Ravanelli, ClaudiaSvindland, Gregor2013-08-152013-08-152013-08-15201310.2139/ssrn.1884108https://infoscience.epfl.ch/handle/20.500.14299/94180We prove the existence of Pareto optimal allocations within sets of acceptable allocations when decision makers have probabilistic sophisticated variational preferences defined on random endowments in L1.Pareto optimal allocationsVariational preferencesProbabilistic sophisticationAmbiguity aversionWeighted sup-convolution optimization problemsPareto Optimal Allocations for Probabilistic Sophisticated Variational Preferencestext::journal::journal article::research article