Ambiguity made precise: A comparative foundation
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- A Definition of Subjective Probability
- A Definition of Uncertainty Aversion
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- Intertemporal Asset Pricing under Knightian Uncertainty
- Maxmin expected utility over Savage acts with a set of priors
- Maxmin expected utility with non-unique prior
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Cited in
(only showing first 100 items - show all)- Imprecise probabilistic beliefs as a context for decision-making under ambiguity
- Strength of preference over complementary pairs axiomatizes alpha-MEU preferences
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity
- Choquet expected utility with affine capacities
- Cores of non-atomic market games
- A powerful tool for analyzing concave/convex utility and weighting functions
- Generalised free energy and active inference
- Strategic complements, substitutes, and Ambiguity: the implications for public goods.
- A lot of ambiguity
- Transitivity and equicontinuity in quantum measure spaces
- Purely subjective extended Bayesian models with Knightian unambiguity
- Choquet expected discounted utility
- Outer and inner approximations in quantum spaces
- Product of quantum measure spaces and shadowing
- The K-armed bandit problem with multiple priors
- Bayesian optimism
- 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
- Regret aversion and opportunity dependence
- Distortion risk measures: prudence, coherence, and the expected shortfall
- How to make ambiguous strategies
- Twofold multiprior preferences and failures of contingent reasoning
- Climate policy: how to deal with ambiguity?
- Mean-dispersion preferences and constant absolute uncertainty aversion
- Single-crossing dominance: a preference lattice
- Informational efficiency with ambiguous information
- Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion
- When does aggregation reduce risk aversion?
- Search and Knightian uncertainty
- Updating variational (Bewley) preferences
- Choquet rationality
- Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces
- Mixture-betweenness: uncertainty and commitment
- A general theory of subjective mixtures
- Calibrated uncertainty
- The multiple priors of the open-minded decision maker
- Multiple priors and comparative ignorance
- Preference for mixture and local ambiguity reduction in nonconvex preferences
- Obvious representations
- Aggregation of misspecified experts
- Ambiguity, randomization and the timing of resolution of uncertainty
- Auctions with uncertain numbers of bidders
- Attitude toward imprecise information
- Differentiating ambiguity: an expository note
- Optimal portfolio with vector expected utility
- A belief-based definition of ambiguity aversion
- Games in context: equilibrium under ambiguity for belief functions
- Efficient implementation with interdependent valuations and maxmin agents
- Choice with imprecise information: An experimental approach
- Ambiguity aversion and wealth effects
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- Solution concepts for games with ambiguous payoffs
- The effect of environmental uncertainty on the tragedy of the commons
- A measure of ambiguity (Knightian uncertainty)
- Intertemporal utility smoothing under uncertainty
- Preferences with changing ambiguity aversion
- A two-parameter model of dispersion aversion
- Beyond uncertainty aversion
- Atoms and Dobrakov submeasures in effect algebras
- On endogenous formation of price expectations
- Confidence and decision
- The price of flexibility: towards a theory of thinking aversion
- Ambiguity aversion and trade
- Definitions of ambiguous events and the smooth ambiguity model
- Revealed reasoning
- A parsimonious model of subjective life expectancy
- On the confidence preferences model
- Stochastic impatience and the separation of time and risk preferences
- Ellsberg's two-color experiment, portfolio inertia and ambiguity.
- Expected utility with uncertain probabilities theory
- Objective rationality foundations for (dynamic) \(\alpha\)-MEU
- Small worlds: Modeling attitudes toward sources of uncertainty
- Maxmin expected utility with additivity on unambiguous events
- Proper scoring rules for general decision models
- Monetary equilibria and Knightian uncertainty
- Diversification preferences in the theory of choice
- Maxmin expected utility in Savage's framework
- Self-serving interpretations of ambiguity in other-regarding behavior
- Subjective complexity under uncertainty
- Chain transitivity and shadowing property in quantum dynamical systems
- Riskiness for sets of gambles
- A class of incomplete and ambiguity averse preferences
- Approximating families for lattice outer measures on unsharp quantum logics
- Participation in risk sharing under ambiguity
- Persuasion under ambiguity
- Axioms for preferences revealing subjective uncertainty and uncertainty aversion
- (Not) delegating decisions to experts: the effect of uncertainty
- Investment behavior under ambiguity: the case of pessimistic decision makers
- An invitation to economical test spaces and effect algebras
- A theoretical foundation of ambiguity measurement
- Ambiguity Without a State Space
- Axioms for minimax regret choice correspondences
- Nonparametric comparative revealed risk aversion
- Optimism and pessimism in games
- Comparative risk aversion: a formal approach with applications to saving behavior
- Collusion-proof mechanisms for full surplus extraction
- On the cardinal utility equivalence of biseparable preferences
- The fog of fraud -- mitigating fraud by strategic ambiguity
- Maxmin expected utility over Savage acts with a set of priors
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