The following pages link to Recursive multiple-priors. (Q1420874):
Displaying 50 items.
- The value of a statistical life under ambiguity aversion (Q994088) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- A note on recursive multiple-priors (Q996397) (← links)
- Degree of imprecision: geometric and algorithmic approaches (Q997034) (← links)
- Interim efficient allocations under uncertainty (Q1001830) (← links)
- Recursive smooth ambiguity preferences (Q1017777) (← links)
- Stopping with anticipated regret (Q1030173) (← links)
- A model of minimal probabilistic belief revision (Q1036100) (← links)
- On attitude polarization under Bayesian learning with non-additive beliefs (Q1037583) (← links)
- Learning from ambiguous urns (Q1402927) (← links)
- ``Agreeing to disagree'' type results: a decision-theoretic approach. (Q1415909) (← links)
- IID: Independently and indistinguishably distributed. (Q1420875) (← links)
- Ambiguous partially observable Markov decision processes: structural results and applications (Q1622437) (← links)
- Ambiguity aversion, asset prices, and the welfare costs of aggregate fluctuations (Q1623985) (← links)
- Dynamically consistent preferences under imprecise probabilistic information (Q1633667) (← links)
- On ambiguity apportionment (Q1654099) (← links)
- Wanting robustness in insurance: a model of catastrophe risk pricing and its empirical test (Q1681081) (← links)
- Foundations for optimal inattention (Q1693181) (← links)
- Uncertain discount and hyperbolic preferences (Q1698963) (← links)
- Asset prices in an ambiguous economy (Q1702879) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- Conditional expected utility (Q1706787) (← links)
- The K-armed bandit problem with multiple priors (Q1736953) (← links)
- Dynamic market participation and endogenous information aggregation (Q1753704) (← links)
- Ambiguous persuasion (Q1757548) (← links)
- Ambiguity aversion and model misspecification: an economic perspective (Q1790363) (← links)
- On dynamic consistency in ambiguous games (Q1792576) (← links)
- An infinite-horizon model of nonmonotone utility smoothing (Q1925710) (← links)
- Recursiveness of indifference prices and translation-invariant preferences (Q1932524) (← links)
- Investment under ambiguity with the best and worst in mind (Q1932543) (← links)
- Intertemporal utility smoothing under uncertainty (Q1936327) (← links)
- A note on ``Re-examining the law of iterated expectations for Choquet decision makers'' (Q1945664) (← links)
- Interim efficiency with MEU-preferences (Q1958962) (← links)
- Biased Bayesian learning with an application to the risk-free rate puzzle (Q1994372) (← links)
- Evaluating ambiguous random variables from Choquet to maxmin expected utility (Q1995313) (← links)
- Macroeconomic uncertainty prices when beliefs are tenuous (Q2024481) (← links)
- Time (in)consistency of multistage distributionally robust inventory models with moment constraints (Q2029289) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- Dynamic decision making under ambiguity: an experimental investigation (Q2031170) (← links)
- Stochastic dynamic utilities and intertemporal preferences (Q2037769) (← links)
- Learning under ambiguity: an experiment in gradual information processing (Q2044995) (← links)
- Distributionally robust optimal control and MDP modeling (Q2060388) (← links)
- Structured ambiguity and model misspecification (Q2067388) (← links)
- Learning (to disagree?) in large worlds (Q2067389) (← links)
- Speculative trade under ambiguity (Q2067392) (← links)
- Robust pricing under strategic trading (Q2067396) (← links)
- New formulations of ambiguous volatility with an application to optimal dynamic contracting (Q2067400) (← links)
- Implications of uncertainty for optimal policies (Q2067403) (← links)
- Updating confidence in beliefs (Q2067404) (← links)
- Estimating robustness (Q2067408) (← links)
