Interim efficient allocations under uncertainty.

This paper considers an exchange economy under uncertainty with asymmetric information. Uncertainty is represented by multiple priors and posteriors of agents who have either Bewley's incomplete preferences or Gilboa-Schmeidler's maximin expected utility preferences. The main results characterize in...

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Publicado en:Journal of Economic Theory Vol. 144; no. 1; pp. 337 - 354
Autores principales: Kajii, Atsushi, Ui, Takashi
Formato: Artículo
Publicado: Academic Press Inc. January 2009
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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      pub: Academic Press Inc.
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        atl: Interim efficient allocations under uncertainty.
      aug:
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          Kajii, Atsushi
          Ui, Takashi
      su:
        Information theory in economics
        Resource allocation -- Mathematical models
        Uncertainty
        Economics
      sug:
        subj:
          Information theory in economics
          Resource allocation -- Mathematical models
          Uncertainty
          Economics
      ab: This paper considers an exchange economy under uncertainty with asymmetric information. Uncertainty is represented by multiple priors and posteriors of agents who have either Bewley's incomplete preferences or Gilboa-Schmeidler's maximin expected utility preferences. The main results characterize interim efficient allocations under uncertainty; that is, they provide conditions on the sets of posteriors, thus implicitly on the way how agents update the sets of priors, for non-existence of a trade which makes all agents better off at any realization of private information. For agents with the incomplete preferences, the condition is necessary and sufficient, but for agents with the maximin expected utility preferences, the condition is sufficient only. A couple of necessary conditions for the latter case are provided. Copyright (c) 2008 Elsevier Inc.
      pubtype: Academic Journal
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    language: English
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