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Intertemporal equilibria with knightian uncertainty
Dana, Rose-Anne; Riedel, Frank - 2010
We study a dynamic and infinite-dimensional model with Knightian uncertainty modeled by incomplete multiple prior preferences. In interior efficient allocations, agents share a common risk-adjusted prior and use the same subjective interest rate. Interior efficient allocations and equilibria...
Persistent link: https://www.econbiz.de/10010272617
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Intertemporal equilibria with knightian uncertainty
Dana, Rose-Anne; Riedel, Frank - 2010
We study a dynamic and infinite-dimensional model with Knightian uncertainty modeled by incomplete multiple prior preferences. In interior efficient allocations, agents share a common risk-adjusted prior and use the same subjective interest rate. Interior efficient allocations and equilibria...
Persistent link: https://www.econbiz.de/10008736535
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Intertemporal Equilibria with Knightian Uncertainty
Dana, Rose-Anne; Riedel, Frank - Institut für Mathematische Wirtschaftsforschung, … - 2010
We study a dynamic and infinite-dimensional model with Knightian uncertainty modeled by incomplete multiple prior preferences. In interior efficient allocations, agents share a common risk-adjusted prior and use the same subjective interest rate. Interior efficient allocations and equilibria...
Persistent link: https://www.econbiz.de/10008492688
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Dynamic complexity in duopoly games
Dana, Rose-Anne; Montrucchio, Luigi - In: Journal of economic theory 40 (1986) 1, pp. 40-56
Persistent link: https://www.econbiz.de/10003522609
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A representation result for concave Schur concave functions
Dana, Rose-Anne - In: Mathematical finance : an international journal of … 15 (2005) 4, pp. 613-634
Persistent link: https://www.econbiz.de/10003121134
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Uniqueness of Arrow-Debreu and Arrow-Radner equilibrium when utilities are additively separable
Dana, Rose-Anne - In: Review of economic design : RED 6 (2001) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001646228
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Ambiguity, uncertainty aversion and equilibrium welfare
Dana, Rose-Anne - In: Economic theory : official journal of the Society for … 23 (2004) 3, pp. 569-587
Persistent link: https://www.econbiz.de/10002059636
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An extension of Milleron, Mitjushin and Polterovich's result
Dana, Rose-Anne - In: Journal of mathematical economics 24 (1995) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10001179664
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Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models
Dana, Rose-Anne - In: Journal of mathematical economics 22 (1993) 6, pp. 563-579
Persistent link: https://www.econbiz.de/10001161900
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Equilibrium, uniqueness and determinacy of equilibrium in CAPM with a riskless asset
Dana, Rose-Anne - In: Journal of mathematical economics 32 (1999) 2, pp. 167-175
Persistent link: https://www.econbiz.de/10001417897