Choice under aggregate uncertainty

DOI10.1007/S11238-015-9504-1MaRDI QIDQ5964211zbMATH OpenOpenAlexFDO

Authors Nabil I. Al-Najjar, Luciano Pomatto

Publication date 29 February 2016

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11238-015-9504-1

zbMATH Keywords

risk and uncertaintyaggregate risks

Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10) Utility theory (91B16)

Recommendations

• Aggregate risk and the Pareto principle
• Approximation aggregation under uncertainty
• Representation and aggregation of preferences under uncertainty
• Conditioning and Aggregation of Preferences
• Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio

Cites work

• scientific article; zbMATH DE number 1246230 (Why is no real title available?)
• scientific article; zbMATH DE number 3339023 (Why is no real title available?)
• scientific article; zbMATH DE number 3395595 (Why is no real title available?)
• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• A Bayesian Approach to Uncertainty Aversion
• A biological basis for expected and non-expected utility
• Admissible treatment rules for a risk-averse planner with experimental data on an innovation
• Continuity of transformations
• Maxmin expected utility with non-unique prior
• Statistical treatment rules for heterogeneous populations.
• Subjective Probability and Expected Utility without Additivity
• The Structure of Utility Functions

Cited in

(10)

• Equal-quantile rules in resource allocation with uncertain needs
• scientific article; zbMATH DE number 764463 (Why is no real title available?)
• Partnership selection involving mixed types of uncertain preferences
• Micro Shocks and Aggregate Risk
• Preference aggregation under uncertainty: Savage vs. Pareto
• Weighted and quadratic models of choice under uncertainty
• On a statistical approach to choice under uncertainty
• Aggregate risk and the Pareto principle
• Choosing choices: agenda selection with uncertain issues
• Approximation aggregation under uncertainty

This page was built for publication: Choice under aggregate uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5964211)