.12347, arXiv.org.
    9. Yi-Hsuan Lin & Fernando Payró Chew, 2024. "Updating Under Imprecise Information," Working Papers 1424, Barcelona School of Economics.
    10. Frick, Mira & Iijima, Ryota & Le Yaouanq, Yves, 2022. "Objective rationality foundations for (dynamic) α-MEU," Journal of Economic Theory, Elsevier, vol. 200(C).
    11. 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.
    12. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02563318, HAL.
    13. Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2020. "Objective rationality foundations for (dynamic) alpha-MEU," Cowles Foundation Discussion Papers 2244, Cowles Foundation for Research in Economics, Yale University.
    14. Matthew Kovach, 2021. "Conservative Updating," Papers 2102.00152, arXiv.org.
    15. Ceron, Federica & Vergopoulos, Vassili, 2022. "Objective rationality and recursive multiple priors," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    16. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02900497, HAL.
    17. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Post-Print halshs-02900497, HAL.
    18. José Heleno Faro & Ana Santos, 2023. "Updating variational (Bewley) preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 207-228, January.

  8. Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
    See citations under working paper version above.
  9. Araujo, Aloisio & da Silva, Pietro & Faro, José Heleno, 2016. "Ambiguity aversion in the long run: “To disagree, we must also agree”," Journal of Economic Theory, Elsevier, vol. 165(C), pages 242-256.

    Cited by:

    1. Shi, Baofeng & Zhao, Xue & Wu, Bi & Dong, Yizhe, 2019. "Credit rating and microfinance lending decisions based on loss given default (LGD)," Finance Research Letters, Elsevier, vol. 30(C), pages 124-129.
    2. Victor Filipe Martins da Rocha & Rafael Mouallem Rosa, 2023. "Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties," Post-Print hal-02921220, HAL.

  10. Faro, José Heleno, 2015. "Variational Bewley preferences," Journal of Economic Theory, Elsevier, vol. 157(C), pages 699-729.

    Cited by:

    1. Simone Cerreia-Vioglio & Alfio Giarlotta & Salvatore Greco & Fabio Maccheroni & Massimo Marinacci, 2020. "Rational preference and rationalizable choice," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 69(1), pages 61-105, February.
    2. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Working Papers halshs-02563318, HAL.
    3. Patrick Beissner & Frank Riedel, 2016. "Knight--Walras Equilibria," Papers 1605.04385, arXiv.org.
    4. Hill, Brian, 2016. "Incomplete preferences and confidence," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 83-103.
    5. Dino Borie, 2023. "Expected utility in Savage’s framework without the completeness axiom," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 525-550, August.
    6. Faro, José Heleno & Lefort, Jean-Philippe, 2019. "Dynamic objective and subjective rationality," Theoretical Economics, Econometric Society, vol. 14(1), January.
    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. Pierre Bardier & Bach Dong-Xuan & Van-Quy Nguyen, 2024. "Hoping for the best while preparing for the worst in the face of uncertainty: a new type of incomplete preferences," Papers 2406.11166, arXiv.org, revised Jan 2025.
    9. Guo, Liang, 2021. "Contextual deliberation and the choice-valuation preference reversal," Journal of Economic Theory, Elsevier, vol. 195(C).
    10. Lorenzo Bastianello & Jos'e Heleno Faro & Ana Santos, 2020. "Dynamically Consistent Objective and Subjective Rationality," Papers 2004.12347, arXiv.org.
    11. Echenique, Federico & Miyashita, Masaki & Nakamura, Yuta & Pomatto, Luciano & Vinson, Jamie, 2022. "Twofold multiprior preferences and failures of contingent reasoning," Journal of Economic Theory, Elsevier, vol. 202(C).
    12. Pierre Bardier & Bach Dong-Xuan & Van-Quy Nguyen, 2025. "Hoping for the best while preparing for the worst in the face of uncertainty: a new type of incomplete preferences," PSE Working Papers halshs-04615290, HAL.
    13. Beißner, Patrick & Riedel, Frank, 2018. "Equilibria under Knightian Price Uncertainty," Center for Mathematical Economics Working Papers 597, Center for Mathematical Economics, Bielefeld University.
    14. 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.
    15. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02563318, HAL.
    16. Ceron, Federica & Vergopoulos, Vassili, 2022. "Objective rationality and recursive multiple priors," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    17. Florentino Morales & Walter Timo de Vries, 2021. "Establishment of Land Use Suitability Mapping Criteria Using Analytic Hierarchy Process (AHP) with Practitioners and Beneficiaries," Land, MDPI, vol. 10(3), pages 1-20, February.
    18. Yoram Halevy & David Walker-Jones & Lanny Zrill, 2023. "Difficult Decisions," Working Papers tecipa-753, University of Toronto, Department of Economics.
    19. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02900497, HAL.
    20. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Post-Print halshs-02900497, HAL.
    21. Robert G. Chambers & Tigran Melkonyan & John Quiggin, 2022. "Incomplete preferences, willingness to pay, and willingness to accept," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(3), pages 727-761, October.
    22. Cettolin, Elena & Riedl, Arno, 2019. "Revealed preferences under uncertainty: Incomplete preferences and preferences for randomization," Journal of Economic Theory, Elsevier, vol. 181(C), pages 547-585.
    23. José Heleno Faro & Ana Santos, 2023. "Updating variational (Bewley) preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 207-228, January.
    24. Gerasimou, Georgios, 2018. "On the indifference relation in Bewley preferences," Economics Letters, Elsevier, vol. 164(C), pages 24-26.

  11. Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2014. "Ignorance and competence in choices under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 143-150.
    See citations under working paper version above.
  12. José Faro, 2013. "Cobb-Douglas preferences under uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 273-285, October.

    Cited by:

    1. 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.
    2. Faro, José Heleno, 2015. "Variational Bewley preferences," Journal of Economic Theory, Elsevier, vol. 157(C), pages 699-729.
    3. Rossella Argenziano & Itzhak Gilboa, 2018. "Psychophysical Foundations of the Cobb-Douglas Utility Function," Working Papers hal-01933881, HAL.
    4. Eisei Ohtaki & Hiroyuki Ozaki, 2014. "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e069, Tokyo Center for Economic Research.
    5. Maria Gabriella Graziano & Claudia Meo & Nicholas C. Yannelis, 2015. "Stable sets for asymmetric information economies," International Journal of Economic Theory, The International Society for Economic Theory, vol. 11(1), pages 137-154, March.
    6. Eisei Ohtaki, 2020. "Optimality in an OLG model with nonsmooth preferences," Working Papers e145, Tokyo Center for Economic Research.

  13. Aloisio Araujo & Alain Chateauneuf & José Faro, 2012. "Pricing rules and Arrow–Debreu ambiguous valuation," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 49(1), pages 1-35, January.
    See citations under working paper version above.
  14. Chateauneuf, Alain & Faro, José Heleno, 2009. "Ambiguity through confidence functions," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 535-558, September.
    See citations under working paper version above.
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