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Ambiguous events and maxmin expected utility
16 references·11 citing·28 second hop
Ambiguous events and maxmin expected utility (2006)Ambiguous events and maxmin expected util…Subjective probabilities on “small” domains (2006)Subjective probabilities on “…Monotone continuous multiple priors (2005)Monotone continuous multiple …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…A Smooth Model of Decision Making Under Ambiguity (2003)A Smooth Model of Decision Ma…Subjective ambiguity, expected utility and Choquet expected utility (2002)Subjective ambiguity, expecte…Subjective Probabilities on Subjectively Unambiguous Events (2001)Subjective Probabilities on S…Risk, Ambiguity, and the Separation of Utility and Beliefs (2001)Risk, Ambiguity, and the Sepa…Ambiguity in the Context of Probabilistic Beliefs (2001)Ambiguity in the Context of P…Capacities and probabilistic beliefs: a precarious coexistence (1999)Capacities and probabilistic …Infinite Dimensional Analysis (1994)Infinite Dimensional AnalysisSubjective 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 …Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Maxmin expected utility in Savage's framework (2023)Maxmin expected utility in Sa…Dynamic consistency, valuable information and subjective beliefs (2021)Dynamic consistency, valuable…Ambiguity under growing awareness (2021)Ambiguity under growing aware…Conditional expected utility (2017)Conditional expected utilityDynamic Consistency and Subjective Beliefs (2016)Dynamic Consistency and Subje…Purely subjective extended Bayesian models with Knightian unambiguity (2015)Purely subjective extended Ba…Maxmin expected utility with additivity on unambiguous events (2013)Maxmin expected utility with …Contracting under Heterogeneous Beliefs (2011)Contracting under Heterogeneo…Ambiguity Aversion and Absence of Trade (2011)Ambiguity Aversion and Absenc…Is it Possible to Define Subjective Probabilities in Purely Behavioral Terms? A Comment on Epstein-Zhang (2001) (2006)Is it Possible to Define Subj…Ambiguity, measurability and multiple priors (2005)Ambiguity, measurability and …Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)Risk, Uncertainty and Profit (1921)A theory of subjective compound lotteries (2008)Ambiguity and Ambiguity Aversion (2014)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)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)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)Objective and Subjective Rationality in a Multiple Prior Model (2010)Axiomatic Foundations of Multiplier Preferences (2011)Is economic uncertainty priced in the cross-section of stock returns? (2017)Ellsberg Revisited: An Experimental Study (2007)The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation (2011)A Revelation Principle for Competing Mechanisms (1999)Uncertainty and Risk in Financial Markets (2004)Homo Moralis--Preference Evolution Under Incomplete Information and Assortative Matching (2013)
this work references cited by second hop

References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1989Maxmin expected utility with non-unique prior4,063 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
  • 2004Differentiating ambiguity and ambiguity attitude915 cited
  • 1986Maxmin Expected Utility with a Non-Unique Prior668 cited
  • 2003A Smooth Model of Decision Making Under Ambiguity434 cited
  • 1994Infinite Dimensional Analysis332 cited
  • 2001Subjective Probabilities on Subjectively Unambiguous Events236 cited
  • 2001Risk, Ambiguity, and the Separation of Utility and Beliefs195 cited
  • 2005Monotone continuous multiple priors74 cited
  • 2002Subjective ambiguity, expected utility and Choquet expected utility71 cited
  • 1999Capacities and probabilistic beliefs: a precarious coexistence70 cited
  • 2006Subjective probabilities on “small” domains43 cited
  • 2001Ambiguity in the Context of Probabilistic Beliefs

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36 cited

Cited by

  • 2021Ambiguity under growing awareness15 cited
  • 2005Ambiguity, measurability and multiple priors12 cited
  • 2011Contracting under Heterogeneous Beliefs11 cited
  • 2006Is it Possible to Define Subjective Probabilities in Purely Behavioral Terms? A Comment on Epstein-Zhang (2001)8 cited
  • 2021Dynamic consistency, valuable information and subjective beliefs7 cited
  • 2023Maxmin expected utility in Savage's framework2 cited
  • 2017Conditional expected utility2 cited
  • 2016Dynamic Consistency and Subjective Beliefs2 cited
  • 2013Maxmin expected utility with additivity on unambiguous events1 cited
  • 2015Purely subjective extended Bayesian models with Knightian unambiguity1 cited
  • 2011Ambiguity Aversion and Absence of Trade0 cited