Pareto optimal allocations for probabilistic sophisticated variational preferences

Claudia Ravanelli; Gregor Svindland

We prove the existence of Pareto optimal allocations within sets of acceptable allocations when decision makers have probabilistic sophisticated variational preferences defined on random endowments in L1. Pareto optimal allocations, variational preferences, probabilistic sophistication, ambiguity aversion, weighted sup-convolution optimization problems

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Year of publication:	2011
Authors:	Ravanelli, Claudia ; Svindland, Gregor
Publisher:	Genève : Swiss Finance Inst.
Subject:	Pareto-Optimum \| Pareto efficiency \| Risikoaversion \| Risk aversion \| Entscheidungstheorie \| Decision theory \| Vertragstheorie \| Contract theory \| Theorie \| Theory

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Extent:	Online-Ressource (PDF-Datei: 40 S.) graph. Darst.
Series:	Research paper series / Swiss Finance Institute. - Geneva, ZDB-ID 2392286-2. - Vol. 11,28 Swiss Finance Institute Research Paper ; No. 11-28
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Systemvoraussetzungen: Acrobat Reader
Other identifiers:	10.2139/ssrn.1884108 [DOI]
Classification:	D81 - Criteria for Decision-Making under Risk and Uncertainty ; D86 - Economics of Contract: Theory
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10009295752