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~accessRights:"restricted"
~person:"Beißner, Patrick"
~person:"Renou, Ludovic"
~type_genre:"Non-commercial literature"
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Ambiguity revealed
Bayer, Ralph-C.
;
Bose, Subir
;
Polisson, Matthew
;
Renou, …
-
2013
revealed preference conditions for subjective
expected
utility
, maxmin
expected
utility
, and multiplier preferences are …
Persistent link: https://www.econbiz.de/10009725525
Saved in:
2
Radner equilibria under ambiguous volatility
Beißner, Patrick
-
2013
The present paper considers a class of general equilibrium economics when the primitive uncertainty model features uncertainty about continuous-time volatility. This requires a set of mutually singular priors, which do not share the same null sets. For this setting we introduce an appropriate...
Persistent link: https://www.econbiz.de/10010212527
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