Ravanelli, ClaudiaSvindland, Gregor2014-05-022014-05-022014-05-02201410.1007/s00780-013-0214-7https://infoscience.epfl.ch/handle/20.500.14299/103056WOS:000333024800008We prove the existence of comonotone Pareto optimal allocations satisfying utility constraints when decision makers have probabilistic sophisticated variational preferences and thus representing criteria in the class of law invariant robust utilities. The total endowment is only required to be integrable.Comonotone Pareto optimal allocationsVariational preferencesRobust utilityProbabilistic sophisticationLaw invarianceAmbiguity aversionWeighted sup-convolutionComonotone Pareto optimal allocations for law invariant robust utilities on L-1text::journal::journal article::research article