Identification of smooth ambiguity

DOI10.1007/S00199-025-01679-9MaRDI QIDQ7312110zbMATH OpenFDO

Authors Herakles M. Polemarchakis, Larry Selden, Xinxi Song

Publication date 11 August 2026

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S00199-025-01679-9

Mathematics Subject Classification ID

Decision theory (91B06) Individual preferences (91B08) Utility theory (91B16) Financial markets (91G15)

Cites work

• A Definition of Subjective Probability
• A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis
• A Smooth Model of Decision Making under Ambiguity
• A theory of subjective compound lotteries
• Ambiguity and Second-Order Belief
• Dynamic variational preferences
• Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study
• scientific article; zbMATH DE number 3793725 (Why is no real title available?)
• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• Incomplete market demand tests for Kreps-Porteus-Selden preferences
• Intertemporal substitution and recursive smooth ambiguity preferences
• Maxmin expected utility with non-unique prior
• Observability and optimality
• Observable probabilistic beliefs
• Portfolio choices and asset prices: the comparative statics of ambiguity aversion
• Recent developments in modeling preferences: Uncertainty and ambiguity
• Recovering Cardinal Utility
• Recursive smooth ambiguity preferences
• Risk, ambiguity and the Savage axioms
• Second-order ambiguous beliefs
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• The dual theory of the smooth ambiguity model
• The identification of beliefs from asset demand
• The Recoverability of Consumers' Preferences from Market Demand Behavior
• Theory of games and economic behavior.
• Two-Stage Lotteries without the Reduction Axiom
• Uncertainty averse preferences
• Uncertainty aversion with second-order utilities and probabilities

Cited in

(1)

• Mean-preserving capacities: a tractable class of Choquet capacities

This page was built for publication: Identification of smooth ambiguity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7312110)