An additive model of decision making under risk and ambiguity
From MaRDI portal
Publication:2283136
DOI10.1016/j.jmateco.2019.10.002zbMath1430.91035OpenAlexW2982159261MaRDI QIDQ2283136
Jianmin Jia, Ying He, John C. Butler, James S. Dyer
Publication date: 30 December 2019
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2019.10.002
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Equilibrium in an ambiguity-averse mean-variance investors market
- Decision analysis under ambiguity
- Expected utility with uncertain probabilities theory
- A simplified axiomatic approach to ambiguity aversion
- A theory of subjective compound lotteries
- Recursive expected utility and the separation of attitudes towards risk and ambiguity: An experimental study
- Ambiguity through confidence functions
- Maxmin expected utility with non-unique prior
- Personal probabilities of probabilities
- Temporal von Neumann-Morgenstern and induced preferences
- Risk-value models
- Consistency of mean-variance analysis and expected utility analysis. A complete characterization
- The axiomatic basis of risk-value models
- Ambiguity in asset pricing and portfolio choice: a review of the literature
- What are axiomatizations good for?
- Ambiguity and robust statistics
- Mean-dispersion preferences and constant absolute uncertainty aversion
- Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
- Ambiguity, Learning, and Asset Returns
- Uncertainty Aversion with Second-Order Utilities and Probabilities
- Measures of Perceived Risk
- Two-Stage Lotteries without the Reduction Axiom
- PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
- Vector Expected Utility and Attitudes Toward Variation
- The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
- Prospect Theory: An Analysis of Decision under Risk
- What Common Ground Exists for Descriptive, Prescriptive, and Normative Utility Theories?
- A Standard Measure of Risk and Risk-Value Models
- Estimating ambiguity aversion in a portfolio choice experiment
- Is Mean-Variance Analysis Vacuous: Or was Beta Still Born?
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- A Smooth Model of Decision Making under Ambiguity
- Ellsberg Revisited: An Experimental Study
- A Definition of Subjective Probability
This page was built for publication: An additive model of decision making under risk and ambiguity