IDEAS home Printed from https://ideas.repec.org/f/c/pfa216.html

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. Alain Chateauneuf & José Heleno Faro & Jean-Marc Tallon & Vassili Vergopoulos, 2024. "Alpha-maxmin as an aggregation of two selves," Post-Print halshs-04632051, HAL.

    Cited by:

    1. Guohui Guan & Zongxia Liang, 2026. "Robust n-Agent Heterogeneous Investment-Consumption Game Under $$\alpha $$ α -Maxmin Mean-Variance-Utility Criterion," Journal of Optimization Theory and Applications, Springer, vol. 208(1), pages 1-38, January.

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

    Cited by:

    1. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    2. 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. Xueqi Dong & Shuo Li Liu, 2025. "Convexity under ambiguity," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 13(2), pages 353-373, October.
    4. Kirsten I. M. Rohde & Xiao Yu, 2024. "Intertemporal Correlation Aversion—A Model-Free Measurement," Management Science, INFORMS, vol. 70(6), pages 3493-3509, June.
    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. Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
    7. 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. 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.

  4. 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," Post-Print halshs-02495663, HAL.
    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. Bernard Cornet, 2025. "Characterizing arbitrage-free Choquet pricing," Mathematics and Financial Economics, Springer, volume 19, number 4, June.
    4. 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.
    5. 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. 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.
    7. Bernard Cornet, 2025. "Pricing rules with market frictions: an axiomatic approach," Theory and Decision, Springer, vol. 99(1), pages 123-150, September.
    8. 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.
    9. 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.
    10. Bernard Cornet, 2026. "Pricing rules with market frictions: an axiomatic approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202606, University of Kansas, Department of Economics.
    11. Beißner, Patrick & Riedel, Frank, 2025. "Belief-neutral efficiency in financial markets," Center for Mathematical Economics Working Papers 702, Center for Mathematical Economics, Bielefeld University.
    12. Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 721-744, April.
    13. 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.
    14. Matteo Burzoni & Frank Riedel & H. Mete Soner, 2021. "Viability and Arbitrage Under Knightian Uncertainty," Econometrica, Econometric Society, vol. 89(3), pages 1207-1234, May.

  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.
    • 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. Spyros Galanis, 2021. "Dynamic consistency, valuable information and subjective beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1467-1497, June.

  6. Aloisio Araujo & Pietro da Silva & José Heleno Faro, 2015. "Ambiguity Aversion in the Long Run: "To Disagree, We Must Also Agree"," Business and Economics Working Papers 222, Unidade de Negocios e Economia, Insper.

    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.

  7. José Heleno Faro, 2014. "Variational Bewley Preferences," Business and Economics Working Papers 199, Unidade de Negocios e Economia, Insper.

    Cited by:

    1. 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.
    2. 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 Jul 2025.
    3. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Post-Print halshs-02900497, HAL.
    4. Patrick Beissner & Frank Riedel, 2016. "Knight--Walras Equilibria," Papers 1605.04385, arXiv.org.
    5. 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.
    6. Gerasimou, Georgios, 2018. "On the indifference relation in Bewley preferences," Economics Letters, Elsevier, vol. 164(C), pages 24-26.
    7. Guo, Liang, 2021. "Contextual deliberation and the choice-valuation preference reversal," Journal of Economic Theory, Elsevier, vol. 195(C).
    8. Faro, José Heleno & Lefort, Jean-Philippe, 2019. "Dynamic objective and subjective rationality," Theoretical Economics, Econometric Society, vol. 14(1), January.
    9. Ceron, Federica & Vergopoulos, Vassili, 2022. "Objective rationality and recursive multiple priors," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    10. 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.
    11. Lorenzo Bastianello & Jos'e Heleno Faro & Ana Santos, 2020. "Dynamically Consistent Objective and Subjective Rationality," Papers 2004.12347, arXiv.org.
    12. Beißner, Patrick & Riedel, Frank, 2018. "Equilibria under Knightian Price Uncertainty," Center for Mathematical Economics Working Papers 597, Center for Mathematical Economics, Bielefeld University.
    13. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02900497, HAL.
    14. 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.
    15. 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.
    16. 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.
    17. Yoram Halevy & David Walker-Jones & Lanny Zrill, 2023. "Difficult Decisions," Working Papers tecipa-753, University of Toronto, Department of Economics.
    18. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Working Papers halshs-02563318, HAL.
    19. 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).
    20. 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.
    21. Hill, Brian, 2016. "Incomplete preferences and confidence," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 83-103.
    22. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02563318, HAL.
    23. 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.
    24. 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.

  8. 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. 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 Jul 2025.
    2. 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.
    3. Spyros Galanis, 2021. "Dynamic consistency, valuable information and subjective beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1467-1497, June.
    4. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Post-Print halshs-02900497, HAL.
    5. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    6. 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.
    7. 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.
    8. Ceron, Federica & Vergopoulos, Vassili, 2022. "Objective rationality and recursive multiple priors," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    9. 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.
    10. Lorenzo Bastianello & Jos'e Heleno Faro & Ana Santos, 2020. "Dynamically Consistent Objective and Subjective Rationality," Papers 2004.12347, arXiv.org.
    11. Matthew Kovach, 2021. "Conservative Updating," Papers 2102.00152, arXiv.org.
    12. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02900497, HAL.
    13. 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.
    14. Frick, Mira & Iijima, Ryota & Le Yaouanq, Yves, 2022. "Objective rationality foundations for (dynamic) α-MEU," Journal of Economic Theory, Elsevier, vol. 200(C).
    15. Matthew Kovach, 2024. "Ambiguity and partial Bayesian updating," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(1), pages 155-180, August.
    16. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Working Papers halshs-02563318, HAL.
    17. 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.
    18. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02563318, HAL.
    19. Yi-Hsuan Lin & Fernando Payró Chew, 2024. "Updating Under Imprecise Information," Working Papers 1424, Barcelona School of Economics.

  9. Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2013. "Ignorance and Competence in Choices Under Uncertainty," Business and Economics Working Papers 184, Unidade de Negocios e Economia, Insper.

    Cited by:

    1. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).

  10. 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:

  11. 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. 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.
    2. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Post-Print halshs-02900497, HAL.
    3. Galanis, S., 2019. "Dynamic Consistency, Valuable Information and Subjective Beliefs," Working Papers 19/02, Department of Economics, City St George's, University of London.
    4. Faro, José Heleno, 2015. "Variational Bewley preferences," Journal of Economic Theory, Elsevier, vol. 157(C), pages 699-729.
    5. Matthew Kovach, 2021. "Conservative Updating," Papers 2102.00152, arXiv.org.
    6. Federica Ceron & Vassili Vergopoulos, 2020. "Recursive objective and subjective multiple priors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02900497, HAL.
    7. 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.
    8. 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.

  12. José Heleno Faro, 2012. "Cobb-Douglas Preferences under Uncertainty," Business and Economics Working Papers 150, Unidade de Negocios e Economia, Insper.

    Cited by:

    1. Eisei Ohtaki & Hiroyuki Ozaki, 2014. "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e069, Tokyo Center for Economic Research.
    2. Faro, José Heleno, 2015. "Variational Bewley preferences," Journal of Economic Theory, Elsevier, vol. 157(C), pages 699-729.
    3. Argenziano, Rossella & Gilboa, Itzhak, 2017. "Psychophysical foundations of the Cobb–Douglas utility function," Economics Letters, Elsevier, vol. 157(C), pages 21-23.
    4. Eisei Ohtaki, 2020. "Optimality in an OLG model with nonsmooth preferences," Working Papers e145, Tokyo Center for Economic Research.
    5. Maria Gabriella Graziano & Claudia Meo & Nicholas C. Yannelis, 2013. "Stable Sets for Asymmetric Information Economies," CSEF Working Papers 333, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    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.

  13. 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. 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).
    2. 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.

  14. 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. Gianluca Cassese, 2020. "Complete and competitive financial markets in a complex world," Papers 2003.01055, arXiv.org, revised Mar 2021.
    2. 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.
    3. 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.
    4. Antoine Billot & Sujoy Mukerji & Jean-Marc Tallon, 2020. "Market Allocations under Ambiguity: A Survey," Post-Print halshs-02495663, HAL.
    5. Beißner, Patrick, 2014. "Coherent price systems and uncertainty-neutral valuation," Center for Mathematical Economics Working Papers 464, Center for Mathematical Economics, Bielefeld University.
    6. Patrick Beissner & Frank Riedel, 2016. "Knight--Walras Equilibria," Papers 1605.04385, arXiv.org.
    7. Gerasimou, Georgios, 2015. "A Characterization of Risk-Neutral and Ambiguity-Averse Behavior," MPRA Paper 68159, University Library of Munich, Germany.
    8. Bernard Cornet, 2025. "Characterizing arbitrage-free Choquet pricing," Mathematics and Financial Economics, Springer, volume 19, number 4, June.
    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. 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.
    11. 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.
    12. 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.
    13. 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.
    14. Patrick Bei{ss}ner, 2012. "Coherent Price Systems and Uncertainty-Neutral Valuation," Papers 1202.6632, arXiv.org.
    15. 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.
    16. Bernard Cornet, 2025. "Pricing rules with market frictions: an axiomatic approach," Theory and Decision, Springer, vol. 99(1), pages 123-150, September.
    17. Hu, Wei & Zheng, Zhenlong, 2020. "Expectile CAPM," Economic Modelling, Elsevier, vol. 88(C), pages 386-397.
    18. 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.
    19. Bernard Cornet, 2026. "Pricing rules with market frictions: an axiomatic approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202606, University of Kansas, Department of Economics.
    20. 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.

  15. 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.

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

    Cited by:

    1. Patrick Beissner & Frank Riedel, 2016. "Knight--Walras Equilibria," Papers 1605.04385, arXiv.org.
    2. 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.
    3. Beißner, Patrick & Riedel, Frank, 2018. "Equilibria under Knightian Price Uncertainty," Center for Mathematical Economics Working Papers 597, Center for Mathematical Economics, Bielefeld University.
    4. Rose Anne Dana & Frank Riedel, 2013. "Intertemporal equilibria with Knightian Uncertainty," Working Papers 2013-16, Department of Research, Ipag Business School.
    5. Nascimento, Leandro & Riella, Gil, 2011. "A class of incomplete and ambiguity averse preferences," Journal of Economic Theory, Elsevier, vol. 146(2), pages 728-750, March.
    6. Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
    7. Riella, Gil & Teper, Roee, 2014. "Probabilistic dominance and status quo bias," Games and Economic Behavior, Elsevier, vol. 87(C), pages 288-304.
    8. Stefania Minardi & Andrei Savochkin, 2013. "Preferences With Grades of Indecisiveness," Carlo Alberto Notebooks 309, Collegio Carlo Alberto.
    9. Hill, Brian, 2011. "Deferral, incomplete preferences and confidence," HEC Research Papers Series 940, HEC Paris.

  17. 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. 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.
    2. ,, 2012. "The ex-ante aggregation of opinions under uncertainty," Theoretical Economics, Econometric Society, vol. 7(3), September.
    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. Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2012. "Probabilistic sophistication, second order stochastic dominance and uncertainty aversion," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 271-283.
    5. Spyros Galanis, 2021. "Dynamic consistency, valuable information and subjective beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1467-1497, June.
    6. Ivanenko, Victor & Pasichnichenko, Illia, 2016. "Expected utility for nonstochastic risk," MPRA Paper 70433, University Library of Munich, Germany.
    7. McClellon, Morgan, 2016. "Confidence models of incomplete preferences," Mathematical Social Sciences, Elsevier, vol. 83(C), pages 30-34.
    8. König-Kersting, Christian & Kops, Christopher & Trautmann, Stefan T., 2023. "A test of (weak) certainty independence," Journal of Economic Theory, Elsevier, vol. 209(C).
    9. 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).
    10. 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.
    11. Francesco Fabbri & Giulio Principi & Lorenzo Stanca, 2024. "Absolute and Relative Ambiguity Attitudes," Papers 2406.01343, arXiv.org, revised Jun 2024.
    12. Gérard Mondello, 2023. "Information Source's Reliability," GREDEG Working Papers 2023-18, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    13. Sigrid Källblad, 2017. "Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals," Finance and Stochastics, Springer, vol. 21(2), pages 397-425, April.
    14. 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.
    15. 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.
    16. Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang, 2023. "Randomization advice and ambiguity aversion," Papers 2301.03304, arXiv.org, revised Jul 2024.
    17. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    18. Faro, José Heleno, 2011. "Variational Bewley Preferences," Insper Working Papers wpe_258, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    19. Knispel, Thomas & Laeven, Roger J.A. & Svindland, Gregor, 2016. "Robust optimal risk sharing and risk premia in expanding pools," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 182-195.
    20. 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.
    21. Lehrer, Ehud & Teper, Roee, 2015. "Subjective independence and concave expected utility," Journal of Economic Theory, Elsevier, vol. 158(PA), pages 33-53.
    22. Yosuke Hashidate, 2025. "Uncertainty-driven (dis)trust behavior," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 48(2), pages 2137-2155, December.
    23. Baillon, Aurélien & Placido, Lætitia, 2019. "Testing constant absolute and relative ambiguity aversion," Journal of Economic Theory, Elsevier, vol. 181(C), pages 309-332.
    24. Hengjie Ai & Ravi Bansal, 2016. "Risk Preferences and The Macro Announcement Premium," NBER Working Papers 22527, National Bureau of Economic Research, Inc.
    25. 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.
    26. Joseph Halpern & Samantha Leung, 2015. "Weighted sets of probabilities and minimax weighted expected regret: a new approach for representing uncertainty and making decisions," Theory and Decision, Springer, vol. 79(3), pages 415-450, November.
    27. Matthias Lang, 2017. "First-Order and Second-Order Ambiguity Aversion," Management Science, INFORMS, vol. 63(4), pages 1254-1269, April.
    28. Higashi, Youichiro & Hyogo, Kazuya & Takeoka, Norio, 2025. "Costly subjective learning," Journal of Economic Theory, Elsevier, vol. 226(C).
    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. Roee Teper, 2016. "Who is a Bayesian?," Working Paper 5861, Department of Economics, University of Pittsburgh.
    32. ,, 2013. "Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion," Theoretical Economics, Econometric Society, vol. 8(1), January.
    33. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Uncertainty Averse Preferences," Carlo Alberto Notebooks 77, Collegio Carlo Alberto.
    34. Ehud Lehrer & Roee Tepper, 2013. "Concave Expected Utility and Event Separability," Levine's Working Paper Archive 786969000000000809, David K. Levine.
    35. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient Allocations under Ambiguity," Scholarly Articles 11352637, Harvard University Department of Economics.
    36. Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang, 2022. "An Ellsberg paradox for ambiguity aversion," Papers 2212.03603, arXiv.org, revised Jan 2023.
    37. Gérard Mondello, 2021. "Uncertainty And Information Sources' Reliability," Working Papers halshs-03502603, HAL.
    38. Ceron, Federica & Vergopoulos, Vassili, 2022. "Objective rationality and recursive multiple priors," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    39. 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.
    40. 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.
    41. Peter Caradonna & Christopher P. Chambers, 2024. "Revealed Invariant Preference," Papers 2408.04573, arXiv.org.
    42. Massimo Marinacci, 2015. "Model Uncertainty," Working Papers 553, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    43. Ravi Bansal & Hengjie Ai, 2016. "Macro Announcement Premium and Risk Preferences," 2016 Meeting Papers 715, Society for Economic Dynamics.
    44. 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.
    45. 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).
    46. Ma, Jinling & Zhao, Chen, 2024. "Logic-based updating," Journal of Economic Theory, Elsevier, vol. 221(C).
    47. 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.
    48. Anna Gumena & Andrei Savochkin, 2012. "Dynamically Stable Preferences," Carlo Alberto Notebooks 263, Collegio Carlo Alberto.
    49. Faro, José Heleno, 2015. "Variational Bewley preferences," Journal of Economic Theory, Elsevier, vol. 157(C), pages 699-729.
    50. 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.
    51. Galanis, Spyros, 2018. "Financial complexity and trade," Games and Economic Behavior, Elsevier, vol. 112(C), pages 219-230.
    52. Brian Hill, 2021. "Decision under Uncertainty," Post-Print hal-03504015, HAL.
    53. Roee Teper, 2015. "Subjective Independence and Concave Expected Utility," Working Paper 5865, Department of Economics, University of Pittsburgh.
    54. 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.
    55. Christopher P. Chambers & Federico Echenique & Nicolas S. Lambert, 2023. "Recovering utility," Papers 2301.11492, arXiv.org.
    56. 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.
    57. Godfrey Charles-Cadogan, 2012. "Representation Theory for Risk On Markowitz-Tversky-Kahneman Topology," Papers 1206.2665, arXiv.org.
    58. Blavatskyy, Pavlo R., 2013. "Two examples of ambiguity aversion," Economics Letters, Elsevier, vol. 118(1), pages 206-208.
    59. Hill, Brian, 2023. "Beyond uncertainty aversion," Games and Economic Behavior, Elsevier, vol. 141(C), pages 196-222.
    60. Joseph Y. Halpern & Samantha Leung, 2016. "Minimizing regret in dynamic decision problems," Theory and Decision, Springer, vol. 81(1), pages 123-151, June.
    61. Michael Greinecker & Christoph Kuzmics, 2019. "Limit Orders under Knightian Uncertainty," Graz Economics Papers 2019-03, University of Graz, Department of Economics.
    62. 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.
    63. Chambers, Christopher P. & Echenique, Federico, 2012. "When does aggregation reduce risk aversion?," Games and Economic Behavior, Elsevier, vol. 76(2), pages 582-595.
    64. Li, Jian & Zhou, Junjie, 2020. "Information order in monotone decision problems under uncertainty," Journal of Economic Theory, Elsevier, vol. 187(C).
    65. 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.
    66. Faro, José Heleno, 2012. "Cobb-Douglas Preferences under Uncertainty," Insper Working Papers wpe_278, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    67. Johanna Etner & Meglena Jeleva & Jean-Marc Tallon, 2009. "Decision theory under uncertainty," Post-Print halshs-00429573, HAL.
    68. 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.
    69. Daniele Pennesi, 2013. "Asset Prices in an Ambiguous Economy," Carlo Alberto Notebooks 315, Collegio Carlo Alberto.
    70. Christian Bauer, 2012. "Products of non-additive measures: a Fubini-like theorem," Theory and Decision, Springer, vol. 73(4), pages 621-647, October.
    71. Lorenzo Bastianello & Jos'e Heleno Faro, 2019. "Time discounting under uncertainty," Papers 1911.00370, arXiv.org, revised Mar 2020.
    72. Hill, Brian, 2013. "Confidence and decision," Games and Economic Behavior, Elsevier, vol. 82(C), pages 675-692.
    73. 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.
    74. 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.
    75. Karni, Edi & Maccheroni, Fabio & Marinacci, Massimo, 2015. "Ambiguity and Nonexpected Utility," Handbook of Game Theory with Economic Applications,, Elsevier.
    76. Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo, 2022. "Ambiguity aversion and wealth effects," Journal of Economic Theory, Elsevier, vol. 199(C).
    77. Hill, Brian, 2016. "Incomplete preferences and confidence," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 83-103.
    78. Youichiro Higashi & Kazuya Hyogo & Norio Takeoka, 2020. "Costly Subjective Learning," KIER Working Papers 1040, Kyoto University, Institute of Economic Research.
    79. 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.
    80. Chambers, Christopher P. & Liu, Ce & Rehbeck, John, 2020. "Costly information acquisition," Journal of Economic Theory, Elsevier, vol. 186(C).
    81. Brian Hill, 2023. "Beyond Uncertainty Aversion," Post-Print hal-02428398, HAL.
    82. Michael Greinecker & Christoph Kuzmics, 2026. "Limit Orders and Knightian Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 67(1), pages 353-363, February.
    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. 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.
    85. 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.
    86. 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.
    87. Li, Jian & Zhou, Junjie, 2016. "Blackwell's informativeness ranking with uncertainty-averse preferences," Games and Economic Behavior, Elsevier, vol. 96(C), pages 18-29.
    88. Ghirardato, Paolo & Pennesi, Daniele, 2020. "A general theory of subjective mixtures," Journal of Economic Theory, Elsevier, vol. 188(C).

Articles

  1. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    See citations under working paper version above.
  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.
    See citations under working paper version above.
  3. 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. 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. Matthew Kovach, 2024. "Ambiguity and partial Bayesian updating," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(1), pages 155-180, August.

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

    Cited by:

    1. 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).
    2. Pavlo R. Blavatskyy, 2024. "Debreu’s choice model," Theory and Decision, Springer, vol. 96(2), pages 297-310, March.

  5. 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. Florian Mudekereza, 2025. "Robust Aggregation of Preferences," Papers 2504.07401, arXiv.org, revised Feb 2026.
    2. Chateauneuf, Alain & Faro, José Heleno & Tallon, Jean-Marc & Vergopoulos, Vassili, 2024. "Alpha-maxmin as an aggregation of two selves," Journal of Mathematical Economics, Elsevier, vol. 113(C).
    3. 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.
    4. Ceron, Federica & Vergopoulos, Vassili, 2022. "Objective rationality and recursive multiple priors," Journal of Mathematical Economics, Elsevier, vol. 102(C).
    5. Michel Grabisch & Benjamin Monet & Vassili Vergopoulos, 2023. "Subjective Expected Utility Through Stochastic Independence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03901731, HAL.
    6. Matthew Kovach, 2024. "Ambiguity and partial Bayesian updating," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(1), pages 155-180, August.
    7. 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.
    8. Suzi Kerr & Steffen Lippert & Edmund Y. Lou, 2025. "Transfers in climate action teams," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 80(2), pages 595-618, September.

  6. 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.
    See citations under working paper version above.
  7. 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.
  8. Faro, José Heleno & Lefort, Jean-Philippe, 2019. "Dynamic objective and subjective rationality," Theoretical Economics, Econometric Society, vol. 14(1), January.
    See citations under working paper version above.
  9. 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.
  10. 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.
    See citations under working paper version above.
  11. Faro, José Heleno, 2015. "Variational Bewley preferences," Journal of Economic Theory, Elsevier, vol. 157(C), pages 699-729.
    See citations under working paper version above.
  12. 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.
  13. 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.
    See citations under working paper version above.
  14. 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.
  15. 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.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.