Updating Ambiguity Averse Preferences

From MaRDI portal
Publication:3573088

DOI10.2202/1935-1704.1547zbMath1192.91078OpenAlexW2099753359MaRDI QIDQ3573088

Peter Klibanoff, Eran Hanany

Publication date: 30 June 2010

Published in: The B.E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL: http://www.kellogg.northwestern.edu/research/math/papers/1468.pdf




Related Items

Dynamic consistency, valuable information and subjective beliefsMinimizing regret in dynamic decision problemsA dynamic mechanism and surplus extraction under ambiguityDynamic semi-consistencyInformation order in monotone decision problems under uncertaintyRelative maximum likelihood updating of ambiguous beliefsDynamic consistency in incomplete information games with multiple priorsAmbiguity attitudes and self-confirming equilibrium in sequential gamesAmbiguity in asset pricing and portfolio choice: a review of the literatureUpdating variational (Bewley) preferencesEndogenous ambiguity in cheap talk``Agreeing to disagree type results under ambiguityAmbiguous information and dilation: an experimentContext dependence and consistency in dynamic choice under uncertainty: the case of anticipated regretUncertainty averse preferencesAsset prices in an ambiguous economyDynamically consistent CEU preferences on \(f\)-convex eventsAmbiguity and the Bayesian ParadigmThe fog of fraud -- mitigating fraud by strategic ambiguityConditional expected utilityCore and equilibria under ambiguityUncertainty aversion and equilibrium existence in games with incomplete informationIterated Choquet expectations: a possibility resultDynamically consistent updating of multiple prior beliefs -- an algorithmic approachDynamically stable preferencesEvaluating ambiguous random variables from Choquet to maxmin expected utilityModes of ambiguous communicationDynamic decision making under ambiguity: an experimental investigationDo Bayesians Learn Their Way Out of Ambiguity?On dynamic consistency in ambiguous gamesLearning under ambiguity: an experiment in gradual information processingA Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete TimeRecursive smooth ambiguity preferencesConsequentialism and dynamic consistency in updating ambiguous beliefsLearning and self-confirming long-run biasesReacting to ambiguous messages: an experimental analysisThe structure of variational preferences