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Ellsberg`s 2-Color Experiment, Bid-Ask Behavior and Ambiguity
16 references·0 citing·43 second hop
Ellsberg`s 2-Color Experiment, Bid-Ask Behavior and Ambiguity (2002)Ellsberg`s 2-Color Experiment, Bid-Ask Be…Intertemporal asset pricing under knightian uncertainty (2004)Intertemporal asset pricing u…Ambiguity aversion and incompleteness of contractual form (2004)Ambiguity aversion and incomp…Ambiguity Made Precise: A Comparative Foundation (2002)Ambiguity Made Precise: A Com…Subjective Probabilities on Subjectively Unambiguous Events (2001)Subjective Probabilities on S…Representing Preferences with a Unique Subjective State Space (2001)Representing Preferences with…Payoff Kinks in Preferences Over Lotteries (2000)Payoff Kinks in Preferences O…Are Probabilities Used in Markets ? (2000)Are Probabilities Used in Mar…Subjective Probabilities on Subjectivity Unambiguous Event (1998)Subjective Probabilities on S…A Unique Subjective State Space for Unforeseen Contingencies (1997)A Unique Subjective State Spa…A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment (1993)A Unifying Approach to Axioma…Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio (1992)Uncertainty Aversion, Risk Av…A Theory of Disappointment Aversion (1991)A Theory of Disappointment Av…Under stochastic dominance Choquet-expected utility and anticipated utility are identical (1990)Under stochastic dominance Ch…First order versus second order risk aversion (1990)First order versus second ord…A theory of anticipated utility (1982)A theory of anticipated utili…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…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)Prospect Theory: An Analysis of Decision under Risk (1979)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Individual differences in reasoning: Implications for the rationality debate? (2000)Theory of games and economic behavior (2019)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)Subjective probability and expected utility without additivity (2004)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Collective Risk Management in a Flight to Quality Episode (2007)Risk Aversion in the Small and in the Large (1964)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Mental Accounting, Loss Aversion, and Individual Stock Returns (2001)Optimal Portfolio Choice under Loss Aversion (2004)WHAT MOTIVATES TAX COMPLIANCE? (2018)Vertical Integration in Competitive Markets Under Uncertainty (1979)Bounded rationality in the economics of organization: “Much cited and little used” (2003)A dynamic mechanism and surplus extraction under ambiguity (2009)The Elgar Companion to Transaction Cost Economics (2010)Maxmin expected utility with non-unique prior (1989)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 Treatise on Probability (1973)Self-Control and the Theory of Consumption (2003)Selectionism and Learning in Projects with Complexity and Unforeseeable Uncertainty (2004)DECISION THEORY UNDER AMBIGUITY (2010)The Framing of Decisions and the Psychology of Choice (1981)Advances in prospect theory: Cumulative representation of uncertainty (1992)Ambiguity, Risk, and Asset Returns in Continuous Time (2002)A Smooth Model of Decision Making Under Ambiguity (2003)Choice under uncertainty with the best and worst in mind: Neo-additive capacities (2007)
this work references cited by second hop

References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1991A Theory of Disappointment Aversion1,343 cited
  • 1992Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio776 cited
  • 2004Intertemporal asset pricing under knightian uncertainty597 cited
  • 2002Ambiguity Made Precise: A Comparative Foundation483 cited
  • 1990First order versus second order risk aversion401 cited
  • 2001Representing Preferences with a Unique Subjective State Space329 cited
  • 2001Subjective Probabilities on Subjectively Unambiguous Events236 cited
  • 2004Ambiguity aversion and incompleteness of contractual form138 cited
  • 1990Under stochastic dominance Choquet-expected utility and anticipated utility are identical94 cited
  • 1997A Unique Subjective State Space for Unforeseen Contingencies45 cited
  • 2000Are Probabilities Used in Markets ?21 cited
  • 1993A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment18 cited
  • 1998Subjective Probabilities on Subjectivity Unambiguous Event13 cited
  • 2000

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Payoff Kinks in Preferences Over Lotteries
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