Choice under aggregate uncertainty

DOI10.1007/s11238-015-9504-1zbMath1378.91081OpenAlexW2161854891MaRDI QIDQ5964211

Luciano Pomatto, Nabil I. Al-Najjar

Publication date: 29 February 2016

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11238-015-9504-1

zbMATH Keywords

aggregate risksrisk and uncertainty

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Portfolio theory (91G10)

Related Items (2)

Aggregate risk and the Pareto principle ⋮ Equal-quantile rules in resource allocation with uncertain needs

Cites Work

• Maxmin expected utility with non-unique prior
• Continuity of transformations
• A biological basis for expected and non-expected utility
• Admissible treatment rules for a risk-averse planner with experimental data on an innovation
• Subjective Probability and Expected Utility without Additivity
• The Structure of Utility Functions
• A Bayesian Approach to Uncertainty Aversion
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