Investment behavior under ambiguity: the case of pessimistic decision makers
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Cites work
- scientific article; zbMATH DE number 3195782 (Why is no real title available?)
- "Making Book Against Oneself," The Independence Axiom, and Nonlinear Utility Theory
- A Definition of Subjective Probability
- A Definition of Uncertainty Aversion
- A Simple Axiomatization of Nonadditive Expected Utility
- A behavioral characterization of plausible priors
- A rule for updating ambiguous beliefs
- Additivity with multiple priors
- Advances in prospect theory: cumulative representation of uncertainty
- Ambiguity made precise: A comparative foundation
- An axiomatization of cumulative prospect theory
- Behaviorally consistent optimal stopping rules
- Choice under uncertainty with the best and worst in mind: Neo-additive capacities
- Differentiating ambiguity and ambiguity attitude
- Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension
- Expected utility with purely subjective non-additive probabilities
- Golden Eggs and Hyperbolic Discounting
- Integral Representation Without Additivity
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Prospect Theory: An Analysis of Decision under Risk
- Risk Attitudes and Decision Weights
- Risk, ambiguity and the Savage axioms
- Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
- Sequential Equilibria
- Subjective Probability and Expected Utility without Additivity
- Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle
- Updating ambiguous beliefs
- What determines the shape of the probability weighting function under uncertainty?
- \(E\)-capacities and the Ellsberg paradox
Cited in
(7)- A life-cycle model with ambiguous survival beliefs
- Is there evidence of pessimism and doubt in subjective distributions? Implications for the equity premium puzzle
- An exploration of the effects of pessimism and doubt on asset returns.
- Put-call parity and generalized neo-additive pricing rules
- Flexibility of choice versus reduction of ambiguity
- How do information ambiguity and timing of contextual information affect managers' goal congruence in making investment decisions in good times vs. bad times?
- Cash holdings, ambiguity aversion, and investment puzzles
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