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Chiaki Hara
Kyoto University
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Efficient Allocations under Ambiguous Model Uncertainty
Number of pages: 68
Posted: 21 Nov 2022
Chiaki Hara,
Sujoy Mukerji
,
Frank Riedel
and
Jean-Marc Tallon
Kyoto University, School of Economics and Finance, Queen Mary University of London, Bielefeld University - Center for Mathematical Economics and Paris School of Economics
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Abstract:
Ambiguity sharing, model uncertainty, ambiguity aversion, pricing kernel
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