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Contracting under Knightian uncertainty

Amarante, Massimiliano; Ghossoub, Mario; Phelps, Edmund S. - 2011

Persistent link: https://www.econbiz.de/10009305377

Contracting for innovation under knightian uncertainty

Amarante, Massimiliano; Ghossoub, Mario; Phelps, Edmund S. - 2012

Persistent link: https://www.econbiz.de/10009710189

Interest rate setting in the presence of investment prospects and Knightian uncertainty

Phelps, Edmund S. - In: Macroeconomics in the small and the large : essays on …, (pp. 44-73). 2008

Persistent link: https://www.econbiz.de/10003835214

Aggregation of opinions and risk measures

Amarante, Massimiliano; Ghossoub, Mario - In: Journal of economic theory 196 (2021), pp. 1-33

Persistent link: https://www.econbiz.de/10012813439

A representation of risk measures

Amarante, Massimiliano - 2013

Persistent link: https://www.econbiz.de/10010230249

A representation of risk measures

Amarante, Massimiliano - In: Decisions in economics and finance : DEF ; a journal of … 39 (2016) 1, pp. 95-103

Persistent link: https://www.econbiz.de/10011451666

Information and ambiguity : toward a foundation of nonexpected utility

Amarante, Massimiliano - In: Mathematics of operations research 42 (2017) 4, pp. 1254-1279

Persistent link: https://www.econbiz.de/10011773318

Aggregation of Opinions and Risk Measures

Amarante, Massimiliano - 2020

A ranking over a set of alternatives is an aggregation of experts' opinions (AEO) if it depends on the experts' assessments only. We study both those rankings that result from pooling Bayesian experts and those that result from pooling possibly non-Bayesian experts. In the non-Bayesian case, we...

Persistent link: https://www.econbiz.de/10012825743

Vigilant measures of risk and the demand for contingent claims

Ghossoub, Mario - In: Insurance / Mathematics & economics 61 (2015), pp. 27-35

Persistent link: https://www.econbiz.de/10010515937

Cost-efficient contingent claims with market frictions

Ghossoub, Mario - In: Mathematics and financial economics 10 (2016) 1, pp. 87-111

Persistent link: https://www.econbiz.de/10011446032