Skewed noise
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Publication:2397639
Recommendations
- Skewness seeking: risk loving, optimism or overweighting of small probabilities?
- Increases in skewness and three-moment preferences
- Uncertainty aversion with second-order utilities and probabilities
- Aversion to risk of regret and preference for positively skewed risks
- The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
Cites work
- "Expected Utility" Analysis without the Independence Axiom
- A Smooth Model of Decision Making under Ambiguity
- Asset Demand Without the Independence Axiom
- Cautious Expected Utility and the Certainty Effect
- Ellsberg Revisited: An Experimental Study
- Failures of the reduction principle in an Ellsberg-type problem
- Hopes and fears: The conflicting effects of risk ambiguity
- Preferences for one-shot resolution of uncertainty and Allais-type behavior
- Prospect Theory: An Analysis of Decision under Risk
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Risk, ambiguity and the Savage axioms
- Stochastic choice and consistency in decision making under risk: An experimental study
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Tests of the betweenness property of expected utility
- The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
- Two-Stage Lotteries without the Reduction Axiom
Cited in
(5)- Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity
- On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs
- How to Take Both Non-Linearity and Asymmetry (Skewness) into Account in Binary Decision Making: Skew-Probit and Skew-Logit in Binary Kink Regression
- Ellsberg meets Keynes at an urn
- Skewness seeking: risk loving, optimism or overweighting of small probabilities?
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