Recommendations
- Uniform expected utility criteria for decision making under ignorance or objective ambiguity
- Conditional expected utility criteria for decision making under ignorance or objective ambiguity
- From uniform expected utility to uniform rank-dependent utility: an experimental study
- Technical Note—Ranking Distributions When Only Means and Variances Are Known
- An imprecise probability approach to joint extensions of stochastic and interval orderings
- The impact of the structure of the payoff matrix on the final decision made under uncertainty
- Probability weights in rank-dependent utility with binary even-chance independence.
- Utility of gambling. I: Entropy modified linear weighted utility
Cites work
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- scientific article; zbMATH DE number 3342731 (Why is no real title available?)
- scientific article; zbMATH DE number 3061365 (Why is no real title available?)
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
- A Definition of Subjective Probability
- A Definition of Uncertainty Aversion
- A Smooth Model of Decision Making under Ambiguity
- A note on the extension of an order on a set to the power set
- Ambiguity Without a State Space
- Ambiguity made precise: A comparative foundation
- An economic index of riskiness
- Attitude toward imprecise information
- Axioms for minimax regret choice correspondences
- Coherent measures of risk
- Differentiating ambiguity and ambiguity attitude
- Knightian decision theory. I.
- Maxmin expected utility with non-unique prior
- Objective and subjective rationality in a multiple prior model
- Preferences Over Sets of Lotteries1
- Risk preferences and their robust representation
- Risk, ambiguity and the Savage axioms
- Statistical decision theory and Bayesian analysis. 2nd ed
- Statistical decisions under ambiguity
- Subjective Probability and Expected Utility without Additivity
- The \(\alpha \)-MEU model: a comment
Cited in
(13)- A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness
- When to accept a sequence of gambles
- Evaluating gambles using dynamics
- Investment rankings via an objective measure of riskiness: a case study
- A wealth-requirement axiomatization of riskiness
- Exchangeability and sets of desirable gambles
- Riskiness in binary gambles: a geometric analysis
- Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances
- The Foster-Hart measure of riskiness for general gambles
- Risk-adjusted martingales and the design of ``indifference gambles
- An economic index of riskiness
- Stock performance evaluation incorporating high moments and disaster risk: evidence from Japan
- How risky is a random process?
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