Decreasing aversion under ambiguity
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Publication:894043
DOI10.1016/J.JET.2015.01.002zbMATH Open1330.91172OpenAlexW2084851587MaRDI QIDQ894043FDOQ894043
Authors: Frédéric Cherbonnier, Christian Gollier 
Publication date: 23 November 2015
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://publications.ut-capitole.fr/16899/1/cherbonnier_16899.pdf
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Cites Work
- Maxmin expected utility with non-unique prior
- Risk, ambiguity and the Savage axioms
- A Smooth Model of Decision Making under Ambiguity
- Title not available (Why is that?)
- Differentiating ambiguity and ambiguity attitude
- The economics of risk and time
- Alpha as ambiguity: robust mean-variance portfolio analysis
- Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk
- Risk Aversion in the Small and in the Large
- Portfolio choices and asset prices: the comparative statics of ambiguity aversion
- The comparative statics of changes in risk revisited
- Ordering ambiguous acts
Cited In (12)
- Income inequality and risk taking: the impact of social comparison information
- Testing constant absolute and relative ambiguity aversion
- The Myopic Property in Decision Models
- Sequential auctions with ambiguity
- Ambiguity aversion and wealth effects
- Time-consistent reinsurance and investment strategies for an AAI under smooth ambiguity utility
- Preferences with changing ambiguity aversion
- Portfolio choices: comparative statics under both expected return and volatility uncertainty
- Comparative statics with linear objectives: normality, complementarity, and ranking multi-prior beliefs
- Comparative ambiguity aversion and downside ambiguity aversion
- Objective rationality foundations for (dynamic) \(\alpha\)-MEU
- Updating Ambiguity Averse Preferences
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