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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

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

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

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

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

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

Imperfect information and investor heterogeneity in the bond market

Riedel, Frank - 2000

Persistent link: https://www.econbiz.de/10001421506

Arrow-Debreu equilibria with asymptotically heterogenous expectations exist

Riedel, Frank - 2001

Persistent link: https://www.econbiz.de/10001597002

Existence of Arrow-Radner equilibrium with endogenously complete markets under incomplete information

Riedel, Frank - In: Journal of economic theory 97 (2001) 1, pp. 109-122

Persistent link: https://www.econbiz.de/10001570497

Decreasing yield curves in a model with an unknown constant growth rate

Riedel, Frank - In: European finance review : the official journal of the … 4 (2000) 1, pp. 51-67

Persistent link: https://www.econbiz.de/10001581017

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