A dual approach to ambiguity aversion
From MaRDI portal
Publication:2399682
DOI10.1016/J.JMATECO.2017.05.003zbMATH Open1394.91131OpenAlexW3124140963MaRDI QIDQ2399682FDOQ2399682
Authors: Antoine Bommier 
Publication date: 24 August 2017
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://www.cer.ethz.ch/content/dam/ethz/special-interest/mtec/cer-eth/cer-eth-dam/documents/working-papers/WP-14-207.pdf
Recommendations
first-order stochastic dominanceportfolio choiceseparabilityambiguity aversionrank-dependent utilitycomonotonic sure-thing principle
Cites Work
- Title not available (Why is that?)
- Maxmin expected utility with non-unique prior
- Prospect theory. For risk and ambiguity.
- Subjective Probability and Expected Utility without Additivity
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- A Smooth Model of Decision Making under Ambiguity
- Title not available (Why is that?)
- A Definition of Subjective Probability
- Rational preferences under ambiguity
- Expected utility without utility
- Mean-dispersion preferences and constant absolute uncertainty aversion
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
- A More Robust Definition of Subjective Probability
- Ambiguity made precise: A comparative foundation
- Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle
- The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
- Bakerian Lecture - The physical interpretation of quantum mechanics
- A Definition of Uncertainty Aversion
- Portfolio choices and asset prices: the comparative statics of ambiguity aversion
- Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion
- Additive representations on rank-ordered sets. II: The topological approach
- Two-Stage Lotteries without the Reduction Axiom
- Bayesian beliefs with stochastic monotonicity: an extension of Machina and Schmeidler
- Expected utility with uncertain probabilities theory
- Comonotonicity axioms and rank-dependent expected utility theory for arbitrary consequences
- Allais, Ellsberg, and preferences for hedging
Cited In (29)
- Estimating ambiguity aversion in a portfolio choice experiment
- The dual theory of the smooth ambiguity model
- Risk, Ambiguity, and the Separation of Utility and Beliefs
- On the uses of the monotonicity and independence axioms in models of ambiguity aversion
- A simplified axiomatic approach to ambiguity aversion
- Mean-dispersion preferences with a specific dispersion function
- Ambiguity Preference and Context Learning in Uncertain Signaling
- Ambiguity aversion and ambiguity content in decision making under uncertainty
- Social and strategic ambiguity versus betrayal aversion
- Ambiguity advantage under meaning activation
- Source and rank-dependent utility
- Ordering ambiguous acts
- More ambiguity aversion or more risk aversion?
- Testing negative value of information and ambiguity aversion
- Range convexity and ambiguity averse preferences
- Ambiguity aversion in the small and in the large for weighted linear utility
- Decreasing aversion under ambiguity
- Dual‐Self Representations of Ambiguity Preferences
- Ambiguity, randomization and the timing of resolution of uncertainty
- A general theory of subjective mixtures
- A belief-based definition of ambiguity aversion
- Ambiguity aversion and wealth effects
- Beyond uncertainty aversion
- Subjective expected utility through stochastic independence
- Comparative ambiguity aversion and downside ambiguity aversion
- Expected utility with uncertain probabilities theory
- The effect of ambiguity aversion on reward scheme choice
- Updating Ambiguity Averse Preferences
- Ambiguity Aversion and Comparative Ignorance
This page was built for publication: A dual approach to ambiguity aversion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2399682)
