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On Ambiguity-Lovers in Finance Models
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On Ambiguity-Lovers in Finance Models (2019)On Ambiguity-Lovers in Finance ModelsTime varying risk aversion (2018)Time varying risk aversionHousehold Finance: An Emerging Field (2013)Household Finance: An Emergin…Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated (2007)Portfolio Choice over the Lif…Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing (2006)Individual Preferences, Monet…Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…Optimal life cycle asset allocation : understanding the empirical evidence (2005)Optimal life cycle asset allo…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Social Interaction and Stock‐Market Participation (2004)Social Interaction and Stock‐…Differentiating ambiguity and ambiguity attitude (2004)Differentiating ambiguity and…Limited Asset Market Participation and the Elasticity of Intertemporal Substitution (2002)Limited Asset Market Particip…Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices (2002)Catching Up with the Joneses:…An Equilibrium Model with Restricted Stock Market Participation (1998)An Equilibrium Model with Res…Ambiguity Aversion and Comparative Ignorance (1995)Ambiguity Aversion and Compar…Preference and belief: Ambiguity and competence in choice under uncertainty (1991)Preference and belief: Ambigu…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …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)Subjective probability and expected utility without additivity (2004)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)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)Optimum consumption and portfolio rules in a continuous-time model (1971)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)A theory of anticipated utility (1982)"Coherent Arbitrariness": Stable Demand Curves Without Stable Preferences (2003)Experimental methods: Between-subject and within-subject design (2011)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)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Intermediary Asset Pricing (2013)Monetary Policy According to HANK (2018)Making democracy work: civic traditions in modern Italy (1993)Bowling Alone: America's Declining Social Capital (1995)The Role of Social Capital in Financial Development (2004)Financial Literacy and Stock Market Participation (2007)The price of sin: The effects of social norms on markets (2009)Saving and Liquidity Constraints (1991)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Consumption Over the Life Cycle (2002)Owner-Occupied Housing and the Composition of the Household Portfolio (2002)Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints (2004)Optimal Financial Knowledge and Wealth Inequality (2017)
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References

  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 2004Social Interaction and Stock‐Market Participation1,826 cited
  • 1991Preference and belief: Ambiguity and competence in choice under uncertainty1,705 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 1995Ambiguity Aversion and Comparative Ignorance1,055 cited
  • 2002Limited Asset Market Participation and the Elasticity of Intertemporal Substitution1,011 cited
  • 2004Differentiating ambiguity and ambiguity attitude915 cited
  • 2005Optimal life cycle asset allocation : understanding the empirical evidence773 cited
  • 2018Time varying risk aversion691 cited
  • 2006Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing600 cited
  • 1998An Equilibrium Model with Restricted Stock Market Participation591 cited
  • 2007Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated466 cited
  • 2013Household Finance: An Emerging Field

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450 cited
  • 2002Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices437 cited
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