No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity.
Year of publication: |
2008-05
|
---|---|
Authors: | Dana, Rose-Anne ; Van, Cuong Le |
Institutions: | Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) |
Subject: | Uncertainty | risk | common prior | equilibria with short-selling | variational preferences |
Extent: | application/pdf |
---|---|
Series: | Documents de travail du Centre d'Economie de la Sorbonne. - ISSN 1955-611X. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 30 pages |
Classification: | C62 - Existence and Stability Conditions of Equilibrium ; D50 - General Equilibrium and Disequilibrium. General ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; D84 - Expectations; Speculations ; G1 - General Financial Markets |
Source: |
-
Le Van, Cuong, (2010)
-
Dana, Rose-Anne,
-
Dana, Rose-Anne, (2007)
- More ...
-
Efficient allocations and Equilibria with short-selling and Incomplete Preferences.
Dana, Rose-Anne, (2014)
-
Dana, Rose-Anne, (2007)
-
On the transition from nonrenewable energy to renewable energy
Bahini, Yacoub, (2015)
- More ...