Learning Under Ambiguity
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Cited in
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- Learning under limited information.
- IID: Independently and indistinguishably distributed.
- The pricing effects of ambiguous private information
- Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity
- Dynamic market participation and endogenous information aggregation
- Ambiguous persuasion
- Ambiguity in asset pricing and portfolio choice: a review of the literature
- Learning and risk aversion
- Biased Bayesian learning with an application to the risk-free rate puzzle
- Learning under ambiguity: an experiment in gradual information processing
- Combining forecasts in the presence of ambiguity over correlation structures
- Non-Bayesian updating in a social learning experiment
- Speculative trade under ambiguity
- Updating confidence in beliefs
- Dynamic contracting for innovation under ambiguity
- Introduction to the special issue in honor of Larry Epstein
- Learning under unawareness
- Robust experimentation in the continuous time bandit problem
- Biased learning under ambiguous information
- The impact of operational delay on irreversible investment under Knightian uncertainty
- A theoretical foundation of ambiguity measurement
- When does ambiguity fade away?
- A survey of decision making and optimization under uncertainty
- Optimal capital structure, ambiguity aversion, and leverage puzzles
- Evidence with uncertain likelihoods
- Diversified dictionaries for multi-instance learning
- Learning and self-confirming long-run biases
- Learning from ambiguous and misspecified models
- Informativeness of experiments for MEU -- a recursive definition
- Directed attention and nonparametric learning
- Ambiguity attitudes and self-confirming equilibrium in sequential games
- Individual vs. group decision-making: an experiment on dynamic choice under risk and ambiguity
- Ambiguity, data and preferences for information -- a case-based approach
- Learning, diversification and the nature of risk
- Ambiguous chance constrained problems and robust optimization
- Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
- Robust optimal risk sharing and risk premia in expanding pools
- Blackwell's informativeness ranking with uncertainty-averse preferences
- Ambiguity aversion under maximum-likelihood updating
- Multi-state choices with aggregate feedback on unfamiliar alternatives
- Relative maximum likelihood updating of ambiguous beliefs
- How to make ambiguous strategies
- Ambiguous information and dilation: an experiment
- On the observational implications of Knightian uncertainty
- Robust MDPs with k-rectangular uncertainty
- A FOIL-Like Method for Learning under Incompleteness and Vagueness
- Ambiguity and the Bayesian paradigm
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach
- Renewable resource management with stochastic recharge and environmental threats
- scientific article; zbMATH DE number 4123461 (Why is no real title available?)
- Set coverage and robust policy
- An empirical model of learning under ambiguity: the case of clinical trials
- Do Bayesians Learn Their Way Out of Ambiguity?
- A decision-theoretic model of asset-price underreaction and overreaction to dividend news
- The Role of Learning in Dynamic Portfolio Decisions *
- Learning, confidence, and option prices
- Optimal learning under robustness and time-consistency
- Ambiguity Preference and Context Learning in Uncertain Signaling
- A note on bivariate dual generalized Marshall-Olkin distributions with applications
- Quantifying the impact of partial information on Sharpe ratio optimization
- Robust hidden Markov LQG problems
- Optimality in an OLG model with nonsmooth preferences
- Case-based belief formation under ambiguity
- Firm heterogeneity, financial frictions and ambiguity
- Belief updating under ambiguity: a numerical simulation analysis
- Confirmation bias in social networks
- Risk, uncertainty, and option exercise
- Dynamic portfolio choice under ambiguity and regime switching mean returns
- Optimal investment in ambiguous financial markets with learning
- Ambiguity and partial Bayesian updating
- Sustainable investing with ESG ambiguous information
- Informativeness orders over ambiguous experiments
- Ambiguity and informativeness of (non-)trading
- Bayesian learning with multiple priors and nonvanishing ambiguity
- Ambiguity and information tradeoffs
- Dynamic concern for misspecification
- Learning under ambiguity: an experimental investigation
- Robust n-agent heterogeneous investment-consumption game under -maxmin mean-variance-utility criterion
- When uncertainty and volatility are disconnected: implications for asset pricing and portfolio performance
- Optimal investment and equilibrium pricing under ambiguity
- Learning about ambiguous long-term prospects
- Improving robust decisions with data
- Benefits and challenges of ambiguous product information
- Robust portfolio game under relative performance and state-dependent confidence sets
- Smoothing preference kinks with information
- Signaling probabilities in ambiguity: who reacts to vague news?
- Weighted sets of probabilities and minimax weighted expected regret: a new approach for representing uncertainty and making decisions
- Exchangeable capacities, parameters and incomplete theories
- Career concerns and ambiguity aversion
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