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Allais, Ellsberg, and Preferences for Hedging
16 references·3 citing·30 second hop
Allais, Ellsberg, and Preferences for Hedging (2012)Allais, Ellsberg, and Preferences for Hed…Ellsberg Revisited: An Experimental Study (2007)Ellsberg Revisited: An Experi…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…A Smooth Model of Decision Making Under Ambiguity (2003)A Smooth Model of Decision Ma…Ambiguity Made Precise: A Comparative Foundation (2002)Ambiguity Made Precise: A Com…Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk (2000)Developments in Non-Expected …A Definition of Uncertainty Aversion (1999)A Definition of Uncertainty A…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …A Theory of Disappointment Aversion (1991)A Theory of Disappointment Av…Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach (1987)The Ellsberg Paradox and Risk…The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox (1983)A Generalization of the Quasi…A theory of anticipated utility (1982)A theory of anticipated utili…Stochastic Order-Monotone Uncertainty-Averse Preferences (2015)Stochastic Order-Monotone Unc…A Dual Approach to Ambiguity Aversion (2014)A Dual Approach to Ambiguity …Optimism and Pessimism with Expected Utility (2011)Optimism and Pessimism with E…Risk, Ambiguity, and the Savage Axioms (1961)Cognitive skills affect economic preferences, strategic behavior, and job attachment (2009)Theory of Decision under Uncertainty (2009)Theory and Applications of Robust Optimization (2010)Disappointment in Decision Making Under Uncertainty (1985)Prospect theory: An analysis of decision under risk (1988)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Theory of games and economic behavior (2019)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)The Framing of Decisions and the Psychology of Choice (1981)Risk as feelings. (2001)Time Discounting and Time Preference: A Critical Review (2002)The Adaptive Markets Hypothesis (2004)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Psychology and Economics (1997)
this work references cited by second hop

References

  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1982A theory of anticipated utility3,136 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 2000Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk1,902 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1991A Theory of Disappointment Aversion1,343 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 1983A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox630 cited
  • 2007Ellsberg Revisited: An Experimental Study614 cited
  • 1999A Definition of Uncertainty Aversion498 cited
  • 2002Ambiguity Made Precise: A Comparative Foundation483 cited
  • 1987The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach

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435 cited
  • 2003A Smooth Model of Decision Making Under Ambiguity434 cited
  • Cited by

    • 2015Stochastic Order-Monotone Uncertainty-Averse Preferences5 cited
    • 2014A Dual Approach to Ambiguity Aversion4 cited
    • 2011Optimism and Pessimism with Expected Utility2 cited