Reference dependent ambiguity

DOI10.1016/J.JET.2016.02.006MaRDI QIDQ281374zbMATH OpenOpenAlexFDO

Authors Maximilian Mihm

Publication date 11 May 2016

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jet.2016.02.006

zbMATH Keywords

ambiguitymarket collapsereference-points

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
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Cited in

(11)

• Managing anticipation and reference-dependent choice
• Reference dependence and market participation
• Sharing risk and ambiguity
• Financial complexity and trade
• Asymmetric gain-loss reference dependence and attitudes toward uncertainty
• Purely subjective revealed ambiguity
• Reference dependence and endogenous anchors
• Portfolio concentration, portfolio inertia, and ambiguous correlation
• An axiomatic characterization of Bayesian updating
• A theory of reference-dependent behavior
• Understanding the reference effect

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