Pages that link to "Item:Q1039723"
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The following pages link to Ambiguity through confidence functions (Q1039723):
Displayed 47 items.
- Blackwell's informativeness ranking with uncertainty-averse preferences (Q263367) (← links)
- Maxmin weighted expected utility: a simpler characterization (Q272150) (← links)
- Incomplete preferences and confidence (Q306747) (← links)
- Confidence models of incomplete preferences (Q325028) (← links)
- Crisp monetary acts in multiple-priors models of decision under ambiguity (Q343139) (← links)
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
- Cobb-Douglas preferences under uncertainty (Q382331) (← links)
- On the confidence preferences model (Q423148) (← links)
- Probabilistic sophistication, second order stochastic dominance and uncertainty aversion (Q455916) (← links)
- Ignorance and competence in choices under uncertainty (Q462871) (← links)
- Expected utility for nonstochastic risk (Q518714) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Uncertainty averse preferences (Q634503) (← links)
- A general theory of subjective mixtures (Q785533) (← links)
- Dynamic consistency, valuable information and subjective beliefs (Q825188) (← links)
- Weighted sets of probabilities and minimax weighted expected regret: a new approach for representing uncertainty and making decisions (Q893029) (← links)
- Variational Bewley preferences (Q894048) (← links)
- Subjective independence and concave expected utility (Q896936) (← links)
- Robust return risk measures (Q1702877) (← links)
- Asset prices in an ambiguous economy (Q1702879) (← links)
- Risk sharing in the small and in the large (Q1753718) (← links)
- Financial complexity and trade (Q1756338) (← links)
- Products of non-additive measures: a Fubini-like theorem (Q1930906) (← links)
- Interim efficiency with MEU-preferences (Q1958962) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- Belief hedges: Measuring ambiguity for all events and all models (Q2067357) (← links)
- Ambiguity aversion and wealth effects (Q2067381) (← links)
- Dynamically consistent objective and subjective rationality (Q2088613) (← links)
- Objective rationality and recursive multiple priors (Q2092788) (← links)
- Information order in monotone decision problems under uncertainty (Q2173090) (← links)
- Preferences with changing ambiguity aversion (Q2175955) (← links)
- When does aggregation reduce risk aversion? (Q2276555) (← links)
- An additive model of decision making under risk and ambiguity (Q2283136) (← links)
- Costly information acquisition (Q2295821) (← links)
- Modeling agent's conditional preferences under objective ambiguity in Dempster-Shafer theory (Q2300455) (← links)
- Testing constant absolute and relative ambiguity aversion (Q2415993) (← links)
- Confidence and decision (Q2437847) (← links)
- Dynamically stable preferences (Q2447266) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- Minimizing regret in dynamic decision problems (Q2629329) (← links)
- Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
- Ambiguity and the Bayesian Paradigm (Q2971685) (← links)
- The ex ante aggregation of opinions under uncertainty (Q4586111) (← links)
- Randomizing without randomness (Q6107387) (← links)
- Choquet expected discounted utility (Q6107389) (← links)
- A test of (weak) certainty independence (Q6163290) (← links)
- Beyond uncertainty aversion (Q6176735) (← links)