D. Ahn, S. Choi, D. Gale, and S. Kariv, Estimating ambiguity aversion in a portfolio choice experiment, Quantitative Economics, vol.5, 2014.

A. Araujo, A. Chateauneuf, and J. H. Faro, Pricing rules and ArrowDebreu ambiguous valuation, p.135, 2012.
URL : https://hal.archives-ouvertes.fr/hal-00685413

K. Arrow, The theory of risk aversion, Aspects of the theory of risk bearing, 1965.

A. Baillon and H. Bleichrodt, Testing ambiguity models through the measurement of probabilities for Gains and Losses, American Economic Journal: Microeconomics, vol.7, p.77100, 2015.

P. Beisner and F. Riedel, Equilibria under Knightian price uncertainty, Econometrica, vol.3764, 2019.

T. Bewley, Knightian decision theory: Part I, Discussion Paper 807, Cowles Foundation, 1986.

M. Bianchi and J. Tallon, Ambiguity preferences and portfolio choices: Evidence from the eld, Management Science, vol.65, p.14861501, 2019.

A. Billot, A. Chateauneuf, I. Gilboa, and J. Tallon, Sharing beliefs and the absence of betting in the Choquet expected utility model, vol.68, p.127136, 2000.
URL : https://hal.archives-ouvertes.fr/hal-00481307

P. Bossaerts, P. Ghirardato, S. Guarnaschelli, and W. Zame, Ambiguity in asset mMarkets: tTheory and experiment, vol.23, p.4, 2010.

G. Bryan, Ambiguity aversion decreases the impact of partial insurance: Evidence from African farmers, Journal of the European Economic Association, vol.65, p.142, 2019.

J. Caskey, Information in equity markets with ambiguity-averse investors, Review of Financial Studies, vol.22, p.35953627, 2009.

E. Castagnoli, F. Maccheroni, and M. Marinacci, Insurance premia consistent with the market, 2002.

S. Cerreia-vioglio, F. Maccheroni, and M. Marinacci, Put-Call Parity and market frictions, Journal of Economic Theory, vol.157, p.730762, 2015.

A. Chateauneuf, R. Dana, and J. Tallon, Optimal risk-sharing rules and equilibria with Choquet expected utility, Journal of Mathematical Economics, vol.34, 2000.
URL : https://hal.archives-ouvertes.fr/halshs-00451997

A. Chateauneuf and L. De-castro, Ambiguity aversion and Absence of Trade, Economic Theory, vol.48, p.243273, 2011.

A. Chateauneuf, R. Kast, and A. Lapied, Choquet pricing in ncancial markets with frictions, vol.6, p.323330, 1996.

A. Chateauneuf and C. Ventura, The no-trade interval of Dow a,d Werlang: Some clarications, Mathematical Social Sciences, vol.59, p.114, 2010.

S. Chew, A generalization of the quasilinear mean with application to the measurement of income inequality and decision theory resolving the Allais paradox, Econometrica, p.10651092, 1983.

S. Condie and J. Ganguli, Ambiguity and rational expectations equilibria, The Review of Economic Studies, Journal of Economic Theory, vol.78, issue.2-3, p.512557, 2011.

S. Condie, J. Ganguli, and P. Illeditsch, Information inertia, 2017.

R. Cubitt, G. Van-de-kuilen, and S. Mukerji, Discriminating between models of ambiguity attitude: A qualitative test, Journal of the European Economic Association, 2018.

R. Dana, Ambiguity, uncertainty aversion and equilibrium welfare, vol.23, p.569587, 2004.

R. Dana and F. Riedel, Intertemporal equilibria with Knightian uncertainty, vol.148, p.15821605, 2013.
URL : https://hal.archives-ouvertes.fr/hal-00927170

S. Dimmock, R. Kouwenberg, O. Mitchell, and K. Peijnenburg, Ambiguity aversion and household portfolio choice puzzles: Empirical evidence, Journal of Financial Economics, vol.119, p.559577, 2016.

S. Dimmock, R. Kouwenberg, and P. Wakker, Ambiguity attitudes in a large representative sample, vol.62, p.13631380, 2016.

J. Dow and S. Werlang, Uncertainty aversion, risk aversion, and the optimal choice of portfolio, Econometrica, p.60, 1992.

D. Easley and M. O'hara, Ambiguity and non-participation: the Role of regulation, Review of Financial Studies, vol.22, p.18171843, 2009.

L. Epstein, Sharing ambiguity, vol.91, p.4550, 2001.

L. Epstein and M. Schneider, Ambiguity, information quality, and asset pricing, Ambiguity and asset markets, vol.2, p.315, 2008.

L. Epstein and T. Wang, Intertemporal asset pricing under Knightian uncertainty, vol.62, p.283322, 1994.

P. Ghirardato and M. Siniscalchi, Risk sharing in the small and in the large, Journal of Economic Theory, vol.175, p.730765, 2018.

I. Gilboa, L. Samuelson, and D. Schmeidler, No-Betting-Pareto Dominance, vol.82, p.4, 2014.

I. Gilboa and D. Schmeidler, Maxmin expected utility with a non-unique prior, Journal of Mathematical Economics, vol.18, p.141153, 1989.

M. Greinecker and C. Kuzmics, Limit orders under Knightian uncertainty, working paper, 2019.

M. Guidolin and F. Rinaldo, Ambiguity in asset pricing and portfolio choice : A review of the literature, Theory and Decision, vol.74, issue.2, p.183217, 2013.

Y. Higashi, S. Mukerji, N. Takeota, and J. Tallon, Comment on Ellsberg's two-color experiment, portfolio inertia and ambiguity, International Journal of Economic Theory, vol.4, p.433444, 2008.

P. Illeditsch, Ambiguous information, portfolio inertia, and excess volatility, The Journal of Finance, vol.66, issue.6, p.22132247, 2011.

P. Klibanoff, M. Marinacci, and S. Mukerji, A smooth model of decision making under uncertainy, Econometrica, p.18491892, 2005.

M. Mandler, Endogenous indeterminacy and volatility of asset prices under ambiguity, vol.8, p.3, 2013.

A. Mele and F. Sangiorgi, Uncertainty, information acquisition, and price swings in asset markets, Review of Economic Studies, vol.82, p.511532, 2015.

S. Mukerji and J. Tallon, Ambiguity aversion and the absence of indexed debt, Economic Theory, Review of Economic Studies, 883904, vol.665, p.653670, 2001.

H. Ozsoylev and J. Werner, Liquidity and asset prices in rational expectations equilibrium with ambiguous information, Economic Theory, vol.48, p.469, 2011.

J. Quiggin, A theory of anticipated utility, Journal of Economic Behavior and Organization, vol.3, p.323343, 1982.

L. Rigotti and C. Shannon, Uncertainty and risk in nancial markets, Econometrica, vol.73, p.203243, 2005.

L. Rigotti, C. Shannon, and T. Strzalecki, Subjective beliefs and ex-ante trade, p.11671190, 2008.

D. Schmeidler, Working paper, Foerder Institute for Economic Research, Subjective probability and expected utility without additivity, vol.57, p.571587, 1982.

U. Segal, Anticipated utility: a measure representation approach, Annals of Operations Research, vol.19, p.359374, 1987.

T. Strzalecki and J. Werner, Ecient allocations under ambiguity, Journal of Economic Theory, vol.146, p.11731194, 2011.

J. Tallon, Asymmetric information, nonadditive expected utility and the information revealed by prices : an example, International Economic Review, vol.39, p.329342, 1998.
URL : https://hal.archives-ouvertes.fr/halshs-00502491

J. Weymark, Generalized Gini inequality indices, vol.1, p.409430, 1981.

M. Yaari, The dual theory of choice under risk, Econometrica, vol.55, p.95115, 1987.