Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data (Q2976147): Difference between revisions

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+The Construction of Utility Functions from Expenditure Data
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+A Definition of Subjective Probability
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+Mixed risk aversion
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+Complete Monotone Quasiconcave Duality
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+Uncertainty averse preferences
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+Ambiguity and robust statistics
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+Niveloids and their extensions: risk measures on small domains
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+Theory of capacities
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+Deux exemples classiques de représentation intégrale
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+Ambiguity and the historical equity premium
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+Q5490302
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+An analogue of the Riesz-Haviland theorem for the truncated moment problem
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+Risk, Ambiguity, and the Savage Axioms
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+Are probabilities used in markets?
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+A theory of subjective compound lotteries
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+Ambiguity and the Bayesian Paradigm
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+Maxmin expected utility with non-unique prior
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+Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
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+Ambiguity, Learning, and Asset Returns
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+A Smooth Model of Decision Making under Ambiguity
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
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+Uncertainty Aversion with Second-Order Utilities and Probabilities
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+Ambiguity and Second-Order Belief
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+Solving the truncated moment problem solves the full moment problem
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+Axiomatic Foundations of Multiplier Preferences
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+Bochner and Bernstein theorems via the nuclear integral representation theorem
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