Ambiguity through confidence functions
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Cites work
- scientific article; zbMATH DE number 3137662 (Why is no real title available?)
- scientific article; zbMATH DE number 3144124 (Why is no real title available?)
- scientific article; zbMATH DE number 1351867 (Why is no real title available?)
- scientific article; zbMATH DE number 3339023 (Why is no real title available?)
- scientific article; zbMATH DE number 3195782 (Why is no real title available?)
- A Definition of Subjective Probability
- A Smooth Model of Decision Making under Ambiguity
- A Subjective Spin on Roulette Wheels
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Ambiguity made precise: A comparative foundation
- An Axiomatic Approach to Measurable Utility
- Certainty independence and the separation of utility and beliefs
- Differentiating ambiguity and ambiguity attitude
- Fuzzy sets
- Integral Representation Without Additivity
- Linear Inequalities and Related Systems. (AM-38)
- Maxmin expected utility with non-unique prior
- On the use of capacities in modeling uncertainty aversion and risk aversion
- Rationality of belief or: why Savage's axioms are neither necessary nor sufficient for rationality
- Risk, ambiguity and the Savage axioms
- Subjective Probability and Expected Utility without Additivity
- The concept of normality for fuzzy random variables
Cited in
(49)- Interim efficiency with MEU-preferences
- Belief hedges: Measuring ambiguity for all events and all models
- Blackwell's informativeness ranking with uncertainty-averse preferences
- A test of (weak) certainty independence
- Adaptive preferences: an evolutionary model of non-expected utility and ambiguity aversion
- Maxmin weighted expected utility: a simpler characterization
- Testing constant absolute and relative ambiguity aversion
- Uncertainty averse preferences
- Risk sharing in the small and in the large
- Expected utility for nonstochastic risk
- Alpha-maxmin as an aggregation of two selves
- Financial complexity and trade
- Randomizing without randomness
- Incomplete preferences and confidence
- Logic-based updating
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
- Ambiguity and the Bayesian paradigm
- Objective rationality and recursive multiple priors
- Robust optimal risk sharing and risk premia in expanding pools
- Probabilistic sophistication, second order stochastic dominance and uncertainty aversion
- Ignorance and competence in choices under uncertainty
- Modeling agent's conditional preferences under objective ambiguity in Dempster-Shafer theory
- Confidence models of incomplete preferences
- Variational Bewley preferences
- Dynamic consistency, valuable information and subjective beliefs
- Weighted sets of probabilities and minimax weighted expected regret: a new approach for representing uncertainty and making decisions
- Haezendonck-Goovaerts capital allocation rules
- Choquet expected discounted utility
- Products of non-additive measures: a Fubini-like theorem
- Crisp monetary acts in multiple-priors models of decision under ambiguity
- Information order in monotone decision problems under uncertainty
- An additive model of decision making under risk and ambiguity
- Robust return risk measures
- Dynamically stable preferences
- When does aggregation reduce risk aversion?
- A general theory of subjective mixtures
- The ex ante aggregation of opinions under uncertainty
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty
- Ambiguity aversion and wealth effects
- Preferences with changing ambiguity aversion
- Beyond uncertainty aversion
- Asset prices in an ambiguous economy
- Confidence and decision
- Subjective independence and concave expected utility
- Cobb-Douglas preferences under uncertainty
- On the confidence preferences model
- Dynamically consistent objective and subjective rationality
- Costly information acquisition
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
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