Niveloids and their extensions: risk measures on small domains
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Publication:2019237
DOI10.1016/J.JMAA.2013.11.034zbMATH Open1308.91078OpenAlexW2037329169MaRDI QIDQ2019237FDOQ2019237
Authors: Fabio Maccheroni, Massimo Marinacci, Aldo Rustichini, Simone Cerreia-Vioglio 
Publication date: 27 March 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.11.034
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Cites Work
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Cited In (18)
- Stochastic semi-orders
- Reference dependent ambiguity
- Markov chains under nonlinear expectation
- On nonlinear expectations and Markov chains under model uncertainty
- A canon of probabilistic rationality
- The structure of variational preferences
- Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data
- Mood-driven choices and self-regulation
- 2-coherent and 2-convex conditional lower previsions
- Costly information acquisition and the temporal resolution of uncertainty
- Dynamic variational preferences
- Kolmogorov-type and general extension results for nonlinear expectations
- Adaptive risk assessments
- Generalized optimized certainty equivalent with applications in the rank-dependent utility model
- Dynamic consistency and ambiguity: a reappraisal
- Ambiguity aversion and wealth effects
- Purely subjective variational preferences
- Risk analysis via Łukasiewicz logic
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