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Bayesian Updating for General Maxmin Expected Utility Preferences
12 references·10 citing·39 second hop
Bayesian Updating for General Maxmin Expected Utility Preferences (2001)Bayesian Updating for General Maxmin Expe…Maxmin expected utility with non-unique prior (2010)Maxmin expected utility with …Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Recursive multiple-priors (2003)Recursive multiple-priorsA Subjective Spin on Roulette Wheels (2003)A Subjective Spin on Roulette…Revisiting Savage in a conditional world (2002)Revisiting Savage in a condit…Subjective Probabilities on Subjectively Unambiguous Events (2001)Subjective Probabilities on S…Stochastically independent randomization and uncertainty aversion (2001)Stochastically independent ra…Maxmin Expected Utility over Savage Acts with a Set of Priors (2000)Maxmin Expected Utility over …An experimental study of updating ambiguous beliefs (2000)An experimental study of upda…Updating Ambiguous Beliefs (1993)Updating Ambiguous BeliefsMultistage Games with Communication (1986)Multistage Games with Communi…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Dynamic consistency, valuable information and subjective beliefs (2021)Dynamic consistency, valuable…Dynamic Consistency and Subjective Beliefs (2016)Dynamic Consistency and Subje…FOOD SCARES IN AN UNCERTAIN WORLD (2013)FOOD SCARES IN AN UNCERTAIN W…Dynamically consistent updating of multiple prior beliefs – An algorithmic approach (2011)Dynamically consistent updati…Smoothing preference kinks with information (2009)Smoothing preference kinks wi…Half empty, half full and why we can agree to disagree forever (2009)Half empty, half full and why…A Parsimonious Choquet Model of Subjective Life Expectancy (2009)A Parsimonious Choquet Model …Revealed Ambiguity and Its Consequences: Updating (2008)Revealed Ambiguity and Its Co…A Parsimonious Choquet Model of Subjective Life Expectancy (2008)A Parsimonious Choquet Model …A Behavioral Characterization of Plausible Priors (2006)A Behavioral Characterization…Maxmin expected utility with non-unique prior (1989)Robust Control and Model Uncertainty (2001)Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Personality Psychology and Economics (2011)Subjectivity and correlation in randomized strategies (1974)Reexamination of the perfectness concept for equilibrium points in extensive games (1975)Incentive Compatibility and the Bargaining Problem (1979)Self-Confirming Equilibrium (1993)Money Is Memory (1998)Information Design: A Unified Perspective (2019)Risk, Uncertainty and Profit (1921)A theory of subjective compound lotteries (2008)Ambiguity and Ambiguity Aversion (2014)Is economic uncertainty priced in the cross-section of stock returns? (2017)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)Psychology and Economics (1997)Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Updating Preferences with Multiple Priors (2006)RISK MEASURES: RATIONALITY AND DIVERSIFICATION (2010)Modeling the Change of Paradigm: Non-Bayesian Reactions to Unexpected News (2012)Subjective Probability and Expected Utility without Additivity (1989)Optimal investment strategies and risk measures in defined contribution pension schemes (2002)Uncertainty and Risk in Financial Markets (2004)Vector Expected Utility and Attitudes Toward Variation (2009)Robust Portfolio Rules and Asset Pricing (2004)The Economics and Psychology of Personality Traits (2008)The economics and psychology of personality traits (2008)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)Conditional preferences and updating (2003)Optimal Auctions with Ambiguity (2006)Expected Uncertain Utility Theory (2014)Robust Permanent Income and Pricing (1999)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)Frameworks and Results in Distributionally Robust Optimization (2022)
this work references cited by second hop

References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 2003Recursive multiple-priors868 cited
  • 1986Multistage Games with Communication588 cited
  • 2010Maxmin expected utility with non-unique prior484 cited
  • 1993Updating Ambiguous Beliefs419 cited
  • 2001Subjective Probabilities on Subjectively Unambiguous Events236 cited
  • 2003A Subjective Spin on Roulette Wheels179 cited
  • 2002Revisiting Savage in a conditional world166 cited
  • 2000Maxmin Expected Utility over Savage Acts with a Set of Priors123 cited
  • 2001Stochastically independent randomization and uncertainty aversion39 cited
  • 2000An experimental study of updating ambiguous beliefs38 cited

Cited by

  • 2008Revealed Ambiguity and Its Consequences: Updating22 cited
  • 2009Half empty, half full and why we can agree to disagree forever14 cited
  • 2013FOOD SCARES IN AN UNCERTAIN WORLD11 cited
  • 2021Dynamic consistency, valuable information and subjective beliefs

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7 cited
  • 2006A Behavioral Characterization of Plausible Priors6 cited
  • 2009Smoothing preference kinks with information5 cited
  • 2011Dynamically consistent updating of multiple prior beliefs – An algorithmic approach5 cited
  • 2008A Parsimonious Choquet Model of Subjective Life Expectancy3 cited
  • 2009A Parsimonious Choquet Model of Subjective Life Expectancy2 cited
  • 2016Dynamic Consistency and Subjective Beliefs2 cited