Ambiguity made precise: A comparative foundation (Q697922): Difference between revisions

There is characterized a formal definition of ambiguity aversion for a class of preference models. The presented analysis is based on a full subjective framework. All proofs and some-examples are given.

0 references

reviewed by

Krzysztof Piasecki

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

ambiguity aversion

0 references

Choquet expected utility

0 references

biseparable preferences

0 references

MaRDI profile type

MaRDI publication profile

0 references

OpenAlex ID

W2165256733

0 references

cites work

A Definition of Subjective Probability

0 references

Q4086946

0 references

Maxmin expected utility over Savage acts with a set of priors

0 references

Diversification, convex preferences and non-empty core in the Choquet expected utility model.

0 references

Theory of capacities

0 references

Risk, Ambiguity, and the Savage Axioms

0 references

A Definition of Uncertainty Aversion

0 references

Intertemporal Asset Pricing under Knightian Uncertainty

0 references

Subjective Probabilities on Subjectively Unambiguous Events

0 references

The axioms and algebra of ambiguity

0 references

The impossibility of compromise: Some uniqueness properties of expected utility preferences

0 references

Maxmin expected utility with non-unique prior

0 references

Robust Permanent Income and Pricing

0 references

Q4369418

0 references

Q5639713

0 references

A More Robust Definition of Subjective Probability

0 references

Uncertainty aversion and aversion to increasing uncertainty

0 references

Capacities and probabilistic beliefs: a precarious coexistence

0 references

Risk Aversion in the Small and in the Large

0 references

Q5732164

0 references

Subjective Probability and Expected Utility without Additivity

0 references

Risk Attitudes and Decision Weights

0 references

Q3994760

0 references

Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:697922

@@ Property / OpenAlex ID @@
-W2165256733
@@ Property / OpenAlex ID: W2165256733 / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
+W2165256733
@@ Property / OpenAlex ID: W2165256733 / rank @@
+Normal rank
@@ Property / cites work @@
+A Definition of Subjective Probability
@@ Property / cites work: A Definition of Subjective Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086946
@@ Property / cites work: Q4086946 / rank @@
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility over Savage acts with a set of priors
+Normal rank
@@ Property / cites work @@
+Diversification, convex preferences and non-empty core in the Choquet expected utility model.
+Normal rank
@@ Property / cites work @@
+Theory of capacities
@@ Property / cites work: Theory of capacities / rank @@
+Normal rank
@@ Property / cites work @@
+Risk, Ambiguity, and the Savage Axioms
@@ Property / cites work: Risk, Ambiguity, and the Savage Axioms / rank @@
+Normal rank
@@ Property / cites work @@
+A Definition of Uncertainty Aversion
@@ Property / cites work: A Definition of Uncertainty Aversion / rank @@
+Normal rank
@@ Property / cites work @@
+Intertemporal Asset Pricing under Knightian Uncertainty
+Normal rank
@@ Property / cites work @@
+Subjective Probabilities on Subjectively Unambiguous Events
+Normal rank
@@ Property / cites work @@
+The axioms and algebra of ambiguity
@@ Property / cites work: The axioms and algebra of ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+The impossibility of compromise: Some uniqueness properties of expected utility preferences
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Permanent Income and Pricing
@@ Property / cites work: Robust Permanent Income and Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Q4369418
@@ Property / cites work: Q4369418 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5639713
@@ Property / cites work: Q5639713 / rank @@
+Normal rank
@@ Property / cites work @@
+A More Robust Definition of Subjective Probability
+Normal rank
@@ Property / cites work @@
+Uncertainty aversion and aversion to increasing uncertainty
+Normal rank
@@ Property / cites work @@
+Capacities and probabilistic beliefs: a precarious coexistence
+Normal rank
@@ Property / cites work @@
+Risk Aversion in the Small and in the Large
@@ Property / cites work: Risk Aversion in the Small and in the Large / rank @@
+Normal rank
@@ Property / cites work @@
+Q5732164
@@ Property / cites work: Q5732164 / rank @@
+Normal rank
@@ Property / cites work @@
+Subjective Probability and Expected Utility without Additivity
+Normal rank
@@ Property / cites work @@
+Risk Attitudes and Decision Weights
@@ Property / cites work: Risk Attitudes and Decision Weights / rank @@
+Normal rank
@@ Property / cites work @@
+Q3994760
@@ Property / cites work: Q3994760 / rank @@
+Normal rank
@@ Property / cites work @@
+Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
+Normal rank