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Updating Preferences with Multiple Priors
16 references·16 citing·26 second hopsampled
Updating Preferences with Multiple Priors (2006)Updating Preferences with Multiple PriorsMaxmin expected utility with non-unique prior (2010)Maxmin expected utility with …A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Differentiating ambiguity and ambiguity attitude (2004)Differentiating ambiguity and…Recursive multiple-priors (2003)Recursive multiple-priorsAmbiguity Made Precise: A Comparative Foundation (2002)Ambiguity Made Precise: A Com…Robust Control and Model Uncertainty (2001)Robust Control and Model Unce…Infinite Dimensional Analysis (1999)Infinite Dimensional AnalysisA Definition of Uncertainty Aversion (1999)A Definition of Uncertainty A…A More Robust Definition of Subjective Probability (1992)A More Robust Definition of S…Rationality and Dynamic Choice (1990)Rationality and Dynamic ChoiceSubjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Dynamic Consistency and Non-expected Utility Models of Choice under Uncertainty (1989)Dynamic Consistency and Non-e…Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Temporal Resolution of Uncert…Myopia and Inconsistency in Dynamic Utility Maximization (1973)Myopia and Inconsistency in D…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Incomplete Information Games with Ambiguity Averse Players (2020)Incomplete Information Games …Uncertainty, Information Acquisition, and Price Swings in Asset Markets (2015)Uncertainty, Information Acqu…History-dependent risk attitude (2015)History-dependent risk attitu…Mechanism Design With Ambiguous Communication Devices (2014)Mechanism Design With Ambiguo…Imperfect memory and choice under risk (2014)Imperfect memory and choice u…Polarization and Ambiguity (2013)Polarization and AmbiguityModeling the Change of Paradigm: Non-Bayesian Reactions to Unexpected News (2012)Modeling the Change of Paradi…A dynamic Ellsberg urn experiment (2012)A dynamic Ellsberg urn experi…Investment under ambiguity with the best and worst in mind (2011)Investment under ambiguity wi…Intertemporal substitution and recursive smooth ambiguity preferences (2011)Intertemporal substitution an…Generating Ambiguity in the Laboratory (2011)Generating Ambiguity in the L…Amplification Mechanisms in Liquidity Crises (2010)Amplification Mechanisms in L…Updating Ambiguity Averse Preferences (2009)Updating Ambiguity Averse Pre…TWO OUT OF THREE AIN'T BAD: A COMMENT ON “THE AMBIGUITY AVERSION LITERATURE: A CRITICAL ASSESSMENT” (2009)TWO OUT OF THREE AIN'T BAD: A…A dynamic mechanism and surplus extraction under ambiguity (2009)A dynamic mechanism and surpl…Updating Choquet beliefs (2007)Updating Choquet beliefsSubjective 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)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)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)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Personality Psychology and Economics (2011)Golden Eggs and Hyperbolic Discounting (1997)Time Discounting and Time Preference: A Critical Review (2002)Expected Stock Returns and Variance Risk Premia (2009)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

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1973Myopia and Inconsistency in Dynamic Utility Maximization2,743 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited
  • 2001Robust Control and Model Uncertainty1,349 cited
  • 1999Infinite Dimensional Analysis1,120 cited
  • 2004Differentiating ambiguity and ambiguity attitude915 cited
  • 2003Recursive multiple-priors868 cited
  • 1989Dynamic Consistency and Non-expected Utility Models of Choice under Uncertainty782 cited
  • 1992A More Robust Definition of Subjective Probability585 cited
  • 1999A Definition of Uncertainty Aversion498 cited
  • 2010Maxmin expected utility with non-unique prior484 cited
  • 2002Ambiguity Made Precise: A Comparative Foundation483 cited
  • 1990Rationality and Dynamic Choice467 cited

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Cited by

  • 2010Amplification Mechanisms in Liquidity Crises200 cited
  • 2012Modeling the Change of Paradigm: Non-Bayesian Reactions to Unexpected News132 cited
  • 2015Uncertainty, Information Acquisition, and Price Swings in Asset Markets111 cited
  • 2014Mechanism Design With Ambiguous Communication Devices109 cited
  • 2009Updating Ambiguity Averse Preferences102 cited
  • 2011Intertemporal substitution and recursive smooth ambiguity preferences99 cited
  • 2007Updating Choquet beliefs95 cited
  • 2013Polarization and Ambiguity86 cited
  • 2012A dynamic Ellsberg urn experiment81 cited
  • 2009A dynamic mechanism and surplus extraction under ambiguity66 cited
  • 2015History-dependent risk attitude61 cited
  • 2014Imperfect memory and choice under risk48 cited
  • 2011Investment under ambiguity with the best and worst in mind48 cited
  • 2011Generating Ambiguity in the Laboratory47 cited
  • 2009TWO OUT OF THREE AIN'T BAD: A COMMENT ON “THE AMBIGUITY AVERSION LITERATURE: A CRITICAL ASSESSMENT”43 cited
  • 2020Incomplete Information Games with Ambiguity Averse Players37 cited