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Citations for "Uncertainty and Risk in Financial Markets"

by Luca Rigotti & Chris Shannon=20

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  1. Eric Danan, 2010. "Randomization vs. Selection: How to Choose in the Absence of Preference?," Management Science, INFORMS, vol. 56(3), pages 503-518, March.
  2. Rose-Anne Dana & Frank Riedel, 2010. "Intertemporal Equilibria with Knightian Uncertainty," Center for Mathematical Economics Working Papers 440, Center for Mathematical Economics, Bielefeld University.
  3. Baucells, Manel & Shapley, Lloyd S., 2008. "Multiperson utility," Games and Economic Behavior, Elsevier, vol. 62(2), pages 329-347, March.
  4. Chambers, Christopher P. & Echenique, Federico, 2012. "When does aggregation reduce risk aversion?," Games and Economic Behavior, Elsevier, vol. 76(2), pages 582-595.
  5. Won, Dong Chul & Yannelis, Nicholas C., 2011. "Equilibrium theory with satiable and non-ordered preferences," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 245-250, March.
  6. Douglas Bernheim & Antonio Rangel, 2007. "Beyond Revealed Preference Choice Theoretic Foundations for Behavioral Welfare Economics," Discussion Papers 07-031, Stanford Institute for Economic Policy Research.
  7. Kajii, Atsushi & Ui, Takashi, 2009. "Interim efficient allocations under uncertainty," Journal of Economic Theory, Elsevier, vol. 144(1), pages 337-353, January.
  8. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient allocations under ambiguity," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1173-1194, May.
  9. Edi Karni, 2014. "Familiarity breeds completeness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(1), pages 109-124, May.
  10. Hye-jin Cho, 2016. "Speculative Bubble Burst," Documents de travail du Centre d'Economie de la Sorbonne 16021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  11. Heller, Yuval, 2012. "Justifiable choice," Games and Economic Behavior, Elsevier, vol. 76(2), pages 375-390.
  12. V. Filipe Martins-da-Rocha & Nicholas C. Yannelis, 2011. "Nonemptiness of the alpha-core," The School of Economics Discussion Paper Series 1105, Economics, The University of Manchester.
  13. Joachim Keller & Peter Praet, 2009. "Extreme events and financial system governance : some lessons from the crisis," Financial Stability Review, National Bank of Belgium, vol. 7(1), pages 127-138, June.
  14. 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.
  15. Mandler, Michael, 2013. "Endogenous indeterminacy and volatility of asset prices under ambiguity," Theoretical Economics, Econometric Society, vol. 8(3), September.
  16. Rose-Anne Dana & Cuong Le Van, 2014. "Efficient allocations and Equilibria with short-selling and Incomplete Preferences," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01020646, HAL.
  17. Pivato, Marcus, 2013. "Multiutility representations for incomplete difference preorders," Mathematical Social Sciences, Elsevier, vol. 66(3), pages 196-220.
  18. Ma, Wei, 2015. "The existence and efficiency of general equilibrium with incomplete markets under Knightian uncertainty," Economics Letters, Elsevier, vol. 134(C), pages 78-81.
  19. Mihm, Maximilian, 2016. "Reference dependent ambiguity," Journal of Economic Theory, Elsevier, vol. 163(C), pages 495-524.
  20. repec:ipg:wpaper:201420 is not listed on IDEAS
  21. Eric Danan & Anthony Ziegelmeyer, 2006. "Are preferences complete? An experimental measurement of indecisiveness under risk," Papers on Strategic Interaction 2006-01, Max Planck Institute of Economics, Strategic Interaction Group.
  22. Hill, Brian, 2016. "Incomplete preferences and confidence," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 83-103.
  23. Stauber, Ronald, 2011. "Knightian games and robustness to ambiguity," Journal of Economic Theory, Elsevier, vol. 146(1), pages 248-274, January.
  24. Lopomo, Giuseppe & Rigotti, Luca & Shannon, Chris, 2011. "Knightian uncertainty and moral hazard," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1148-1172, May.
  25. David Kelsey & Erkan Yalcin, 2004. "The Arbitrage Pricing Theorem with Incomplete Preferences," GE, Growth, Math methods 0401002, EconWPA.
  26. repec:ipg:wpaper:2014-061 is not listed on IDEAS
  27. Martins-da-Rocha, V. Filipe, 2010. "Interim efficiency with MEU-preferences," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1987-2017, September.
  28. B. Douglas Bernheim, 2008. "Behavioral Welfare Economics," NBER Working Papers 14622, National Bureau of Economic Research, Inc.
  29. Feduzi, Alberto & Runde, Jochen, 2011. "The uncertain foundations of the welfare state," Journal of Economic Behavior & Organization, Elsevier, vol. 80(3), pages 613-627.
  30. Gil Riella, 2015. "On the representation of incomplete preferences under uncertainty with indecisiveness in tastes and beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(3), pages 571-600, April.
  31. Martin Cincibuch & Martina Hornikova, 2007. "Measuring the Financial Markets' Perception of EMU Enlargement: The Role of Ambiguity Aversion," Working Papers 2007/13, Czech National Bank, Research Department.
  32. Lo, Kin Chung, 2007. "Sharing beliefs about actions," Mathematical Social Sciences, Elsevier, vol. 53(2), pages 123-133, March.
  33. 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.
  34. Chakravarty, Surajeet & Kelsey, David, 2015. "Sharing ambiguous risks," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 1-8.
  35. R.A Dana & C. Le Van, 2014. "Efficient allocations and Equilibria with short," Working Papers 2014-61, Department of Research, Ipag Business School.
  36. repec:ipg:wpaper:59 is not listed on IDEAS
  37. Alain Chateauneuf & Luciano I. de Castro, 2011. "Ambiguity Aversion and Trade," Discussion Papers 1526, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  38. Sergio Santoro, 2011. "Heterogeneity and learning with complete markets," Temi di discussione (Economic working papers) 806, Bank of Italy, Economic Research and International Relations Area.
  39. Ekaterina Svetlova & Henk van Elst, 2012. "How is non-knowledge represented in economic theory?," Papers 1209.2204, arXiv.org.
  40. Eric Danan & Anthony Ziegelmeyer, 2004. "Are preferences incomplete? An experimental study using flexible choices," Papers on Strategic Interaction 2004-23, Max Planck Institute of Economics, Strategic Interaction Group.
  41. Easley, David & O'Hara, Maureen, 2010. "Liquidity and valuation in an uncertain world," Journal of Financial Economics, Elsevier, vol. 97(1), pages 1-11, July.
  42. Hyejin Cho, 2015. "Speculative Bubble Burst," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01184540, HAL.
  43. 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.
  44. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2028-2039.
  45. Guillaume Carlier & Rose-Anne Dana, 2013. "Pareto optima and equilibria when preferences are incompletely known," Post-Print hal-00661903, HAL.
  46. 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.
  47. Özgür Evren, 2012. "Scalarization Methods and Expected Multi-Utility Representations," Working Papers w0174, Center for Economic and Financial Research (CEFIR).
  48. Scott Condie, 2008. "Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(1), pages 81-108, July.
  49. repec:ipg:wpaper:2014-060 is not listed on IDEAS
  50. Kami, Edi & Maccheroni, Fabio & Marinacci, Massimo, 2015. "Ambiguity and Nonexpected Utility," Handbook of Game Theory with Economic Applications, in: Handbook of Game Theory with Economic Applications, volume 4, chapter 17, pages 901-947 Elsevier.
  51. Jack Stecher & Radhika Lunawat & Kira Pronin & John Dickhaut, 2007. "Decision Making and Trade without Probabilities," CIRANO Working Papers 2007s-21, CIRANO.
  52. 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.
  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. Michal Król, 2011. "Product differentiation decisions under ambiguous consumer demand and pessimistic expectations," The School of Economics Discussion Paper Series 1103, Economics, The University of Manchester.
  55. Chambers, Robert G. & Melkonyan, Tigran, 2009. "Smoothing preference kinks with information," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 173-189, September.
  56. Hye-Jin Cho, 2016. "Speculative Bubble Burst," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01306093, HAL.
  57. Tamini, Lota D., 2012. "Optimal quality choice under uncertainty on market development," MPRA Paper 40845, University Library of Munich, Germany.
  58. Rinaldi, Francesca, 2009. "Endogenous incompleteness of financial markets: The role of ambiguity and ambiguity aversion," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 880-901, December.
  59. Evren, Özgür & Ok, Efe A., 2011. "On the multi-utility representation of preference relations," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 554-563.
  60. repec:hal:journl:halshs-01020646 is not listed on IDEAS
  61. 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.
  62. Mandler, Michael, 2014. "Indecisiveness in behavioral welfare economics," Journal of Economic Behavior & Organization, Elsevier, vol. 97(C), pages 219-235.
  63. Oh, Ji Yeol Jimmy, 2014. "Ambiguity aversion, funding liquidity, and liquidation dynamics," Journal of Financial Markets, Elsevier, vol. 18(C), pages 49-76.
  64. Leandro Nascimento, 2011. "Remarks on the consumer problem under incomplete preferences," Theory and Decision, Springer, vol. 70(1), pages 95-110, January.
  65. Aguilar, Francisco X. & Cai, Zhen, 2010. "Exploratory analysis of prospects for renewable energy private investment in the U.S," Energy Economics, Elsevier, vol. 32(6), pages 1245-1252, November.
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