Rational preferences under ambiguity
From MaRDI portal
Publication:641840
DOI10.1007/S00199-011-0643-5zbMATH Open1277.91018OpenAlexW2168876784MaRDI QIDQ641840FDOQ641840
Authors: Simone Cerreia-Vioglio, Paolo Ghirardato, Fabio Maccheroni, Massimo Marinacci, Marciano Siniscalchi 
Publication date: 25 October 2011
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.carloalberto.org/assets/working-papers/no.169.pdf
Recommendations
Cites Work
- Maxmin expected utility with non-unique prior
- Risk, ambiguity and the Savage axioms
- Subjective Probability and Expected Utility without Additivity
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- A Smooth Model of Decision Making under Ambiguity
- Title not available (Why is that?)
- Differentiating ambiguity and ambiguity attitude
- Ambiguity and the Bayesian paradigm
- Uncertainty averse preferences
- Knightian decision theory. I.
- Vector Expected Utility and Attitudes Toward Variation
- A More Robust Definition of Subjective Probability
- Ambiguity made precise: A comparative foundation
- Imprecise probabilistic beliefs as a context for decision-making under ambiguity
- Objective and subjective rationality in a multiple prior model
- Probabilistic Sophistication and Multiple Priors
- Capacities and probabilistic beliefs: a precarious coexistence
- Subjective ambiguity, expected utility and Choquet expected utility
- A Definition of Uncertainty Aversion
- Subjective Probabilities on Subjectively Unambiguous Events
- Definitions of ambiguous events and the smooth ambiguity model
- Certainty independence and the separation of utility and beliefs
- Subjective probabilities on ``small domains
- Ambiguous events and maxmin expected utility
- Risk, Ambiguity, and the Separation of Utility and Beliefs
Cited In (52)
- On stochastic independence under ambiguity
- Logics for social behaviour: an editorial
- Representation of subjective preferences under ambiguity
- The sure-thing principle
- Harsanyi's theorem without the sure-thing principle: on the consistent aggregation of monotonic Bernoullian and Archimedean preferences
- Arrovian aggregation of generalised expected-utility preferences: (im)possibility results by means of model theory
- Uncertainty averse preferences
- Aggregating infinitely many probability measures
- Dutch book rationality conditions for conditional preferences under ambiguity
- Reference dependent ambiguity
- The structure of variational preferences
- Social and strategic ambiguity versus betrayal aversion
- Decision making in phantom spaces
- Randomizing without randomness
- Fair management of social risk
- A simplified approach to subjective expected utility
- A dual approach to ambiguity aversion
- Incomplete preferences and confidence
- A theory of robust experiments for choice under uncertainty
- Justifiable preferences
- Ambiguity and robust statistics
- Probabilistic sophistication, second order stochastic dominance and uncertainty aversion
- Ignorance and competence in choices under uncertainty
- Range convexity and ambiguity averse preferences
- Purely subjective revealed ambiguity
- Expected utility in 3D
- Rational behavior with payoff uncertainty
- On dynamic consistency in ambiguous games
- Bayesian social aggregation with almost-objective uncertainty
- Purely subjective extended Bayesian models with Knightian unambiguity
- Crisp monetary acts in multiple-priors models of decision under ambiguity
- The Pareto comparisons of a group of exponential discounters
- Bargaining with subjective mixtures
- How to make ambiguous strategies
- Dynamically stable preferences
- Foundations of ambiguity models under symmetry: \(\alpha\)-MEU and smooth ambiguity
- The ex ante aggregation of opinions under uncertainty
- A general theory of subjective mixtures
- The multiple priors of the open-minded decision maker
- Anticipated regret as an explanation of uncertainty aversion
- Ambiguity aversion and wealth effects
- A full characterization of Nash implementation with strategy space reduction
- The best choice problem under ambiguity
- Beyond uncertainty aversion
- Analogy in decision making
- Preferences with changing ambiguity aversion
- Asset prices in an ambiguous economy
- Ambiguity aversion and trade
- Definitions of ambiguous events and the smooth ambiguity model
- Cobb-Douglas preferences under uncertainty
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
- Mixed extensions of decision problems under uncertainty
This page was built for publication: Rational preferences under ambiguity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q641840)
