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Dynamic variational preferences
6 references·16 citing·37 second hop
Dynamic variational preferences (2006)Dynamic variational preferencesAmbiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…Recursive multiple-priors (2003)Recursive multiple-priorsUncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio (1992)Uncertainty Aversion, Risk Av…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Maxmin Expected Utility with a Non-Unique Prior (1986)Maxmin Expected Utility with …Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Pricing Uncertainty Induced by Climate Change (2019)Pricing Uncertainty Induced b…Risk Preferences and the Macroeconomic Announcement Premium (2018)Risk Preferences and the Macr…Ambiguity and the Bayesian Paradigm (2016)Ambiguity and the Bayesian Pa…Ambiguity and Ambiguity Aversion (2014)Ambiguity and Ambiguity Avers…Uncertainty averse preferences (2011)Uncertainty averse preferencesDynamic choice under ambiguity (2011)Dynamic choice under ambiguityFragile beliefs and the price of uncertainty (2010)Fragile beliefs and the price…Ambiguity in Asset Markets: Theory and Experiment (2010)Ambiguity in Asset Markets: T…THE AMBIGUITY AVERSION LITERATURE: A CRITICAL ASSESSMENT (2009)THE AMBIGUITY AVERSION LITERA…PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES (2009)PORTFOLIO SELECTION WITH MONO…Labor supply effects of the recent social security benefit cuts: Empirical estimates using cohort discontinuities (2009)Labor supply effects of the r…Heterogeneity in Intra-Monthly Consumption Patterns, Self-Control, and Savings at Retirement (2009)Heterogeneity in Intra-Monthl…Oligarchic Versus Democratic Societies (2008)Oligarchic Versus Democratic …Two Tier Reforms of Employment Protection: A Honeymoon Effect? (2007)Two Tier Reforms of Employmen…Beliefs, Doubts and Learning: Valuing Macroeconomic Risk (2007)Beliefs, Doubts and Learning:…Robust control and model misspecification (2006)Robust control and model miss…Subjective Probability and Expected Utility without Additivity (1989)Cognitive skills affect economic preferences, strategic behavior, and job attachment (2009)Theory of Decision under Uncertainty (2009)Theory and Applications of Robust Optimization (2010)Firing Costs and Labour Demand: How Bad is Eurosclerosis? (1990)Temporary Jobs: Stepping Stones or Dead Ends? (2002)Job protection legislation and productivity growth in OECD countries (2009)Two‐Tier Labour Markets in the Great Recession: France Versus Spain (2012)Robust Control and Model Uncertainty (2001)Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Subjective probability and expected utility without additivity (2004)Personality Psychology and Economics (2011)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)A Smooth Model of Decision Making under Ambiguity (2005)Robust Portfolio Rules and Asset Pricing (2004)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Collective Risk Management in a Flight to Quality Episode (2007)Theory of games and economic behavior (2019)Does School Quality Matter? Returns to Education and the Characteristics of Public Schools in the United States (1990)Does School Quality Matter? Returns to Education and the Characteristics of Public Schools in the United States (1992)Does raising the early retirement age increase employment of older workers? (2013)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Asset‐based measurement of poverty (2010)Service Regulation and Growth: Evidence from OECD Countries (2011)The Economics of Exhaustible Resources (1931)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Finance, climate-change and radical uncertainty: Towards a precautionary approach to financial policy (2021)Climate Change Risk and the Cost of Mortgage Credit (2022)Pricing Climate Change Exposure (2023)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Ellsberg Revisited: An Experimental Study (2007)The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation (2011)
this work references cited by second hop

References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 2003Recursive multiple-priors868 cited
  • 1992Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio776 cited
  • 1986Maxmin Expected Utility with a Non-Unique Prior668 cited

Cited by

  • 2007Two Tier Reforms of Employment Protection: A Honeymoon Effect?473 cited
  • 2019Pricing Uncertainty Induced by Climate Change467 cited
  • 2009Labor supply effects of the recent social security benefit cuts: Empirical estimates using cohort discontinuities449 cited
  • 2009PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES426 cited
  • 2006Robust control and model misspecification389 cited
  • 2008Oligarchic Versus Democratic Societies376 cited
  • 2010Ambiguity in Asset Markets: Theory and Experiment369 cited
  • 2009THE AMBIGUITY AVERSION LITERATURE: A CRITICAL ASSESSMENT271 cited
  • 2007Beliefs, Doubts and Learning: Valuing Macroeconomic Risk263 cited

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  • 2011Uncertainty averse preferences262 cited
  • 2016Ambiguity and the Bayesian Paradigm249 cited
  • 2014Ambiguity and Ambiguity Aversion232 cited
  • 2018Risk Preferences and the Macroeconomic Announcement Premium228 cited
  • 2010Fragile beliefs and the price of uncertainty221 cited
  • 2011Dynamic choice under ambiguity195 cited
  • 2009Heterogeneity in Intra-Monthly Consumption Patterns, Self-Control, and Savings at Retirement193 cited