Preferences Over Sets of Lotteries1
From MaRDI portal
Publication:5429102
DOI10.1111/j.1467-937X.2007.00431.xzbMath1297.91051MaRDI QIDQ5429102
Publication date: 29 November 2007
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-937x.2007.00431.x
Related Items
Imprecise information and subjective belief, Estimating ambiguity aversion in a portfolio choice experiment, Conditional decisions under objective and subjective ambiguity in Dempster-Shafer theory, Beyond uncertainty aversion, Riskiness for sets of gambles, Ellsberg games, Optimism and firm formation, Statistical decisions under ambiguity, Are beliefs a matter of taste? A case for objective imprecise information, Choice with imprecise information: An experimental approach, Ambiguity, pessimism, and rational religious choice, Rationalizability of menu preferences, Exactly what happens after the Anscombe-Aumann race?, Variational preferences and equilibria in games under ambiguous belief correspondences, Attitude toward imprecise information, Imprecise probabilistic beliefs as a context for decision-making under ambiguity, Anticipated stochastic choice, On the rejectability of the subjective expected utility theory, Comparing uncertainty aversion towards different sources, Ambiguous games without a state space and full rationality, Mood-driven choices and self-regulation, Maximum probabilities, information, and choice under uncertainty, Moral hazard with non-additive uncertainty: when are actions implementable?, Conditional expected utility criteria for decision making under ignorance or objective ambiguity, Investment under ambiguity with the best and worst in mind, Preferences and information processing under vague information, Collective decision under ignorance, The multiple priors of the open-minded decision maker, Objective rationality foundations for (dynamic) \(\alpha\)-MEU, Preferences with changing ambiguity aversion, Decision making in phantom spaces, Modeling agent's conditional preferences under objective ambiguity in Dempster-Shafer theory, On the convexity of preferences in decisions and games under (quasi-)convex/concave imprecise probability correspondences, Ambiguity sensitive preferences in Ellsberg frameworks, Subjective contingencies and limited Bayesian updating, A representation of decision by analogy, Ordering ambiguous acts, Uniform expected utility criteria for decision making under ignorance or objective ambiguity, Min-max decision rules for choice under complete uncertainty: axiomatic characterizations for preferences over utility intervals, Social image concern and reference point formation, Ambiguity and the Bayesian Paradigm
