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Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data
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References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1989Maxmin expected utility with non-unique prior4,063 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
  • 1967The Construction of Utility Functions from Expenditure Data1,128 cited
  • 2012Ambiguity, Learning, and Asset Returns405 cited
  • 2006Uncertainty Aversion with Second-Order Utilities and Probabilities290 cited
  • 2011Axiomatic Foundations of Multiplier Preferences266 cited
  • 2011Uncertainty averse preferences262 cited
  • 2016Ambiguity and the Bayesian Paradigm249 cited
  • 2009Ambiguity and Second-Order Belief245 cited
  • 2011Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion237 cited
  • 2008A theory of subjective compound lotteries216 cited
  • 1996Mixed Risk Aversion204 cited
  • 2013Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis170 cited

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