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hal.structure.identifier
dc.contributor.authorLefort, Jean-Philippe*
hal.structure.identifier
dc.contributor.authorDominiak, Adam*
hal.structure.identifier
dc.contributor.authorEichberger, Jürgen*
dc.date.accessioned2012-03-27T10:08:39Z
dc.date.available2012-03-27T10:08:39Z
dc.date.issued2012
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/8588
dc.language.isoenen
dc.subjectTradeen
dc.subjectDecision theory
dc.subject.ddc332en
dc.subject.classificationjelD.D8.D81en
dc.subject.classificationjelD.D5.D51en
dc.subject.classificationjelG.G1.G11
dc.titleAgreeable trade with pessimism and optimismen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn this paper we extend the results on ex-ante agreeable trade of Kajii and Ui [Kajii, A., Ui, T., 2006. Agreeable bets with multiple priors. Journal of Economic Theory 128, 299–305] to the case of non-convex Choquet preferences. We discuss the economic relevance of the main result for the existence of speculative trade under ambiguity. Following Haller [Haller, H., 1990. Non-market reopening, time-consistent plans and the structure of intertemporal preferences. Economics Letters 32, 1–5] we also elaborate the relevance of updating preferences upon arrival of public information for the potential of re-contracting initial contingent claims.
dc.relation.isversionofjnlnameMathematical social sciences
dc.relation.isversionofjnlvol64
dc.relation.isversionofjnlissue2
dc.relation.isversionofjnldate2012
dc.relation.isversionofjnlpages119-126
dc.relation.isversionofdoi10.1016/j.mathsocsci.2012.03.006
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherElsevier
dc.subject.ddclabelMicroéconomieen
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
hal.identifierhal-01615843*
hal.version1*
hal.update.actionupdateMetadata*
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