The dual theory of the smooth ambiguity model
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Publication:2249574
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Cites work
- scientific article; zbMATH DE number 3784589 (Why is no real title available?)
- scientific article; zbMATH DE number 3348831 (Why is no real title available?)
- A Smooth Model of Decision Making under Ambiguity
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- Curvature of the Probability Weighting Function
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- Generalized convex inequalities
- Maxmin expected utility with non-unique prior
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- Second-order ambiguous beliefs
- Subjective Probability and Expected Utility without Additivity
- The Dual Theory of Choice under Risk
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- The economics of risk and time
Cited in
(14)- A dual approach to ambiguity aversion
- Restricted increases in risk aversion and their application
- Second-order uncertainty and naive diversification
- Continuous-time smooth ambiguity preferences
- Optimal investment in ambiguous financial markets with learning
- Optimal insurance design of ambiguous risks
- A paradox for the ``smooth ambiguity model of preference
- Definitions of ambiguous events and the smooth ambiguity model
- On ambiguity apportionment
- An economic premium principle under the dual theory of the smooth ambiguity model
- Decision making in phantom spaces
- Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
- Comparative ambiguity aversion and downside ambiguity aversion
- Portfolio choice in the model of expected utility with a safety-first component
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