A belief-based definition of ambiguity aversion
From MaRDI portal
Publication:497472
DOI10.1007/s11238-014-9452-1zbMath1377.91073MaRDI QIDQ497472
Publication date: 24 September 2015
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-014-9452-1
Cites Work
- Relative concave utility for risk and ambiguity
- Ambiguity made precise: A comparative foundation
- A theory of subjective compound lotteries
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Maxmin expected utility with non-unique prior
- Comparative statics for rank-dependent expected utility theory
- Bayes without Bernoulli: Simple conditions for probabilistically sophisticated choice
- Small worlds: Modeling attitudes toward sources of uncertainty
- More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model
- Theory of capacities
- Risk, Ambiguity, and the Savage Axioms
- Axiomatic Foundations of Multiplier Preferences
- Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty
- Vector Expected Utility and Attitudes Toward Variation
- Subjective Probability and Expected Utility without Additivity
- A More Robust Definition of Subjective Probability
- A Definition of Uncertainty Aversion
- Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- A Smooth Model of Decision Making under Ambiguity
- Probabilistic Sophistication and Multiple Priors
- Risk, Ambiguity, and the Separation of Utility and Beliefs
- A Definition of Subjective Probability
