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Econometric applications of maxmin expected utility
5 references·16 citing·43 second hop
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this work references cited by second hop

References

  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2000Investing for the Long Run when Returns Are Predictable1,372 cited
  • 1955Theory of Games and Statistical Decisions.1,032 cited
  • 1952Rational Decisions975 cited
  • 1955Theory of Games and Statistical Decisions507 cited

Cited by

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  • 2005A Shrinkage Approach to Model Uncertainty and Asset Allocation121 cited
  • 2005Robust estimation and control under commitment120 cited
  • 2014Uncertainty Outside and Inside Economic Models64 cited
  • 2016Ambiguity Aversion and Model Misspecification: An Economic Perspective62 cited
  • 2002Robustness and Uncertainty Aversion62 cited
  • 2010Asset Allocation33 cited
  • 2007General uncertainty in portfolio selection: A case-based decision approach31 cited
  • 2011Probability models and robust policy rules25 cited
  • 2023Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics17 cited
  • 2004On the relation between robust and Bayesian decision making

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17 cited
  • 2008Generalizations of SEU: a geometric tour of some non-standard models13 cited
  • 2020Robust Decision Theory and Econometrics12 cited
  • 2010Decision Theory in Econometrics12 cited
  • 2003On the Relation between Robust and Bayesian Decision Making9 cited
  • 2020On the falsifiability and learnability of decision theories8 cited