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Making Decisions under Model Misspecification
16 references·5 citing·36 second hop
Making Decisions under Model MisspecificationMaking Decisions under Model Misspecifica…Berk-Nash Equilibrium: A Framework for Modeling Agents With Misspecified Models (2016)Berk-Nash Equilibrium: A Fram…Uncertainty averse preferences (2011)Uncertainty averse preferencesAxiomatic Foundations of Multiplier Preferences (2011)Axiomatic Foundations of Mult…Objective and Subjective Rationality in a Multiple Prior Model (2010)Objective and Subjective Rati…Recursive robust estimation and control without commitment (2007)Recursive robust estimation a…Attitude toward imprecise information (2007)Attitude toward imprecise inf…AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (2007)AN OLD‐NEW CONCEPT OF CONVEX …Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…Differentiating ambiguity and ambiguity attitude (2004)Differentiating ambiguity and…Ambiguity Made Precise: A Comparative Foundation (2002)Ambiguity Made Precise: A Com…Robust Control and Model Uncertainty (2001)Robust Control and Model Unce…Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Science and Statistics (1976)Science and StatisticsTheory of Games and Statistical Decisions (1955)Theory of Games and Statistic…An Axiomatic Approach to Measurable Utility (1953)An Axiomatic Approach to Meas…Three Layers of Uncertainty (2023)Three Layers of UncertaintyModelplasticity and abductive decision making (2023)Modelplasticity and abductive…Dynamic Concern for Misspecification (2023)Dynamic Concern for Misspecif…A theory-based decision model (2022)A theory-based decision modelCentral banking challenges posed by uncertain climate change and natural disasters (2021)Central banking challenges po…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)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)PORTFOLIO SELECTION* (1952)Coherent Measures of Risk (1999)Coherent Approaches to Risk in Optimization Under Uncertainty (2007)Entropic Value-at-Risk: A New Coherent Risk Measure (2011)Generalized quantiles as risk measures (2013)Theory of games and economic behavior (2019)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Implications of rational inattention (2003)Robust Dynamic Programming (2005)Information Immobility and the Home Bias Puzzle (2009)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)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)A Smooth Model of Decision Making Under Ambiguity (2003)Choice under uncertainty with the best and worst in mind: Neo-additive capacities (2007)A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox (1983)Theory of Financial Decision Making. (1988)Applications of structural equation modeling (SEM) in ecological studies: an updated review (2016)The preregistration revolution (2018)Bandit Algorithms (2020)Advances in prospect theory: Cumulative representation of uncertainty (1992)AGGREGATING STRATEGIES (1990)Trust, Inequality and Ethnic Heterogeneity (2006)Bayesian Persuasion and Information Design (2019)
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References

  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1976Science and Statistics2,544 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 2001Robust Control and Model Uncertainty1,349 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 2004Differentiating ambiguity and ambiguity attitude915 cited
  • 1953An Axiomatic Approach to Measurable Utility704 cited
  • 1955Theory of Games and Statistical Decisions507 cited
  • 2002Ambiguity Made Precise: A Comparative Foundation483 cited
  • 2007AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT351 cited
  • 2011Axiomatic Foundations of Multiplier Preferences266 cited
  • 2011Uncertainty averse preferences262 cited
  • 2010Objective and Subjective Rationality in a Multiple Prior Model243 cited
  • 2007Attitude toward imprecise information238 cited
  • 2007Recursive robust estimation and control without commitment211 cited
  • 2016Berk-Nash Equilibrium: A Framework for Modeling Agents With Misspecified Models

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207 cited

Cited by

  • 2021Central banking challenges posed by uncertain climate change and natural disasters119 cited
  • 2023Three Layers of Uncertainty15 cited
  • 2023Dynamic Concern for Misspecification13 cited
  • 2022A theory-based decision model5 cited
  • 2023Modelplasticity and abductive decision making3 cited