Expected utility with uncertain probabilities theory
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Publication:516062
DOI10.1016/j.jmateco.2016.12.004zbMath1395.91182OpenAlexW3122284405MaRDI QIDQ516062
Publication date: 20 March 2017
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2016.12.004
ambiguity aversionChoquet expected utilitycumulative prospect theoryKnightian uncertaintyambiguity measurement
Related Items (10)
A dual approach to ambiguity aversion ⋮ On subjective expected value under ambiguity ⋮ A theoretical foundation of ambiguity measurement ⋮ A powerful tool for analyzing concave/convex utility and weighting functions ⋮ On the General Deviation Measure and the Gini coefficient ⋮ Comment on ``A theoretical foundation of ambiguity measurement ⋮ Data-driven robust mean-CVaR portfolio selection under distribution ambiguity ⋮ An additive model of decision making under risk and ambiguity ⋮ Belief hedges: Measuring ambiguity for all events and all models ⋮ Decision-making with partial information
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