Ambiguity made precise: A comparative foundation
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 41812 (Why is no real title available?)
- scientific article; zbMATH DE number 3506424 (Why is no real title available?)
- scientific article; zbMATH DE number 1099359 (Why is no real title available?)
- scientific article; zbMATH DE number 3366923 (Why is no real title available?)
- scientific article; zbMATH DE number 3195782 (Why is no real title available?)
- A Definition of Subjective Probability
- A Definition of Uncertainty Aversion
- A More Robust Definition of Subjective Probability
- Capacities and probabilistic beliefs: a precarious coexistence
- Diversification, convex preferences and non-empty core in the Choquet expected utility model.
- Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
- Intertemporal Asset Pricing under Knightian Uncertainty
- Maxmin expected utility over Savage acts with a set of priors
- Maxmin expected utility with non-unique prior
- Risk Attitudes and Decision Weights
- Risk Aversion in the Small and in the Large
- Risk, ambiguity and the Savage axioms
- Robust Permanent Income and Pricing
- Subjective Probabilities on Subjectively Unambiguous Events
- Subjective Probability and Expected Utility without Additivity
- The axioms and algebra of ambiguity
- The impossibility of compromise: Some uniqueness properties of expected utility preferences
- Theory of capacities
- Uncertainty aversion and aversion to increasing uncertainty
Cited in
(only showing first 100 items - show all)- A dual approach to ambiguity aversion
- Intertemporal utility smoothing under uncertainty
- Ordering ambiguous acts
- Ambiguity and endogenous discounting
- Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces
- Ellsberg's two-color experiment, portfolio inertia and ambiguity.
- Updating confidence in beliefs
- Preferences with changing ambiguity aversion
- Sharing ambiguous risks
- Participation in risk sharing under ambiguity
- Persuasion under ambiguity
- Expected utility without parsimony
- Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion
- Underestimation of probabilities modifications: characterization and economic implications
- Choice with imprecise information: An experimental approach
- Risk sharing in the small and in the large
- Cumulative prospect theory and imprecise risk
- Revealed reasoning
- More ambiguity aversion or more risk aversion?
- A general theory of subjective mixtures
- Calibrated uncertainty
- Purely subjective extended Bayesian models with Knightian unambiguity
- Investment behavior under ambiguity: the case of pessimistic decision makers
- Ambiguity aversion and wealth effects
- Preference for safety under the Choquet model: in search of a characterization
- Effects of uncertainty aversion on the call option market
- Choquet expected discounted utility
- Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret
- The effect of environmental uncertainty on the tragedy of the commons
- Beyond uncertainty aversion
- Information and ambiguity: toward a foundation of nonexpected utility
- Asymmetric gain-loss reference dependence and attitudes toward uncertainty
- Games in context: equilibrium under ambiguity for belief functions
- Agreeable trade with optimism and pessimism
- Smoothing preference kinks with information
- Multiple priors and comparative ignorance
- Efficient implementation with interdependent valuations and maxmin agents
- Expected utility with uncertain probabilities theory
- Ranked additive utility representations of gambles: Old and new axiomatizations
- When an event makes a difference
- Decision making in phantom spaces
- Robust optimal risk sharing and risk premia in expanding pools
- Diversification preferences in the theory of choice
- On the cardinal utility equivalence of biseparable preferences
- A class of incomplete and ambiguity averse preferences
- Anticipated stochastic choice
- Transitivity and equicontinuity in quantum measure spaces
- A measure of ambiguity (Knightian uncertainty)
- Testing constant absolute and relative ambiguity aversion
- Implicit comparatives and the Sorites
- Axioms for preferences revealing subjective uncertainty and uncertainty aversion
- When does aggregation reduce risk aversion?
- Attitudes toward uncertainty and randomization: an experimental study
- Uncertainty aversion and equilibrium existence in games with incomplete information
- Monetary equilibria and Knightian uncertainty
- Auctions with uncertain numbers of bidders
- Small worlds: Modeling attitudes toward sources of uncertainty
- Ambiguity through confidence functions
- Maxmin expected utility over Savage acts with a set of priors
- Crisp monetary acts in multiple-priors models of decision under ambiguity
- Feasible sets, comparative risk aversion, and comparative uncertainty aversion in bargaining
- Subjective probability, confidence, and Bayesian updating
- Decision with Dempster-Shafer belief functions: decision under ignorance and sequential consistency
- Efficient allocations under ambiguity
- Axioms for minimax regret choice correspondences
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news
- Informational efficiency with ambiguous information
- Reference dependent ambiguity
- Self-serving interpretations of ambiguity in other-regarding behavior
- On attitude polarization under Bayesian learning with non-additive beliefs
- Generalised free energy and active inference
- Attitude toward imprecise information
- Differentiating ambiguity: an expository note
- Status quo bias, multiple priors and uncertainty aversion
- Irreversible investment and Knightian uncertainty
- Subjective Probabilities on Subjectively Unambiguous Events
- Nest-monotonic two-stage acts and exponential probability capacities
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
- Ambiguous beliefs and mechanism design
- Nonparametric comparative revealed risk aversion
- Ambiguity aversion and trade
- Definitions of ambiguous events and the smooth ambiguity model
- A parsimonious model of subjective life expectancy
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- Imprecise information and subjective belief
- Riskiness for sets of gambles
- Imprecise probabilistic beliefs as a context for decision-making under ambiguity
- Comparing uncertainty aversion towards different sources
- The multiple priors of the open-minded decision maker
- Subjective random discounting and intertemporal choice
- Re-examining the law of iterated expectations for Choquet decision makers
- Risk, uncertainty, and option exercise
- Increasing uncertainty: a definition
- Optimism and pessimism in games
- Maxmin expected utility with additivity on unambiguous events
- Comparative risk aversion: a formal approach with applications to saving behavior
- Strategic complements, substitutes, and Ambiguity: the implications for public goods.
- CEU preferences and dynamic consistency
- Differentiating ambiguity and ambiguity attitude
- Ambiguity and the Bayesian paradigm
This page was built for publication: Ambiguity made precise: A comparative foundation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q697922)
