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Uncertainty averse preferences
16 references·16 citing·33 second hopsampled
Uncertainty averse preferences (2011)Uncertainty averse preferencesAmbiguity 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…Differentiating ambiguity and ambiguity attitude (2004)Differentiating ambiguity and…Recursive multiple-priors (2003)Recursive multiple-priorsKnightian decision theory. Part I (2002)Knightian decision theory. Pa…Robust Control and Model Uncertainty (2001)Robust Control and Model Unce…Infinite Dimensional Analysis (1999)Infinite Dimensional AnalysisA Definition of Uncertainty Aversion (1999)A Definition of Uncertainty A…A More Robust Definition of Subjective Probability (1992)A More Robust Definition of S…Martingale and Duality Methods for Utility Maximization in an Incomplete Market (1991)Martingale and Duality Method…Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Maxmin Expected Utility with a Non-Unique Prior (1986)Maxmin Expected Utility with …Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…Theory of Value (1959)Theory of ValueAn Axiomatic Foundation for the Expected Shortfall (2019)An Axiomatic Foundation for t…A survey of decision making and optimization under uncertainty (2019)A survey of decision making a…Managing Catastrophic Climate Risks Under Model Uncertainty Aversion (2016)Managing Catastrophic Climate…Ambiguity and the Bayesian Paradigm (2016)Ambiguity and the Bayesian Pa…Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses (2015)Testing Ambiguity Models thro…MODEL UNCERTAINTY (2015)MODEL UNCERTAINTYAmbiguity and Ambiguity Aversion (2014)Ambiguity and Ambiguity Avers…Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis (2013)Alpha as Ambiguity: Robust Me…Risk Preferences and Their Robust Representation (2012)Risk Preferences and Their Ro…Ambiguity in asset pricing and portfolio choice: a review of the literature (2012)Ambiguity in asset pricing an…Rational preferences under ambiguity (2011)Rational preferences under am…RISK MEASURES: RATIONALITY AND DIVERSIFICATION (2010)RISK MEASURES: RATIONALITY AN…Fragile beliefs and the price of uncertainty (2010)Fragile beliefs and the price…THE AMBIGUITY AVERSION LITERATURE: A CRITICAL ASSESSMENT (2009)THE AMBIGUITY AVERSION LITERA…Doubts or variability? (2009)Doubts or variability?Beliefs, Doubts and Learning: Valuing Macroeconomic Risk (2007)Beliefs, Doubts and Learning:…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)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Implications of rational inattention (2003)Robust Dynamic Programming (2005)Information Immobility and the Home Bias Puzzle (2009)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)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 Small and in the Large (1976)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)Neural Signatures of Economic Preferences for Risk and Ambiguity (2006)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risky business: the neuroeconomics of decision making under uncertainty (2008)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and Residual Claims (1983)Well-being : the foundations of hedonic psychology (1999)Sovereign default and debt renegotiation (2009)Homo Moralis--Preference Evolution Under Incomplete Information and Assortative Matching (2013)Quantifying Distributional Model Risk via Optimal Transport (2019)
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References

  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1959Theory of Value2,538 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 2001Robust Control and Model Uncertainty1,349 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 1999Infinite Dimensional Analysis1,120 cited
  • 2004Differentiating ambiguity and ambiguity attitude915 cited
  • 2003Recursive multiple-priors868 cited
  • 1991Martingale and Duality Methods for Utility Maximization in an Incomplete Market797 cited
  • 1986Maxmin Expected Utility with a Non-Unique Prior668 cited
  • 1992A More Robust Definition of Subjective Probability585 cited
  • 2002Knightian decision theory. Part I564 cited
  • 1999A Definition of Uncertainty Aversion498 cited

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Cited by

  • 2009THE AMBIGUITY AVERSION LITERATURE: A CRITICAL ASSESSMENT271 cited
  • 2007Beliefs, Doubts and Learning: Valuing Macroeconomic Risk263 cited
  • 2016Ambiguity and the Bayesian Paradigm249 cited
  • 2014Ambiguity and Ambiguity Aversion232 cited
  • 2010Fragile beliefs and the price of uncertainty221 cited
  • 2009Doubts or variability?181 cited
  • 2013Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis170 cited
  • 2012Ambiguity in asset pricing and portfolio choice: a review of the literature149 cited
  • 2012Risk Preferences and Their Robust Representation126 cited
  • 2015MODEL UNCERTAINTY125 cited
  • 2015Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses122 cited
  • 2010RISK MEASURES: RATIONALITY AND DIVERSIFICATION120 cited
  • 2019An Axiomatic Foundation for the Expected Shortfall118 cited
  • 2011Rational preferences under ambiguity110 cited
  • 2019A survey of decision making and optimization under uncertainty106 cited
  • 2016Managing Catastrophic Climate Risks Under Model Uncertainty Aversion105 cited