Mean-dispersion preferences with a specific dispersion function

DOI10.1016/J.JMATECO.2019.08.004zbMath1427.91126OpenAlexW2382781579MaRDI QIDQ2338671

Mark Schneider, Manuel A. Nunez

Publication date: 21 November 2019

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: http://www.chapman.edu/research-and-institutions/economic-science-institute/_files/WorkingPapers/schneider-nunez-statedispersion-2016.pdf

zbMATH Keywords

uncertaintydispersionambiguity aversiontranslation invarianceprobabilistic sophistication

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Utility theory (91B16) Individual preferences (91B08)

Cites Work

• A simplified axiomatic approach to ambiguity aversion
• A theory of subjective compound lotteries
• Maxmin expected utility with non-unique prior
• Differentiating ambiguity and ambiguity attitude
• A simple mean-dispersion model of ambiguity attitudes
• A two-parameter model of dispersion aversion
• Mean-dispersion preferences and constant absolute uncertainty aversion
• Dynamic variational preferences
• Risk, Ambiguity, and the Savage Axioms
• Uncertainty Aversion with Second-Order Utilities and Probabilities
• Vector Expected Utility and Attitudes Toward Variation
• Ambiguity and Second-Order Belief
• Subjective Probability and Expected Utility without Additivity
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• A Smooth Model of Decision Making under Ambiguity
• Nonlinear Programming
• A Definition of Subjective Probability

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