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Volumn 23, Issue 3, 2004, Pages 569-587

Ambiguity, uncertainty aversion and equilibrium welfare

Author keywords

Ambiguity; Equilibrium pricing; Equilibrium welfare; Uncertainty aversion

Indexed keywords


EID: 1642633925     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00199-003-0383-2     Document Type: Article
Times cited : (34)

References (13)
  • 1
    • 0004099213 scopus 로고    scopus 로고
    • Optima and equilibria. An introduction to non linear analysis
    • Berlin Heidelberg New York: Springer
    • Aubin, J.P.: Optima and equilibria. An introduction to non linear analysis. Graduate texts in mathematics, 2nd edn. Berlin Heidelberg New York: Springer 1998
    • (1998) Graduate Texts in Mathematics, 2nd Edn.
    • Aubin, J.P.1
  • 3
    • 1642628015 scopus 로고    scopus 로고
    • Risk sharing rules and equilibria with non-additive expected utilities
    • Chateauneuf, A., Dana, R.A., Tallon J.M.: Risk sharing rules and equilibria with non-additive expected utilities. Journal of Mathematical Economics 61 (4), 953-957 (2000)
    • (2000) Journal of Mathematical Economics , vol.61 , Issue.4 , pp. 953-957
    • Chateauneuf, A.1    Dana, R.A.2    Tallon, J.M.3
  • 4
    • 0001617291 scopus 로고
    • Existence and uniqueness of equilibria when preferences are additively separable and gross substitute
    • Dana, R.A.: Existence and uniqueness of equilibria when preferences are additively separable and gross substitute. Econometrica 61 (4), 953-957 (1993)
    • (1993) Econometrica , vol.61 , Issue.4 , pp. 953-957
    • Dana, R.A.1
  • 6
    • 0000672689 scopus 로고
    • Uncertainty aversion, risk aversion, and the optimal choice of portofolio
    • Dow, J., Werlang, S.: Uncertainty aversion, risk aversion, and the optimal choice of portofolio. Econometrica 60, 197-204 (1992)
    • (1992) Econometrica , vol.60 , pp. 197-204
    • Dow, J.1    Werlang, S.2
  • 8
    • 0003257472 scopus 로고
    • Behavior under risk, recent developments in theory and applications
    • Laffont, J. J. (ed.). Cambridge: Cambridge University Press
    • Epstein, L. G.: Behavior under risk, recent developments in theory and applications. In: Laffont, J. J. (ed.) Advances in economic theory, Vol. 2. Cambridge: Cambridge University Press 1993
    • (1993) Advances in Economic Theory , vol.2
    • Epstein, L.G.1
  • 9
    • 0000206041 scopus 로고
    • Intertemporal asset pricing under Knightian uncertainty
    • Epstein, L. G., Wang, T.: Intertemporal asset pricing under Knightian uncertainty. Econometrica 62, 283-322 (1994)
    • (1994) Econometrica , vol.62 , pp. 283-322
    • Epstein, L.G.1    Wang, T.2
  • 10
    • 77956867106 scopus 로고
    • Utility theory with uncertainty
    • Ch. 33. Amsterdam: North-Holland
    • Gilboa, I., Schmeidler, D.: Utility theory with uncertainty. Handbook of mathematical economics, Vol. 4, pp. 1763-1831, Ch. 33. Amsterdam: North-Holland 1991
    • (1991) Handbook of Mathematical Economics , vol.4 , pp. 1763-1831
    • Gilboa, I.1    Schmeidler, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.