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Rational Inattention with Ambiguity Aversion
16 references·3 citing·48 second hop
Rational Inattention with Ambiguity Aversion (2023)Rational Inattention with Ambiguity Avers…Rationally Inattentive Behavior: Characterizing and Generalizing Shannon Entropy (2022)Rationally Inattentive Behavi…Rational Inattention, Optimal Consideration Sets, and Stochastic Choice (2018)Rational Inattention, Optimal…Behavioral Implications of Rational Inattention with Shannon Entropy (2013)Behavioral Implications of Ra…Rational Inattention to Discrete Choices: A New Foundation for the Multinomial Logit Model (2011)Rational Inattention to Discr…Dynamic choice under ambiguity (2011)Dynamic choice under ambiguityPortfolio choice, attention allocation, and price comovement (2010)Portfolio choice, attention a…Updating Ambiguity Averse Preferences (2009)Updating Ambiguity Averse Pre…Optimal Sticky Prices under Rational Inattention (2009)Optimal Sticky Prices under R…Information Acquisition and Under-Diversification (2009)Information Acquisition and U…Updating Preferences with Multiple Priors (2006)Updating Preferences with Mul…Ambiguity Aversion, Robustness, and the Variational Representation of Preferences (2006)Ambiguity Aversion, Robustnes…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Recursive multiple-priors (2003)Recursive multiple-priorsImplications of rational inattention (2003)Implications of rational inat…A Smooth Model of Decision Making Under Ambiguity (2003)A Smooth Model of Decision Ma…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Robust inattentive discrete choice (2025)Robust inattentive discrete c…Robust Inattentive Discrete Choice (2024)Robust Inattentive Discrete C…Costly learning under ambiguity (2024)Costly learning under ambigui…Risk, Ambiguity, and the Savage Axioms (1961)Subjective Probability and Expected Utility without Additivity (1989)Trusting the Stock Market (2005)Theory and Applications of Robust Optimization (2010)Theory and Applications of Robust Optimization (2011)Some International Evidence on Output-Inflation Tradeoffs. (1973)Golden Eggs and Hyperbolic Discounting (1997)Learning and Expectations in Macroeconomics (2001)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Were There Regime Switches in U.S. Monetary Policy? (2006)In Search of Attention (2011)Robust Control and Model Uncertainty (2001)Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Subjective probability and expected utility without additivity (2004)Personality Psychology and Economics (2011)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Individual Choice Behavior: A Theoretical Analysis. (1960)Conditional logit analysis of qualitative choice behavior (1972)Revealed Preference, Rational Inattention, and Costly Information Acquisition (2015)Behavioral inattention (2018)American Economic Review (2019)Resource-rational analysis: Understanding human cognition as the optimal use of limited computational resources (2019)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Salience and Taxation: Theory and Evidence (2009)Long-Run Growth of Financial Data Technology (2020)Online and offline retailing: What we know and directions for future research (2022)Human and Machine: The Impact of Machine Input on Decision Making Under Cognitive Limitations (2023)The arbitrage theory of capital asset pricing (1976)On the Impossibility of Informationally Efficient Markets (1980)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Information Immobility and the Home Bias Puzzle (2009)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Can ChatGPT forecast stock price movements? Return predictability and large language models (2026)Staggered prices in a utility-maximizing framework (1983)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)What Can Survey Forecasts Tell Us about Information Rigidities? (2012)Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts (2015)Is the Phillips Curve Alive and Well after All? Inflation Expectations and the Missing Disinflation (2015)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)Objective and Subjective Rationality in a Multiple Prior Model (2010)Axiomatic Foundations of Multiplier Preferences (2011)Is economic uncertainty priced in the cross-section of stock returns? (2017)
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References

  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2003Implications of rational inattention3,869 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 2009Optimal Sticky Prices under Rational Inattention983 cited
  • 2003Recursive multiple-priors868 cited
  • 2011Rational Inattention to Discrete Choices: A New Foundation for the Multinomial Logit Model786 cited
  • 2009Information Acquisition and Under-Diversification679 cited
  • 2003A Smooth Model of Decision Making Under Ambiguity434 cited
  • 2018Rational Inattention, Optimal Consideration Sets, and Stochastic Choice246 cited
  • 2011Dynamic choice under ambiguity195 cited
  • 2010Portfolio choice, attention allocation, and price comovement186 cited
  • 2006Updating Preferences with Multiple Priors158 cited
  • 2022Rationally Inattentive Behavior: Characterizing and Generalizing Shannon Entropy108 cited
  • 2009Updating Ambiguity Averse Preferences102 cited
  • 2013Behavioral Implications of Rational Inattention with Shannon Entropy

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Cited by

  • 2025Robust inattentive discrete choice1 cited
  • 2024Robust Inattentive Discrete Choice0 cited
  • 2024Costly learning under ambiguity0 cited