SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics
16 references·3 citing·34 second hop
Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics (2023)Risk, ambiguity, and misspecification: De…Decision Making under Deep Uncertainty (2019)Decision Making under Deep Un…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-priorsRobust Control and Model Uncertainty (2001)Robust Control and Model Unce…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models (1987)The Role of Conditioning Info…Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Temporal Resolution of Uncert…UTILITY THEORY FOR DECISION MAKING (1970)UTILITY THEORY FOR DECISION M…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Games and Decisions: Introduction and Critical Survey. (1958)Games and Decisions: Introduc…An Axiomatic Approach to Measurable Utility (1953)An Axiomatic Approach to Meas…Rational Decisions (1952)Rational DecisionsTheory of Games and Economic Behavior (1945)Theory of Games and Economic …La prévision : ses lois logiques, ses sources subjectives (1937)La prévision : ses lois logiq…On statistical decision-theoretical foundations of quantum measurement with an application to asset pricing models (2026)On statistical decision-theor…Robust inattentive discrete choice (2025)Robust inattentive discrete c…Making Decisions Under Model Misspecification (2020)Making Decisions Under Model …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)Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)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)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risk Aversion in the Laboratory (2008)Learning to Be Overconfident (2001)The Adaptive Markets Hypothesis (2004)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)Expected Stock Returns and Variance Risk Premia (2009)On Economic Inequality (1973)The structure of random utility models (1977)The Framing of Decisions and the Psychology of Choice (1985)Correlated Equilibrium as an Expression of Bayesian Rationality (1987)Multiagent systems: algorithmic, game-theoretic, and logical foundations (2009)Evolutionary Game Theory (2011)
this work references cited by second hop

References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1945Theory of Games and Economic Behavior3,887 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited
  • 1937La prévision : ses lois logiques, ses sources subjectives1,649 cited
  • 1970UTILITY THEORY FOR DECISION MAKING1,614 cited
  • 2001Robust Control and Model Uncertainty1,349 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 1987The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models980 cited
  • 1952Rational Decisions975 cited
  • 2003Recursive multiple-priors868 cited
  • 1953An Axiomatic Approach to Measurable Utility704 cited
  • 2019Decision Making under Deep Uncertainty609 cited
  • 1958Games and Decisions: Introduction and Critical Survey.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

559 cited

Cited by

  • 2020Making Decisions Under Model Misspecification16 cited
  • 2026On statistical decision-theoretical foundations of quantum measurement with an application to asset pricing models1 cited
  • 2025Robust inattentive discrete choice1 cited