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When does aggregation reduce uncertainty aversion?
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When does aggregation reduce uncertainty aversion? (2009)When does aggregation reduce uncertainty …Uncertainty and the Evaluation of Public Investment Decisions (2013)Uncertainty and the Evaluatio…Uncertainty averse preferences (2011)Uncertainty averse preferencesMaxmin expected utility with non-unique prior (2010)Maxmin expected utility with …Ambiguity and Second-Order Belief (2009)Ambiguity and Second-Order Be…Continuity properties of Paretian utility (2008)Continuity properties of Pare…Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Intertemporal asset pricing under knightian uncertainty (2004)Intertemporal asset pricing u…Ambiguity Made Precise: A Comparative Foundation (2002)Ambiguity Made Precise: A Com…Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio (1992)Uncertainty Aversion, Risk Av…Equilibrium in a Reinsurance Market (1992)Equilibrium in a Reinsurance …A More Robust Definition of Subjective Probability (1992)A More Robust Definition of S…Some remarks on measures of risk aversion and on their uses (1969)Some remarks on measures of r…The Theory of Syndicates (1968)The Theory of SyndicatesTheoretical Welfare Economics (1959)Theoretical Welfare EconomicsRisk, Ambiguity, and the Savage Axioms (1961)Maxmin expected utility with non-unique prior (1989)Subjective Probability and Expected Utility without Additivity (1989)Cognitive skills affect economic preferences, strategic behavior, and job attachment (2009)Theory and Applications of Robust Optimization (2010)Risk Aversion in the Small and in the Large (1976)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Signaling in Retrospect and the Informational Structure of Markets (2002)Risk, Uncertainty and Profit (1921)The General Theory of Employment, Interest and Money. (1936)The equity premium: A puzzle (1985)Robust Permanent Income and Pricing (1999)An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks (2004)Managing the Risk of Uncertain Threshold Responses: Comparison of Robust, Optimum, and Precautionary Approaches (2007)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)Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Existence of an Equilibrium for a Competitive Economy (1954)The Design of an Optimal Insurance Policy (1992)Inf-convolution of risk measures and optimal risk transfer (2005)Insurance within the Firm (2005)Utility Theory for Decision Making (1971)A theory of anticipated utility (1982)The Dual Theory of Choice under Risk (1987)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Psychology and Economics (1997)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)The Role of Securities in the Optimal Allocation of Risk-bearing (1964)The irrelevance of inference: a decision-making approach to the stochastic evaluation of health care technologies (1999)Review of statistical methods for analysing healthcare resources and costs (2010)Determinants of Risk: Exposure and Vulnerability (2012)Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Ellsberg Revisited: An Experimental Study (2007)Theory of Decision under Uncertainty (2009)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)Frameworks and Results in Distributionally Robust Optimization (2022)
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References

  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1968The Theory of Syndicates1,178 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 2013Uncertainty and the Evaluation of Public Investment Decisions809 cited
  • 1992Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio776 cited
  • 2004Intertemporal asset pricing under knightian uncertainty597 cited
  • 1992A More Robust Definition of Subjective Probability585 cited
  • 1992Equilibrium in a Reinsurance Market562 cited
  • 2010Maxmin expected utility with non-unique prior484 cited
  • 2002Ambiguity Made Precise: A Comparative Foundation483 cited
  • 1969Some remarks on measures of risk aversion and on their uses302 cited
  • 1959Theoretical Welfare Economics294 cited
  • 2008Continuity properties of Paretian utility291 cited
  • 2011Uncertainty averse preferences262 cited
  • 2009Ambiguity and Second-Order Belief

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