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Testable Implications of Translation Invariance and Homotheticity: Variational, Maxmin, CARA and CRRA preferences
9 references·0 citing·39 second hop
Testable Implications of Translation Invariance and Homotheticity: Variational, Maxmin, CARA and CRRA preferences (2015)Testable Implications of Translation Inva…The explanatory and predictive power of non two-stage-probability theories of decision making under ambiguity (2014)The explanatory and predictiv…The Axiomatic Structure of Empirical Content (2014)The Axiomatic Structure of Em…Mean-dispersion preferences and constant absolute uncertainty aversion (2013)Mean-dispersion preferences a…Ambiguity in Asset Markets: Theory and Experiment (2010)Ambiguity in Asset Markets: T…Vector Expected Utility and Attitudes Toward Variation (2009)Vector Expected Utility and A…Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Estimating Risk Aversion from Arrow-Debreu Portfolio Choice (1988)Estimating Risk Aversion from…Risk, Ambiguity, and the Savage Axioms (1961)Subjective Probability and Expected Utility without Additivity (1989)Cognitive skills affect economic preferences, strategic behavior, and job attachment (2009)Theory of Decision under Uncertainty (2009)Theory and Applications of Robust Optimization (2010)Risk, Uncertainty and Profit (1921)The Cross-Section of Expected Stock Returns (1992)Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification (2011)Innovative Originality, Profitability, and Stock Returns (2017)Climate finance and disclosure for institutional investors: why transparency is not enough (2019)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)A Smooth Model of Decision Making under Ambiguity (2005)Judgment under Uncertainty: Heuristics and Biases (1974)Testing Ambiguity Models through the Measurement of Probabilities for Gains and Losses (2015)Measuring Ambiguity Attitudes for All (Natural) Events (2018)A theoretical foundation of ambiguity measurement (2020)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)Doing It Now or Later (1999)The Logic of Scientific Discovery (2013)On the Consistency of Choice (2017)American Economic Review (2019)Revealed preference and identification (2019)Aggregate Bound Choices about Random and Nonrandom Goods Studied via a Nonlinear Analysis (2023)Coherent Measures of Risk (1999)Purely subjective Maxmin Expected Utility (2014)Testing constant absolute and relative ambiguity aversion (2019)Experimental elicitation of ambiguity attitude using the random incentive system (2022)Risk Aversion and Incentive Effects (2002)The strength of sensitivity to ambiguity (2018)Discriminating Between Models of Ambiguity Attitude: a Qualitative Test (2019)Testing theories of financial decision making (2016)New Developments in Revealed Preference Theory: Decisions Under Risk, Uncertainty, and Intertemporal Choice (2020)Revealed Preferences over Risk and Uncertainty (2020)
this work references cited by second hop

References

  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 2010Ambiguity in Asset Markets: Theory and Experiment369 cited
  • 2009Vector Expected Utility and Attitudes Toward Variation161 cited
  • 2013Mean-dispersion preferences and constant absolute uncertainty aversion59 cited
  • 2014The explanatory and predictive power of non two-stage-probability theories of decision making under ambiguity41 cited
  • 2014The Axiomatic Structure of Empirical Content37 cited
  • 1988Estimating Risk Aversion from Arrow-Debreu Portfolio Choice27 cited

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