Pages that link to "Item:Q4006264"

The following pages link to Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio (Q4006264):

Displaying 50 items.

• Reference dependent ambiguity (Q281374) (← links)
• Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
• Choquet expected utility with affine capacities (Q333438) (← links)
• Rationality of belief or: why Savage's axioms are neither necessary nor sufficient for rationality (Q383009) (← links)
• Nest-monotonic two-stage acts and exponential probability capacities (Q420987) (← links)
• Sharing risk and ambiguity (Q449190) (← links)
• The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
• Uncertain equilibria and incomplete preferences (Q478115) (← links)
• The role of intuition and reasoning in driving aversion to risk and ambiguity (Q490083) (← links)
• Diversification preferences in the theory of choice (Q524890) (← links)
• General equilibrium, wariness and efficient bubbles (Q548230) (← links)
• Informational efficiency with ambiguous information (Q641824) (← links)
• Decision making and trade without probabilities (Q641833) (← links)
• Ambiguity aversion and trade (Q641835) (← links)
• Dynamic consistency for non-expected utility preferences (Q641836) (← links)
• Liquidity and asset prices in rational expectations equilibrium with ambiguous information (Q641839) (← links)
• Smoothing preference kinks with information (Q732921) (← links)
• The participation puzzle with reference-dependent expected utility preferences (Q784446) (← links)
• Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
• Signaling probabilities in ambiguity: who reacts to vague news? (Q829500) (← links)
• Participation in risk sharing under ambiguity (Q829510) (← links)
• Portfolio inertia under ambiguity (Q859589) (← links)
• Exchangeable capacities, parameters and incomplete theories (Q894058) (← links)
• Uncertainty aversion vs. competence: An experimental market study (Q928750) (← links)
• Effects of uncertainty aversion on the call option market (Q944232) (← links)
• Asset allocation with distorted beliefs and transaction costs (Q953450) (← links)
• Eliciting decision weights by adapting de Finetti's betting-odds method to prospect theory (Q995664) (← links)
• Interim efficient allocations under uncertainty (Q1001830) (← links)
• A new integral for capacities (Q1006563) (← links)
• Eliciting beliefs (Q1025640) (← links)
• Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion (Q1049235) (← links)
• Recent developments in modeling preferences: Uncertainty and ambiguity (Q1196178) (← links)
• Introspection and equilibrium selection in \(2\times 2\) matrix games (Q1332124) (← links)
• Modeling attitudes towards uncertainty and risk through the use of Choquet integral (Q1339163) (← links)
• Additive representations of non-additive measures and the Choquet integral (Q1339165) (← links)
• On indepedence for non-additive measures, with a Fubini theorem (Q1357580) (← links)
• Some comments on Boltzmann-Gibbs statistical mechanics (Q1392959) (← links)
• Ellsberg's two-color experiment, portfolio inertia and ambiguity. (Q1398442) (← links)
• Using Choquet integral in economics (Q1402918) (← links)
• Core of convex distortions of a probability. (Q1421884) (← links)
• Ambiguous games (Q1577957) (← links)
• Optimal risk-sharing rules and equilibria with Choquet-expected-utility. (Q1587387) (← links)
• A survey of some applications of the idea of ambiguity aversion in economics (Q1605693) (← links)
• Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
• The pricing effects of ambiguous private information (Q1678745) (← links)
• Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
• Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity (Q1735818) (← links)
• A behavioral definition of unforeseen contingencies (Q1753694) (← links)
• Dynamic market participation and endogenous information aggregation (Q1753704) (← links)
• Efficient implementation with interdependent valuations and maxmin agents (Q1757591) (← links)