Risk aversion for variational and multiple-prior preferences
From MaRDI portal
Publication:433158
DOI10.1016/j.jmateco.2010.08.020zbMath1242.91069OpenAlexW1975768577MaRDI QIDQ433158
Publication date: 13 July 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.08.020
Related Items
Cites Work
- Unnamed Item
- Probabilistic sophistication and variational preferences
- Risk and risk aversion when states of nature matter
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Maxmin expected utility with non-unique prior
- Recursive multiple-priors.
- Capacities and probabilistic beliefs: a precarious coexistence
- A Schur concave characterization of risk aversion for non-expected utility preferences
- Uncertainty, risk-neutral measures and security price booms and crashes
- Axiomatic Foundations of Multiplier Preferences
- Subjective Probability and Expected Utility without Additivity
- A More Robust Definition of Subjective Probability
- The Dual Theory of Choice under Risk
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Risk Aversion in the Small and in the Large
- Probabilistic Sophistication and Multiple Priors
- Stochastic finance. An introduction in discrete time