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Recursive non-expected utility: Connecting ambiguity attitudes to risk preferences and the level of ambiguity
16 references·3 citing·29 second hop
Recursive non-expected utility: Connecting ambiguity attitudes to risk preferences and the level of ambiguity (2019)Recursive non-expected utility: Connectin…Ellsberg Revisited: An Experimental Study (2007)Ellsberg Revisited: An Experi…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…Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions (2003)Perspectives on Behavioral Fi…Ambiguity Made Precise: A Comparative Foundation (2002)Ambiguity Made Precise: A Com…A Definition of Uncertainty Aversion (1999)A Definition of Uncertainty A…7. Auctions: A Survey of Experimental Research (1995)7. Auctions: A Survey of Expe…Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio (1992)Uncertainty Aversion, Risk Av…A More Robust Definition of Subjective Probability (1992)A More Robust Definition of S…A Theory of Disappointment Aversion (1991)A Theory of Disappointment Av…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …A theory of anticipated utility (1982)A theory of anticipated utili…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine (1953)Le Comportement de l'Homme Ra…Source Recursive Expected Utility on Rich Mixture Sets (2022)Source Recursive Expected Uti…Expected loss utility for natural hazards and its application in pricing property insurance products (2021)Expected loss utility for nat…Social and strategic ambiguity versus betrayal aversion (2020)Social and strategic ambiguit…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)Disappointment in Decision Making Under Uncertainty (1985)Prospect theory: An analysis of decision under risk (1988)The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)Prospect Theory: An Analysis of Decision under Risk (1979)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Individual differences in reasoning: Implications for the rationality debate? (2000)Theory of games and economic behavior (2019)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)COUNTERSPECULATION, AUCTIONS, AND COMPETITIVE SEALED TENDERS (1961)Optimal Auction Design (1981)Advances in prospect theory: Cumulative representation of uncertainty (1992)Auctions on the Internet: What’s Being Auctioned, and How? (2000)Measuring Consumers' Willingness to Pay at the Point of Purchase (2002)The Economist as Engineer: Game Theory, Experimentation, and Computation as Tools for Design Economics (2002)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)The Framing of Decisions and the Psychology of Choice (1981)Psychology and Economics (1997)
this work references cited by second hop

References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine4,117 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1982A theory of anticipated utility3,136 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
  • 1991A Theory of Disappointment Aversion1,343 cited
  • 19957. Auctions: A Survey of Experimental Research833 cited
  • 1992Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio776 cited
  • 2003Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions627 cited
  • 2007Ellsberg Revisited: An Experimental Study614 cited
  • 1992A More Robust Definition of Subjective Probability585 cited
  • 1999A Definition of Uncertainty Aversion498 cited

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  • 2002Ambiguity Made Precise: A Comparative Foundation483 cited
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    • 2020Social and strategic ambiguity versus betrayal aversion34 cited
    • 2021Expected loss utility for natural hazards and its application in pricing property insurance products2 cited
    • 2022Source Recursive Expected Utility on Rich Mixture Sets1 cited