Ambiguity made precise: A comparative foundation
From MaRDI portal
Publication:697922
DOI10.1006/JETH.2001.2815zbMATH Open1019.91015OpenAlexW2165256733MaRDI QIDQ697922FDOQ697922
Authors: Paolo Ghirardato, Massimo Marinacci
Publication date: 18 September 2002
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://resolver.caltech.edu/CaltechAUTHORS:20171106-162252775
Recommendations
Cites Work
- Title not available (Why is that?)
- Maxmin expected utility with non-unique prior
- Risk, ambiguity and the Savage axioms
- Subjective Probability and Expected Utility without Additivity
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Eliciting von Neumann-Morgenstern Utilities When Probabilities Are Distorted or Unknown
- A Definition of Subjective Probability
- Risk Aversion in the Small and in the Large
- Diversification, convex preferences and non-empty core in the Choquet expected utility model.
- Theory of capacities
- Title not available (Why is that?)
- A More Robust Definition of Subjective Probability
- Intertemporal Asset Pricing under Knightian Uncertainty
- Robust Permanent Income and Pricing
- The axioms and algebra of ambiguity
- Capacities and probabilistic beliefs: a precarious coexistence
- A Definition of Uncertainty Aversion
- Subjective Probabilities on Subjectively Unambiguous Events
- Maxmin expected utility over Savage acts with a set of priors
- Uncertainty aversion and aversion to increasing uncertainty
- Risk Attitudes and Decision Weights
- The impossibility of compromise: Some uniqueness properties of expected utility preferences
Cited In (only showing first 100 items - show all)
- A class of incomplete and ambiguity averse preferences
- Axioms for preferences revealing subjective uncertainty and uncertainty aversion
- Participation in risk sharing under ambiguity
- Persuasion under ambiguity
- Investment behavior under ambiguity: the case of pessimistic decision makers
- Information and ambiguity: toward a foundation of nonexpected utility
- On the cardinal utility equivalence of biseparable preferences
- Testing constant absolute and relative ambiguity aversion
- Ambiguity and endogenous discounting
- Cumulative prospect theory and imprecise risk
- Implicit comparatives and the Sorites
- Risk sharing in the small and in the large
- Effects of uncertainty aversion on the call option market
- Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret
- Expected utility without parsimony
- Agreeable trade with optimism and pessimism
- Updating confidence in beliefs
- Decision making in phantom spaces
- Underestimation of probabilities modifications: characterization and economic implications
- Asymmetric gain-loss reference dependence and attitudes toward uncertainty
- A dual approach to ambiguity aversion
- Ordering ambiguous acts
- More ambiguity aversion or more risk aversion?
- Smoothing preference kinks with information
- Anticipated stochastic choice
- Sharing ambiguous risks
- Ranked additive utility representations of gambles: Old and new axiomatizations
- Preference for safety under the Choquet model: in search of a characterization
- Robust optimal risk sharing and risk premia in expanding pools
- When an event makes a difference
- Choquet expected discounted utility
- Transitivity and equicontinuity in quantum measure spaces
- Purely subjective extended Bayesian models with Knightian unambiguity
- Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion
- Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces
- A general theory of subjective mixtures
- Calibrated uncertainty
- Multiple priors and comparative ignorance
- Games in context: equilibrium under ambiguity for belief functions
- Efficient implementation with interdependent valuations and maxmin agents
- Choice with imprecise information: An experimental approach
- Ambiguity aversion and wealth effects
- Beyond uncertainty aversion
- The effect of environmental uncertainty on the tragedy of the commons
- A measure of ambiguity (Knightian uncertainty)
- Intertemporal utility smoothing under uncertainty
- Preferences with changing ambiguity aversion
- Revealed reasoning
- Ellsberg's two-color experiment, portfolio inertia and ambiguity.
- Expected utility with uncertain probabilities theory
- Diversification preferences in the theory of choice
- Chain transitivity and shadowing property in quantum dynamical systems
- Approximating families for lattice outer measures on unsharp quantum logics
- (Not) delegating decisions to experts: the effect of uncertainty
- An invitation to economical test spaces and effect algebras
- A theoretical foundation of ambiguity measurement
- Collusion-proof mechanisms for full surplus extraction
- The fog of fraud -- mitigating fraud by strategic ambiguity
- Choquet operators and belief functions
- Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity
- Introduction to the special issue in honor of Peter Wakker
- Portfolio selection in quantile decision models
- Approximate Bayesian implementation and exact maxmin implementation: an equivalence
- Ambiguity and partial Bayesian updating
- From local utility to neural networks
- Recursive two-stage evaluation model for dynamic decision making under ambiguity
- Rank-dominant strategy and sincere voting
- Smooth aggregation of Bayesian experts
- Optimality in an OLG model with nonsmooth preferences
- On comparison of non-Bayesian experts
- Mechanism design with ambiguous transfers: an analysis in finite dimensional naive type spaces
- The value of information under ambiguity: a theoretical and experimental study on pest management in agriculture
- Strength of preference over complementary pairs axiomatizes alpha-MEU preferences
- A powerful tool for analyzing concave/convex utility and weighting functions
- Outer and inner approximations in quantum spaces
- Distortion risk measures: prudence, coherence, and the expected shortfall
- Bayesian optimism
- How to make ambiguous strategies
- Twofold multiprior preferences and failures of contingent reasoning
- Climate policy: how to deal with ambiguity?
- Updating variational (Bewley) preferences
- Aggregation of misspecified experts
- Ambiguity, randomization and the timing of resolution of uncertainty
- Optimal portfolio with vector expected utility
- Solution concepts for games with ambiguous payoffs
- A two-parameter model of dispersion aversion
- On endogenous formation of price expectations
- Objective rationality foundations for (dynamic) \(\alpha\)-MEU
- Subjective complexity under uncertainty
- Self-serving interpretations of ambiguity in other-regarding behavior
- Riskiness for sets of gambles
- Ambiguity Without a State Space
- Optimism and pessimism in games
- Axioms for minimax regret choice correspondences
- Nonparametric comparative revealed risk aversion
- Comparative risk aversion: a formal approach with applications to saving behavior
- Maxmin expected utility over Savage acts with a set of priors
- Increasing uncertainty: a definition
- Uncertainty averse preferences
- Do Bayesians Learn Their Way Out of Ambiguity?
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)