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Mean-dispersion preferences and constant absolute uncertainty aversion
16 references·16 citing·32 second hopsampled
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References

  • 1999Coherent Measures of Risk8,849 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
  • 2001Robust Control and Model Uncertainty1,349 cited
  • 1988Axioms of Cooperative Decision Making1,279 cited
  • 2002Stochastic Finance: An Introduction in Discrete Time1,190 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 1997Solutions manual for Microeconomic theory : Mas-Colell, Whinston and Green966 cited
  • 2004Differentiating ambiguity and ambiguity attitude915 cited
  • 2000Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk770 cited
  • 1953An Axiomatic Approach to Measurable Utility704 cited
  • 1986Maxmin Expected Utility with a Non-Unique Prior668 cited
  • 2005Generalized deviations in risk analysis572 cited
  • 2002Ambiguity Made Precise: A Comparative Foundation

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Cited by

  • 2014Purely subjective Maxmin Expected Utility45 cited
  • 2022Experimental elicitation of ambiguity attitude using the random incentive system44 cited
  • 2019Testing constant absolute and relative ambiguity aversion42 cited
  • 2016Prudence with Respect to Ambiguity31 cited
  • 2022Dual‐Self Representations of Ambiguity Preferences29 cited
  • 2021Foundations of ambiguity models under symmetry: α-MEU and smooth ambiguity26 cited
  • 2021Belief hedges: Measuring ambiguity for all events and all models24 cited
  • 2018Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications19 cited
  • 2019Ambiguity aversion and wealth effects18 cited
  • 2020Characterizing ambiguity attitudes using model uncertainty16 cited
  • 2013A two-parameter model of dispersion aversion16 cited
  • 2023Strength of preference over complementary pairs axiomatizes alpha-MEU preferences15 cited
  • 2018Preferences with changing ambiguity aversion15 cited
  • 2020The effects of ambiguity on entrepreneurship14 cited
  • 2014Ambiguity and Nonexpected Utility13 cited
  • 2018An Experimental Test of the Anscombe–Aumann Monotonicity Axiom12 cited