Pages that link to "Item:Q1122462"

The following pages link to Maxmin expected utility with non-unique prior (Q1122462):

Displaying 50 items.

• Information within coalitions: risk and ambiguity (Q2175958) (← links)
• Dynamic consistency and ambiguity: a reappraisal (Q2178021) (← links)
• Robust portfolio decision analysis: an application to the energy research and development portfolio problem (Q2178144) (← links)
• Cooperative game with nondeterministic returns (Q2178593) (← links)
• Evolution of cooperation with peer punishment under prospect theory (Q2183979) (← links)
• A note on pivotality (Q2184006) (← links)
• Individual antecedents of real options appraisal: the role of national culture and ambiguity (Q2189896) (← links)
• Decision making under uncertainty: the relation between economic preferences and psychological personality traits (Q2193072) (← links)
• A bi-preference interplay between transitivity and completeness: reformulating and extending Schmeidler's theorem (Q2197095) (← links)
• Randomization under ambiguity: efficiency and incentive compatibility (Q2201693) (← links)
• On recursive utilities with non-affine aggregator and conditional certainty equivalent (Q2205997) (← links)
• Social preference under twofold uncertainty (Q2206001) (← links)
• Partially-honest Nash implementation: a full characterization (Q2206010) (← links)
• An interval-valued utility theory for decision making with Dempster-Shafer belief functions (Q2206441) (← links)
• Social and strategic ambiguity versus betrayal aversion (Q2206814) (← links)
• Minimax regret and failure to converge to efficiency in large markets (Q2212758) (← links)
• Robust best choice problem (Q2216194) (← links)
• (Not) delegating decisions to experts: the effect of uncertainty (Q2220929) (← links)
• Comparative ignorance hypothesis and business training (Q2226865) (← links)
• An integrated data envelopment analysis and simulation method for group consensus ranking (Q2228719) (← links)
• Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach (Q2231329) (← links)
• Smooth aggregation of Bayesian experts (Q2231388) (← links)
• Aggregation of opinions and risk measures (Q2231390) (← links)
• Sequential auctions with ambiguity (Q2231409) (← links)
• Mixed strategies and preference for randomization in games with ambiguity averse agents (Q2231413) (← links)
• The annuity puzzle and consumption hump under ambiguous life expectancy (Q2234752) (← links)
• A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
• Statistical robustness in utility preference robust optimization models (Q2235161) (← links)
• Scenario-based risk evaluation (Q2238773) (← links)
• A survey of decision making and optimization under uncertainty (Q2241216) (← links)
• A simple non-parametric method for eliciting prospect theory's value function and measuring loss aversion under risk and ambiguity (Q2243543) (← links)
• Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
• Optimal capital structure, ambiguity aversion, and leverage puzzles (Q2246631) (← links)
• Emissions trading with rolling horizons (Q2246656) (← links)
• Some classes of preference choice rules for decision-making problems (Q2247822) (← links)
• Imperfect recall and time inconsistencies: an experimental test of the absentminded driver ``paradox'' (Q2248907) (← links)
• The dual theory of the smooth ambiguity model (Q2249574) (← links)
• Robust ordinal regression in preference learning and ranking (Q2251445) (← links)
• Survival with ambiguity (Q2254035) (← links)
• Choice theory when agents can randomize (Q2254037) (← links)
• Superreplication under model uncertainty in discrete time (Q2255006) (← links)
• Decision making with imprecise probabilities and utilities by means of statistical preference and stochastic dominance (Q2256189) (← links)
• Decision making in phantom spaces (Q2256862) (← links)
• General equilibrium, preferences and financial institutions after the crisis (Q2256987) (← links)
• Optimal reinsurance under risk and uncertainty (Q2260946) (← links)
• Parameterization of the lottery model of nonparametric decision-making situation (Q2263258) (← links)
• Random sets lotteries and decision theory (Q2263965) (← links)
• Coherent choice functions under uncertainty (Q2268778) (← links)
• Reconciling support theory and the book-making principle (Q2269601) (← links)
• Portfolio inertia and epsilon-contaminations (Q2270213) (← links)