Probabilistic Sophistication and Multiple Priors
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(45)- Imprecise probabilistic beliefs as a context for decision-making under ambiguity
- On a Marinacci uniqueness theorem for measures.
- Ambiguous partially observable Markov decision processes: structural results and applications
- Alpha-robust mean-variance reinsurance-investment strategy
- Project net present value estimation under uncertainty
- Newsvendor problem under complete uncertainty: a case of innovative products
- Differentiating ambiguity and ambiguity attitude
- Investment under ambiguity with the best and worst in mind
- Bayes and Hurwicz without Bernoulli
- Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
- Law-invariant functionals that collapse to the mean: beyond convexity
- Ambiguity sensitive preferences in Ellsberg frameworks
- Ordering ambiguous acts
- When an event makes a difference
- Unbounded probabilistic sophistication
- Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion
- Optimal reinsurance under the \(\alpha\)-maxmin mean-variance criterion
- Ambiguity and the Bayesian paradigm
- Modifications of the Hurwicz's decision rule
- On a decision rule supported by a forecasting stage based on the decision maker's coefficient of optimism
- Maxmin expected utility with additivity on unambiguous events
- Risk aversion for variational and multiple-prior preferences
- Probabilistic sophistication, second order stochastic dominance and uncertainty aversion
- The impact of the structure of the payoff matrix on the final decision made under uncertainty
- A belief-based definition of ambiguity aversion
- Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences
- Equilibrium strategies for alpha-maxmin expected utility maximization
- Optimism and pessimism in games
- Ambiguous price formation
- A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility
- \(\alpha\)-robust optimal investment strategy for target benefit pension plans under default risk
- Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications
- Maxmin expected utility in Savage's framework
- Rational preferences under ambiguity
- Probabilistic sophistication and variational preferences
- Law-invariant return and star-shaped risk measures
- Alpha-robust mean-variance reinsurance and investment strategies with transaction costs
- Ambiguity and information tradeoffs
- Preference for mixture and local ambiguity reduction in nonconvex preferences
- The roles of subjective/objective probabilities in representation of preferences under uncertainty
- Robust n-agent heterogeneous investment-consumption game under -maxmin mean-variance-utility criterion
- Alpha-maxmin mean-variance reinsurance-investment strategy under negative risk dependence between two markets
- Optimal consumption and annuity equivalent wealth with mortality model uncertainty
- Agreeable trade with optimism and pessimism
- An experimental study on the effect of ambiguity in a coordination game
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