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Ambiguity aversion and the absence of indexed debt
Mukerji, Sujoy; Tallon, Jean-Marc - In: Economic theory 24 (2004) 3, pp. 665-686
Persistent link: https://www.econbiz.de/10007154478
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Understanding the nonadditive probability decision model
Mukerji, S. - In: Economic theory 9 (1997) 1, pp. 23-46
Persistent link: https://www.econbiz.de/10007201995
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Unawareness and bankruptcy: A general equilibrium model
Modica, Salvatore; Rustichini, Aldo; Tallon, J.-Marc - In: Economic theory 12 (1998) 2, pp. 259-292
Persistent link: https://www.econbiz.de/10007191525
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On multiple equilibria and the rational expectations hypothesis
Tallon, J.-M. - In: Economic theory 7 (1996) 1, pp. 113-124
Persistent link: https://www.econbiz.de/10007204727
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Definitions of ambiguous events and the smooth ambiguity model
Klibanoff, Peter; Marinacci, Massimo; Mukerji, Sujoy - In: Economic theory 48 (2011) 2, pp. 399-425
Persistent link: https://www.econbiz.de/10009331350
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Diversification, convex preferences and non-empty core in the Choquet expected utility model
Chateauneuf, Alain; Tallon, Jean-Marc - In: Economic theory 19 (2002) 3, pp. 509-524
Persistent link: https://www.econbiz.de/10007169034
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Allais' trading process and the dynamic evolution of a market economy
Courtault, Jean-Michel; Tallon, Jean-Marc - In: Economic theory 16 (2000) 2, pp. 477-482
Persistent link: https://www.econbiz.de/10007179467
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Monotone continuous multiple priors
Chateauneuf, Alain; Maccheroni, Fabio; Marinacci, Massimo; … - In: Economic theory 26 (2005) 4, pp. 973
Persistent link: https://www.econbiz.de/10007150889