Relative concave utility for risk and ambiguity
From MaRDI portal
Publication:423712
DOI10.1016/J.GEB.2012.01.006zbMATH Open1242.91064OpenAlexW1994649370WikidataQ58165874 ScholiaQ58165874MaRDI QIDQ423712FDOQ423712
Authors: Aurélien Baillon, Bram Driesen, Peter P. Wakker 
Publication date: 4 June 2012
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.geb.2012.01.006
Recommendations
- A lot of ambiguity
- Source and rank-dependent utility
- Reference wealth effects in sequential choice
- Comparing uncertainty aversion towards different sources
- Resolving inconsistencies in utility measurement under risk: tests of generalizations of expected utility
- Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
- scientific article; zbMATH DE number 952989
- A simple mean-dispersion model of ambiguity attitudes
- scientific article; zbMATH DE number 4079112
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Maxmin expected utility with non-unique prior
- Risk, ambiguity and the Savage axioms
- Subjective Probability and Expected Utility without Additivity
- A Smooth Model of Decision Making under Ambiguity
- Title not available (Why is that?)
- Title not available (Why is that?)
- A theory of subjective compound lotteries
- Recursive smooth ambiguity preferences
- Axiomatic foundations of multiplier preferences
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Prospect Theory: An Analysis of Decision under Risk
- Title not available (Why is that?)
- Ellsberg Revisited: An Experimental Study
- A Definition of Subjective Probability
- A simplified axiomatic approach to ambiguity aversion
- Expected utility with purely subjective non-additive probabilities
- Temporal von Neumann-Morgenstern and induced preferences
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Diversification, convex preferences and non-empty core in the Choquet expected utility model.
- A More Robust Definition of Subjective Probability
- Ambiguity and Second-Order Belief
- The shape of incomplete preferences
- A paradox for the ``smooth ambiguity model of preference
- Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique
- A Subjective Spin on Roulette Wheels
- Subjective recursive expected utility
- Title not available (Why is that?)
- Discount-neutral utility models for denumerable time streams
- Independence, additivity, uncertainty. With contributions by Birgit Grodal
- Value Functions for Infinite-Period Planning
- Additively decomposed quasiconvex functions
Cited In (10)
- Introduction to the special issue in honor of Peter Wakker
- Convex and decreasing absolute risk aversion is proper
- Source and rank-dependent utility
- Discrete Arrow-Pratt indexes for risk and uncertainty
- Range convexity and ambiguity averse preferences
- Comparing uncertainty aversion towards different sources
- A powerful tool for analyzing concave/convex utility and weighting functions
- An extension of quasi-hyperbolic discounting to continuous time
- A belief-based definition of ambiguity aversion
- A revealed reference point for prospect theory
This page was built for publication: Relative concave utility for risk and ambiguity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q423712)
