A More Robust Definition of Subjective Probability
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Cited in
(only showing first 100 items - show all)- Correlated Nash equilibrium
- A theory of subjective compound lotteries
- Recursive smooth ambiguity preferences
- Imprecise probabilistic beliefs as a context for decision-making under ambiguity
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Interval-valued preference structures
- On matrix probabilities in nonarchimedean decision theory
- Preference, rationalizability and equilibrium
- The likelihood of various stock market return distributions. I: Principles of inference
- Probabilities and beliefs
- Subjective probability under additive aggregation of conditional preferences
- A new understanding of subjective probability and its generalization to lower and upper prevision.
- ``Agreeing to disagree type results: a decision-theoretic approach.
- The possibility of speculative trade between dynamically consistent agents.
- Are probabilities used in markets?
- Maxmin expected utility over Savage acts with a set of priors
- Decomposable choice under uncertainty
- Rule learning in symmetric normal-form games: Theory and evidence
- Cumulative dominance and probabilistic sophistication
- Belief consistency and invariant risk preferences
- Probabilism, representation theorems, and whether deliberation crowds out prediction
- Do bets reveal beliefs? A unified perspective on state-dependent utility issues
- Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity
- Risk sharing in the small and in the large
- A theory of quantifiable beliefs
- Subjective distributions
- Conditional preferences and updating.
- Correlated equilibrium under uncertainty
- Axioms for preferences revealing subjective uncertainty and uncertainty aversion
- The epsilon-Gini-contamination multiple priors model admits a linear-mean-standard-deviation utility representation
- Probability logic of finitely additive beliefs
- Uncertainty aversion and rationality in games of perfect information
- Belief hedges: Measuring ambiguity for all events and all models
- Bayes and Hurwicz without Bernoulli
- Ambiguity under growing awareness
- Dynamic contracting for innovation under ambiguity
- Introduction to the special issue in honor of Larry Epstein
- Uncertainty and compound lotteries: calibration
- Believing in forecasts, uncertainty, and rational expectations
- More ambiguity aversion or more risk aversion?
- Subjective probability and stochastic independence
- Desirability relations in Savage's model of decision making
- A model of state aggregation
- Law-invariant functionals that collapse to the mean: beyond convexity
- Costly information and random choice
- On the indeterminacy of the representation of beliefs by probabilities
- Concave/convex weighting and utility functions for risk: a new light on classical theorems
- Proper scoring rules with general preferences: a dual characterization of optimal reports
- When does aggregation reduce risk aversion?
- Savage for dummies and experts
- On the robustness of indeterminacy in subjective probability
- Emotion and knowledge in decision making under uncertainty
- Efficient allocations under law-invariance: a unifying approach
- Financial economics without probabilistic prior assumptions
- Purely subjective variational preferences
- Subjective probabilities on ``small domains
- A subjective model of experimentation
- A new approach to modeling decision-making under uncertainty
- A dual approach to ambiguity aversion
- Ordering ambiguous acts
- Subjective mean-variance preferences without expected utility
- Unambiguous events and dynamic Choquet preferences
- A two-parameter model of dispersion aversion
- Dynamically stable preferences
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- Small worlds: Modeling attitudes toward sources of uncertainty
- Agreement and stochastic independence of belief functions
- Preference aggregation under uncertainty: Savage vs. Pareto
- The valuation ``by-tranche of composite investment instruments
- Rationalizability in general situations
- Relative maximum likelihood updating of ambiguous beliefs
- Updating variational (Bewley) preferences
- Some aspects of the history of Bayesian information processing
- A test for risk-averse expected utility
- Ambiguity and the Bayesian paradigm
- AMBIGUITY AND PORTFOLIO INERTIA
- Randomization and dynamic consistency
- Subjective probability, confidence, and Bayesian updating
- Ranking discrete outcome alternatives with partially quantified uncertainty
- Bayesian robustness of the quantile loss in statistical decision theory
- Rationality of belief or: why Savage's axioms are neither necessary nor sufficient for rationality
- Maxmin expected utility with additivity on unambiguous events
- Nest-monotonic two-stage acts and exponential probability capacities
- Relative concave utility for risk and ambiguity
- A dynamic Ellsberg urn experiment
- Risk aversion for variational and multiple-prior preferences
- An indistinguishability result on rationalizability under general preferences
- Probabilistic sophistication, second order stochastic dominance and uncertainty aversion
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\)
- scientific article; zbMATH DE number 863801 (Why is no real title available?)
- A belief-based definition of ambiguity aversion
- Measuring belief and risk attitude
- Coherent Dempster-Shafer equilibrium and ambiguous signals
- Extension of monotonic functions and representation of preferences
- A foundation for probabilistic beliefs with or without atoms
- A formulation of the concept of probability based on the use of experimental devices
- Increasing uncertainty: a definition
- Production under uncertainty and choice under uncertainty in the emergence of generalized expected utility theory
- Median loss decision theory
- Ellsberg meets Keynes at an urn
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