A simplified axiomatic approach to ambiguity aversion
From MaRDI portal
Publication:707881
DOI10.1007/s11166-010-9099-4zbMath1233.91059MaRDI QIDQ707881
Publication date: 8 October 2010
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11166-010-9099-4
Related Items
Blackwell's informativeness ranking with uncertainty-averse preferences, Relative concave utility for risk and ambiguity, Inferring beliefs as subjectively imprecise probabilities, Probabilistic sophistication, second order stochastic dominance and uncertainty aversion, Ambiguity aversion and the propensities for self-insurance and self-protection, Parametric representation of preferences, Ambiguity and robust statistics
Cites Work
- Unnamed Item
- Unnamed Item
- Subjectively weighted linear utility
- A theory of subjective compound lotteries
- Expected utility with purely subjective non-additive probabilities
- Maxmin expected utility with non-unique prior
- Differentiating ambiguity and ambiguity attitude
- A simple axiomatization of risk-averse expected utility
- Ambiguity aversion in the small and in the large for weighted linear utility
- Small worlds: Modeling attitudes toward sources of uncertainty
- Risk, Ambiguity, and the Savage Axioms
- Axiomatic Foundations of Multiplier Preferences
- Uncertainty Aversion with Second-Order Utilities and Probabilities
- Objective and Subjective Rationality in a Multiple Prior Model
- Subjective Probability and Expected Utility without Additivity
- A Simple Axiomatization of Nonadditive Expected Utility
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Subjective Probabilities on Subjectively Unambiguous Events
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- A Smooth Model of Decision Making under Ambiguity
- Ambiguity Without a State Space
- A Definition of Subjective Probability
