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Allais, Ellsberg, and Preferences for Hedging · Study

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PreprintAllais, Ellsberg, and Preferences for Hedging

Mark R. W. Dean2012

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Preprintgreen2012

Allais, Ellsberg, and Preferences for Hedging

Mark R. W. Dean · Pietro Ortoleva

5 citations·0/0 files stored·SSRN Electronic Journal

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Decision-Making and Behavioral Economics Experimental Behavioral Economics Studies Risk and Portfolio Optimization

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References

1992Advances in prospect theory: Cumulative representation of uncertainty 1989Maxmin expected utility with non-unique prior 1982A theory of anticipated utility 2004Subjective probability and expected utility without additivity 1987The Dual Theory of Choice under Risk 1989Subjective Probability and Expected Utility without Additivity 2000Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk 2005A Smooth Model of Decision Making under Ambiguity

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2015Stochastic Order-Monotone Uncertainty-Averse Preferences 2014A Dual Approach to Ambiguity Aversion 2011Optimism and Pessimism with Expected Utility

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2017Allais, Ellsberg, and preferences for hedgingarticle · 34 shared references 2011Objective Lotteries as Ambiguous Objects: Allais, Ellsberg, and Hedgingarticle · 31 shared references 2014Ambiguity and Nonexpected Utilitychapter · 23 shared references 2012Expected Utility with Uncertain Probabilities Theoryarticle · 17 shared references 2014Ambiguity and Ambiguity Aversionchapter · 16 shared references 2016Ambiguity and the Bayesian Paradigmchapter · 15 shared references

Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations5

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.2139/ssrn.2026630

openalex_workW1535525824

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