Ambiguity made precise: A comparative foundation
From MaRDI portal
(Redirected from Publication:697922)
Recommendations
Cites work
- A Definition of Subjective Probability
- A Definition of Uncertainty Aversion
- A More Robust Definition of Subjective Probability
- Capacities and probabilistic beliefs: a precarious coexistence
- Diversification, convex preferences and non-empty core in the Choquet expected utility model.
- Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
- scientific article; zbMATH DE number 41812 (Why is no real title available?)
- scientific article; zbMATH DE number 3506424 (Why is no real title available?)
- scientific article; zbMATH DE number 1099359 (Why is no real title available?)
- scientific article; zbMATH DE number 3366923 (Why is no real title available?)
- scientific article; zbMATH DE number 3195782 (Why is no real title available?)
- Intertemporal Asset Pricing under Knightian Uncertainty
- Maxmin expected utility over Savage acts with a set of priors
- Maxmin expected utility with non-unique prior
- Risk Attitudes and Decision Weights
- Risk Aversion in the Small and in the Large
- Risk, ambiguity and the Savage axioms
- Robust Permanent Income and Pricing
- Subjective Probabilities on Subjectively Unambiguous Events
- Subjective Probability and Expected Utility without Additivity
- The axioms and algebra of ambiguity
- The impossibility of compromise: Some uniqueness properties of expected utility preferences
- Theory of capacities
- Uncertainty aversion and aversion to increasing uncertainty
Cited in
(only showing first 100 items - show all)- A theory of subjective compound lotteries
- Subjective random discounting and intertemporal choice
- Imprecise probabilistic beliefs as a context for decision-making under ambiguity
- On attitude polarization under Bayesian learning with non-additive beliefs
- Ambiguity through confidence functions
- Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion
- Ellsberg's two-color experiment, portfolio inertia and ambiguity.
- Maxmin expected utility over Savage acts with a set of priors
- Anticipated stochastic choice
- Expected utility without parsimony
- Comparing uncertainty aversion towards different sources
- Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity
- The K-armed bandit problem with multiple priors
- Risk sharing in the small and in the large
- Efficient implementation with interdependent valuations and maxmin agents
- Certainty independence and the separation of utility and beliefs
- Ranked additive utility representations of gambles: Old and new axiomatizations
- Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces
- Bayesian optimism
- Conditional expected utility criteria for decision making under ignorance or objective ambiguity
- Strategic complements, substitutes, and Ambiguity: the implications for public goods.
- Differentiating ambiguity and ambiguity attitude
- Auctions with uncertain numbers of bidders
- Axioms for preferences revealing subjective uncertainty and uncertainty aversion
- Intertemporal utility smoothing under uncertainty
- Choquet rationality
- Multiple priors and comparative ignorance
- A parsimonious model of subjective life expectancy
- Rank-dominant strategy and sincere voting
- Games in context: equilibrium under ambiguity for belief functions
- A measure of ambiguity (Knightian uncertainty)
- Outer and inner approximations in quantum spaces
- Climate policy: how to deal with ambiguity?
- The multiple priors of the open-minded decision maker
- Ambiguity aversion and wealth effects
- Revealed reasoning
- Updating confidence in beliefs
- More ambiguity aversion or more risk aversion?
- Approximating families for lattice outer measures on unsharp quantum logics
- A lot of ambiguity
- Objective rationality foundations for (dynamic) \(\alpha\)-MEU
- Introduction to the special issue in honor of Peter Wakker
- On the cardinal utility equivalence of biseparable preferences
- A theoretical foundation of ambiguity measurement
- Preferences with changing ambiguity aversion
- Transitivity and equicontinuity in quantum measure spaces
- (Not) delegating decisions to experts: the effect of uncertainty
- Smooth aggregation of Bayesian experts
- Underestimation of probabilities modifications: characterization and economic implications
- Decision making in phantom spaces
- Sharing ambiguous risks
- Self-serving interpretations of ambiguity in other-regarding behavior
- When does aggregation reduce risk aversion?
- Generalised free energy and active inference
- Asymmetric gain-loss reference dependence and attitudes toward uncertainty
- Mechanism design with ambiguous transfers: an analysis in finite dimensional naive type spaces
- Monetary equilibria and Knightian uncertainty
- Subjective probabilities on ``small domains
- A dual approach to ambiguity aversion
- Ordering ambiguous acts
- A powerful tool for analyzing concave/convex utility and weighting functions
- Testing constant absolute and relative ambiguity aversion
- On endogenous formation of price expectations
- Ambiguity and endogenous discounting
- Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret
- The fog of fraud -- mitigating fraud by strategic ambiguity
- The effect of environmental uncertainty on the tragedy of the commons
- Confidence and decision
- A two-parameter model of dispersion aversion
- The price of flexibility: towards a theory of thinking aversion
- Preference for safety under the Choquet model: in search of a characterization
- Mean-dispersion preferences and constant absolute uncertainty aversion
- Optimal portfolio with vector expected utility
- Irreversible investment and Knightian uncertainty
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- Small worlds: Modeling attitudes toward sources of uncertainty
- Regret aversion and opportunity dependence
- When an event makes a difference
- Robust optimal risk sharing and risk premia in expanding pools
- An invitation to economical test spaces and effect algebras
- On comparison of non-Bayesian experts
- Portfolio selection in quantile decision models
- Twofold multiprior preferences and failures of contingent reasoning
- How to make ambiguous strategies
- Updating variational (Bewley) preferences
- Reference dependent ambiguity
- Ambiguity and the Bayesian paradigm
- Ambiguity aversion in the long run: ``to disagree, we must also agree
- Choquet expected utility with affine capacities
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity
- Crisp monetary acts in multiple-priors models of decision under ambiguity
- Feasible sets, comparative risk aversion, and comparative uncertainty aversion in bargaining
- Subjective probability, confidence, and Bayesian updating
- Maxmin expected utility with additivity on unambiguous events
- Riskiness for sets of gambles
- Nonparametric comparative revealed risk aversion
- Nest-monotonic two-stage acts and exponential probability capacities
- On the confidence preferences model
- Ambiguous beliefs and mechanism design
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind
This page was built for publication: Ambiguity made precise: A comparative foundation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q697922)