Ambiguity through confidence functions
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Publication:1039723
DOI10.1016/J.JMATECO.2009.05.001zbMATH Open1195.91040OpenAlexW2027873584MaRDI QIDQ1039723FDOQ1039723
Authors: Alain Chateauneuf, José Heleno Faro 
Publication date: 23 November 2009
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2009.05.001
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Cited In (49)
- A test of (weak) certainty independence
- Belief hedges: Measuring ambiguity for all events and all models
- Blackwell's informativeness ranking with uncertainty-averse preferences
- Adaptive preferences: an evolutionary model of non-expected utility and ambiguity aversion
- Testing constant absolute and relative ambiguity aversion
- Maxmin weighted expected utility: a simpler characterization
- 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
- Randomizing without randomness
- Financial complexity and trade
- Logic-based updating
- Incomplete preferences and confidence
- 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
- Choquet expected discounted utility
- Haezendonck-Goovaerts capital allocation rules
- 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
- Dynamically stable preferences
- Robust return risk measures
- When does aggregation reduce risk aversion?
- The ex ante aggregation of opinions under uncertainty
- A general theory of subjective mixtures
- Ambiguity aversion and wealth effects
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty
- Beyond uncertainty aversion
- Preferences with changing ambiguity aversion
- Confidence and decision
- Asset prices in an ambiguous economy
- 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
- Interim efficiency with MEU-preferences
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