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Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure
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Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure (2020)Preferences over rich sets of random vari…Stochastic Finance (2016)Stochastic FinanceProspect Theory: For Risk and Ambiguity (2010)Prospect Theory: For Risk and…Prospect Theory (2010)Prospect TheoryAmbiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Convex measures of risk and trading constraints (2002)Convex measures of risk and t…Coherent Risk Measures on General Probability Spaces (2002)Coherent Risk Measures on Gen…Infinite Dimensional Analysis (1999)Infinite Dimensional AnalysisCoherent Measures of Risk (1999)Coherent Measures of RiskSubjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Risk aversion in the theory of expected utility with rank dependent probabilities (1987)Risk aversion in the theory o…Expected utility with purely subjective non-additive probabilities (1987)Expected utility with purely …Utility Theory for Decision Making (1971)Utility Theory for Decision M…UTILITY THEORY FOR DECISION MAKING (1970)UTILITY THEORY FOR DECISION M…A Note on the Pure Theory of Consumer's Behaviour (1938)A Note on the Pure Theory of …Risk, Ambiguity, and the Savage Axioms (1961)Cognitive skills affect economic preferences, strategic behavior, and job attachment (2009)Theory of Decision under Uncertainty (2009)Theory and Applications of Robust Optimization (2010)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)The Framing of Decisions and the Psychology of Choice (1981)Time Discounting and Time Preference: A Critical Review (2002)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Putting order in risk measures (2002)Distributionally Robust Optimization and Its Tractable Approximations (2010)Distributionally Robust Convex Optimization (2014)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)Giving According to GARP: An Experimental Test of the Consistency of Preferences for Altruism (2002)Valuing Freedoms (2002)An Engine, Not a Camera (2006)On Economic Inequality (1973)The structure of random utility models (1977)The Framing of Decisions and the Psychology of Choice (1985)Sovereign default and debt renegotiation (2009)Homo Moralis--Preference Evolution Under Incomplete Information and Assortative Matching (2013)Quantifying Distributional Model Risk via Optimal Transport (2019)
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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
  • 1971Utility Theory for Decision Making2,460 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 1938A Note on the Pure Theory of Consumer's Behaviour2,293 cited
  • 1970UTILITY THEORY FOR DECISION MAKING1,614 cited
  • 2002Convex measures of risk and trading constraints1,452 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 1999Infinite Dimensional Analysis1,120 cited
  • 2010Prospect Theory851 cited
  • 2010Prospect Theory: For Risk and Ambiguity838 cited
  • 1987Expected utility with purely subjective non-additive probabilities818 cited
  • 2002Coherent Risk Measures on General Probability Spaces753 cited
  • 1987Risk aversion in the theory of expected utility with rank dependent probabilities430 cited
  • 2016Stochastic Finance395 cited

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