A Smooth Model of Decision Making under Ambiguity
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Cited in
(only showing first 100 items - show all)- A theory of subjective compound lotteries
- Recursive smooth ambiguity preferences
- Imprecise probabilistic beliefs as a context for decision-making under ambiguity
- Unawareness, priors and posteriors
- Recursive expected utility and the separation of attitudes towards risk and ambiguity: An experimental study
- Ambiguity through confidence functions
- A variational model of preference under uncertainty
- Ambiguous life expectancy and the demand for annuities
- Ambiguous partially observable Markov decision processes: structural results and applications
- Time-consistent proportional reinsurance and investment strategies under ambiguous environment
- On ambiguity apportionment
- Alpha-robust mean-variance reinsurance-investment strategy
- Continuous-time smooth ambiguity preferences
- The Asian financial crisis and international reserve accumulation: a robust control approach
- The pricing kernel puzzle: survey and outlook
- On the biological foundation of risk preferences
- The pricing effects of ambiguous private information
- Wanting robustness in insurance: a model of catastrophe risk pricing and its empirical test
- Endogenous ambiguity in cheap talk
- Risk analysis and decision theory: a bridge
- Comparing uncertainty aversion towards different sources
- When and how to satisfice: an experimental investigation
- Symmetry axioms and perceived ambiguity
- Asset prices in an ambiguous economy
- On optimal reinsurance treaties in cooperative game under heterogeneous beliefs
- Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity
- Final-offer arbitration with uncertainty averse parties
- Risk sharing in the small and in the large
- Financial complexity and trade
- Robust consumption and portfolio policies when asset prices can jump
- Ambiguous persuasion
- Efficient implementation with interdependent valuations and maxmin agents
- Ambiguity aversion and model misspecification: an economic perspective
- On dynamic consistency in ambiguous games
- Fuzzy optimality based decision making under imperfect information without utility
- Conditional expected utility criteria for decision making under ignorance or objective ambiguity
- Editorial: Introduction to quantum probability theory and its economic applications
- Quantum-like model of subjective expected utility
- Testing ambiguity and Machina preferences within a quantum-theoretic framework for decision-making
- A quantum-probabilistic paradigm: non-consequential reasoning and state dependence in investment choice
- Differentiating ambiguity and ambiguity attitude
- Nonparametric predictive utility inference
- Investment under ambiguity with the best and worst in mind
- Ambiguity in asset pricing and portfolio choice: a review of the literature
- Agreement theorem for neo-additive beliefs
- Anticipated regret as an explanation of uncertainty aversion
- Second-order ambiguous beliefs
- Interim efficiency with MEU-preferences
- A simplified approach to subjective expected utility
- Evaluating ambiguous random variables from Choquet to maxmin expected utility
- Abraham Wald's complete class theorem and Knightian uncertainty
- Insurance bargaining under ambiguity
- Time-consistency of optimal investment under smooth ambiguity
- Optimal investment under ambiguous technology shocks
- Dynamic decision making under ambiguity: an experimental investigation
- Games in context: equilibrium under ambiguity for belief functions
- A measure of ambiguity (Knightian uncertainty)
- Climate policy: how to deal with ambiguity?
- The multiple priors of the open-minded decision maker
- Belief hedges: Measuring ambiguity for all events and all models
- Decision-making with partial information
- Ambiguity aversion and wealth effects
- Bayes and Hurwicz without Bernoulli
- Robust bidding and revenue in descending price auctions
- Robust pricing under strategic trading
- Foundations of ambiguity models under symmetry: -MEU and smooth ambiguity
- Comparing ambiguous urns with different sizes
- Discrete Arrow-Pratt indexes for risk and uncertainty
- Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment
- Delegation and ambiguity in correlated equilibrium
- Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion
- Introduction to the special issue in honor of Larry Epstein
- Uncertainty and compound lotteries: calibration
- All probabilities are equal, but some probabilities are more equal than others
- Dynamically consistent objective and subjective rationality
- Optimal contracting under mean-volatility joint ambiguity uncertainties
- Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
- Ambiguity and awareness: a coherent multiple priors model
- Reacting to ambiguous messages: an experimental analysis
- Eliciting ambiguous beliefs using constructed ambiguous acts: alpha-maxmin
- A lot of ambiguity
- A framework for the analysis of self-confirming policies
- No-betting Pareto under ambiguity
- A theory-based decision model
- A model of state aggregation
- Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy
- Portfolio concentration, portfolio inertia, and ambiguous correlation
- Dynamic semi-consistency
- Risk analysis via Łukasiewicz logic
- Asset trading under non-classical ambiguity and heterogeneous beliefs
- Hybrid decision model and the ranking of experiments
- A theoretical foundation of ambiguity measurement
- Information order in monotone decision problems under uncertainty
- A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility
- Preferences with changing ambiguity aversion
- Information within coalitions: risk and ambiguity
- Dynamic consistency and ambiguity: a reappraisal
- Robust portfolio decision analysis: an application to the energy research and development portfolio problem
- Measuring and disentangling ambiguity and confidence in the lab
- Individual antecedents of real options appraisal: the role of national culture and ambiguity
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