Ambiguity and the Bayesian Paradigm (Q2971685): Difference between revisions

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+W2155866677
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+Ambiguity Without a State Space
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+Purely subjective maxmin expected utility
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+Foundations of neo-Bayesian statistics
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+Ambiguous events and maxmin expected utility
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+A Definition of Subjective Probability
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+Q5618987
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+Normal rank
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+Coherent Measures of Risk
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+Utility Theory without the Completeness Axiom
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+Subjectivity and correlation in randomized strategies
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+Agreeing to disagree
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+Correlated Equilibrium as an Expression of Bayesian Rationality
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+The interplay of Bayesian and frequentist analysis
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+LII. An essay towards solving a problem in the doctrine of chances. By the late Rev. Mr. Bayes, F. R. S. communicated by Mr. Price, in a letter to John Canton, A. M. F. R. S
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+Knightian decision theory. I.
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+Sharing Beliefs: Between Agreeing and Disagreeing
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+Maxmin expected utility over Savage acts with a set of priors
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+Uncertainty averse preferences
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+Normal rank
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+Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
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+Choice under uncertainty with the best and worst in mind: Neo-additive capacities
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+Monotone continuous multiple priors
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+Ambiguity through confidence functions
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+Diversification, convex preferences and non-empty core in the Choquet expected utility model.
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+Small worlds: Modeling attitudes toward sources of uncertainty
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+Theory of capacities
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+De Finetti's contribution to probability and statistics
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+Q5766989
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+Normal rank
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+Q4119944
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+Upper and Lower Probabilities Induced by a Multivalued Mapping
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+Non-additive measure and integral
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+Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
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+Differentiating ambiguity: an expository note
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+The \(\alpha \)-MEU model: a comment
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+Why Isn't Everyone a Bayesian?
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+Risk, Ambiguity, and the Savage Axioms
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+A Definition of Uncertainty Aversion
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+Mutual absolute continuity of multiple priors
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+A two-person dynamic equilibrium under ambiguity
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+Learning Under Ambiguity
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+Intertemporal Asset Pricing under Knightian Uncertainty
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+Uncertainty, risk-neutral measures and security price booms and crashes
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+Subjective Probabilities on Subjectively Unambiguous Events
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+A theory of subjective compound lotteries
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+Q5615833
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+Attitude toward imprecise information
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+Unreliable probabilities, risk taking, and decision making
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+Revisiting savage in a conditional world
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+Additivity with multiple priors
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+Risk, Ambiguity, and the Separation of Utility and Beliefs
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+Ambiguity made precise: A comparative foundation
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+Differentiating ambiguity and ambiguity attitude
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+Certainty independence and the separation of utility and beliefs
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+A Subjective Spin on Roulette Wheels
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+Expected utility with purely subjective non-additive probabilities
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+Q3630149
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+Normal rank
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+Objective and Subjective Rationality in a Multiple Prior Model
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+Rationality of belief or: why Savage's axioms are neither necessary nor sufficient for rationality
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+Maxmin expected utility with non-unique prior
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+Updating ambiguous beliefs
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+Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
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+The right to remain silent
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+Ambiguity in asset pricing and portfolio choice: a review of the literature
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+Q4068666
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+Ellsberg Revisited: An Experimental Study
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+A Bayesian Approach to Uncertainty Aversion
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+Updating Ambiguity Averse Preferences
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+Robustness
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+Robust Permanent Income and Pricing
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+Q4549699
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+A neo\(^ 2\) Bayesian foundation of the maxmin value for two-person zero- sum games
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+Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
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+Games with Incomplete Information Played by “Bayesian” Players Part II. Bayesian Equilibrium Points
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+Intertemporal substitution and recursive smooth ambiguity preferences
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+Coherent bets under partially resolving uncertainty and belief functions
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+Ambiguity, Learning, and Asset Returns
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+Prospect Theory: An Analysis of Decision under Risk
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+Agreeable bets with multiple priors
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+Interim efficient allocations under uncertainty
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+The Selection of Prior Distributions by Formal Rules
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+Stochastically independent randomization and uncertain aversion
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+Characterizing uncertainty aversion through preference for mixtures
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+A Smooth Model of Decision Making under Ambiguity
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+Recursive smooth ambiguity preferences
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+Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique
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+Simple axioms for countably additive subjective probability
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+A Representation Theorem for "Preference for Flexibility"
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+Q3325694
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+A strong law of large numbers for capacities
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Dynamic variational preferences
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+"Expected Utility" Analysis without the Independence Axiom
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+Almost-objective uncertainty
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+Normal rank
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+`Expected utility \(/\) subjective probability' analysis without the sure-thing principle or probabilistic sophistication
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+A More Robust Definition of Subjective Probability
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+Limit laws for non-additive probabilities and their frequentist interpretation
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+Probabilistic Sophistication and Multiple Priors
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+Learning from ambiguous urns
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+Risk, uncertainty, and option exercise
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+Q5830939
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+Normal rank
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+Uncertainty aversion and aversion to increasing uncertainty
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+Ambiguity Aversion and Incompleteness of Financial Markets
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+Subjective expected utility with non-additive probabilities on finite state spaces
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+Uncertainty Aversion with Second-Order Utilities and Probabilities
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+Risk, ambiguity, and state-preference theory
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+Capacities and probabilistic beliefs: a precarious coexistence
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+Common priors under incomplete information: a unification
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+Search and Knightian uncertainty
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+Irreversible investment and Knightian uncertainty
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+Preferences Over Sets of Lotteries1
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+Pascal and the Invention of Probability Theory
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+Status quo bias, multiple priors and uncertainty aversion
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+Ambiguity aversion, games against nature, and dynamic consistency
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+Fusion, propagation, and structuring in belief networks
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+A rule for updating ambiguous beliefs
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+Normal rank
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+Uncertainty and Risk in Financial Markets
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+Subjective Beliefs and ex ante Trade
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+Q5655212
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+Q4059691
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+A Simple Axiomatization of Nonadditive Expected Utility
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+Dynamic choice and nonexpected utility
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+Q5826088
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+Normal rank
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+Integral Representation Without Additivity
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+Subjective Probability and Expected Utility without Additivity
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+Ambiguity and Second-Order Belief
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+Normal rank
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+The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
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+Two-Stage Lotteries without the Reduction Axiom
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+Dilation for sets of probabilities
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+Q4131415
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+Savage revisited (with discussion)
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+Cores of convex games
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+A behavioral characterization of plausible priors
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+Dynamic choice under ambiguity
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+Vector Expected Utility and Attitudes Toward Variation
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+Q5737427
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+Axiomatic Foundations of Multiplier Preferences
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+The value of a statistical life under ambiguity aversion
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+Advances in prospect theory: cumulative representation of uncertainty
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+Exactly what happens after the Anscombe-Aumann race?
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+Q2892811
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+Continuous subjective expected utility with non-additive probabilities
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+Q3994760
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+Characterizing optimism amd pessimism directly through comonotonicity
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+Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle
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+Prospect Theory
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+Q5800557
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+Q3999364
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+Conditional preferences and updating.
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+On Confidence Limits and Sufficiency, with Particular Reference to Parameters of Location
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+The Dual Theory of Choice under Risk
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+Subjective ambiguity, expected utility and Choquet expected utility
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