Pages that link to "Item:Q1122462"

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

Displaying 50 items.

• Preference for flexibility and dynamic consistency (Q2434234) (← links)
• The fog of fraud -- mitigating fraud by strategic ambiguity (Q2436311) (← links)
• An alternative axiomatization of intertemporal utility smoothing (Q2437207) (← links)
• The effect of environmental uncertainty on the tragedy of the commons (Q2437818) (← links)
• Confidence and decision (Q2437847) (← links)
• Robust firm pricing with panel data (Q2439869) (← links)
• A two-parameter model of dispersion aversion (Q2439914) (← links)
• Ambiguous volatility, possibility and utility in continuous time (Q2441233) (← links)
• Foundations of everyday practical reasoning (Q2441474) (← links)
• Uncertainty, credal sets and second order probability (Q2441734) (← links)
• Tail distortion risk and its asymptotic analysis (Q2444711) (← links)
• Rationalizing two-tiered choice functions through conditional choice (Q2446051) (← links)
• Ambiguity and robust statistics (Q2447056) (← links)
• Familiarity breeds completeness (Q2447168) (← links)
• Mean-dispersion preferences and constant absolute uncertainty aversion (Q2447261) (← links)
• Ambiguity, data and preferences for information -- a case-based approach (Q2447263) (← links)
• Dynamically stable preferences (Q2447266) (← links)
• Decisions with conflicting and imprecise information (Q2453431) (← links)
• Optimal portfolio with vector expected utility (Q2453828) (← links)
• Hierarchies of ambiguous beliefs (Q2455662) (← links)
• Sealed bid auctions with ambiguity: theory and experiments (Q2455674) (← links)
• Irreversible investment and Knightian uncertainty (Q2455680) (← links)
• The refoundation of the symmetric equilibrium in Schumpeterian growth models (Q2455692) (← links)
• Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
• Stability of utility-maximization in incomplete markets (Q2464860) (← links)
• Robust utility maximization with limited downside risk in incomplete markets (Q2464861) (← links)
• Choice under uncertainty with the best and worst in mind: Neo-additive capacities (Q2469858) (← links)
• Mutual absolute continuity of multiple priors (Q2469869) (← links)
• Small worlds: Modeling attitudes toward sources of uncertainty (Q2475168) (← links)
• Regret aversion and opportunity dependence (Q2475179) (← links)
• Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233) (← links)
• Great expectations. I: On the customizability of generalized expected utility (Q2481259) (← links)
• Robust optimal control for a consumption-investment problem (Q2482684) (← links)
• Auction choice for ambiguity-averse sellers facing strategic uncertainty (Q2483122) (← links)
• Products of capacities on separate spaces through additive measures (Q2486055) (← links)
• Agreement and stochastic independence of belief functions (Q2490933) (← links)
• Preference aggregation under uncertainty: Savage vs. Pareto (Q2491884) (← links)
• Ambiguous chance constrained problems and robust optimization (Q2492682) (← links)
• Robust game theory (Q2492691) (← links)
• Introduction to model uncertainty and robustness (Q2496225) (← links)
• Dynamic variational preferences (Q2496226) (← links)
• Robust control and model misspecification (Q2496228) (← links)
• Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
• Agreeable bets with multiple priors (Q2496237) (← links)
• Do trade union leaders violate subjective expected utility? some insights from experimental data (Q2502398) (← links)
• When an event makes a difference (Q2502407) (← links)
• A philosophical foundation of non-additive measure and probability (Q2502415) (← links)
• Unintended hedging in ambiguity experiments (Q2512353) (← links)
• Ambiguity and perceived coordination in a global game (Q2512361) (← links)
• Robust worst-case optimal investment (Q2516638) (← links)