Dynamic decision-making when ambiguity attitudes depend on exogenous events

DOI10.1007/s11238-023-09948-6OpenAlexW4382396695MaRDI QIDQ6123437

O. Renault, Johanna Etner, Meglena Jeleva

Publication date: 4 March 2024

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

Full work available at URL: https://doi.org/10.1007/s11238-023-09948-6

zbMATH Keywords

emotionsdynamic decision-making under ambiguityrecursive smooth ambiguity model

Mathematics Subject Classification ID

Decision theory (91B06)

Cites Work

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• History-dependent risk attitude
• Dynamic decision making when risk perception depends on past experience
• Recursive smooth ambiguity preferences
• Ambiguous life expectancy and the demand for annuities
• Games in context: equilibrium under ambiguity for belief functions
• Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
• Ambiguity and the historical equity premium

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