Pages that link to "Item:Q806817"

The following pages link to Preference and belief: ambibiguity and competence in choice under uncertainty (Q806817):

Displaying 30 items.

• The refoundation of the symmetric equilibrium in Schumpeterian growth models (Q2455692) (← links)
• Small worlds: Modeling attitudes toward sources of uncertainty (Q2475168) (← links)
• Do trade union leaders violate subjective expected utility? some insights from experimental data (Q2502398) (← links)
• An experimental test of generalized ambiguity aversion using lottery pricing tasks (Q2502410) (← links)
• The effectiveness of assigned goals in complex financial decision making and the importance of gender (Q2509073) (← links)
• Investor familiarity and home bias: Japanese evidence (Q2575423) (← links)
• Confidence biases and learning among intuitive Bayesians (Q2636401) (← links)
• Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion (Q2661552) (← links)
• Optimal reinsurance under the \(\alpha\)-maxmin mean-variance criterion (Q2665856) (← links)
• \(\alpha\)-robust portfolio optimization problem under the distribution uncertainty (Q2691274) (← links)
• Advances in Prospect Theory: Cumulative Representation of Uncertainty (Q2971688) (← links)
• An Overview of Applications of Proper Scoring Rules (Q3121151) (← links)
• SHACKLE AND MODERN DECISION THEORY (Q3618496) (← links)
• Decision-making in incomplete markets with ambiguity—a case study of a gas field acquisition (Q4555179) (← links)
• Fundamental Principles of Modeling in Macroeconomics (Q4606774) (← links)
• DISPLAYING UNCERTAIN INFORMATION ABOUT PROBABILITY: EXPERIMENTAL EVIDENCE (Q4899982) (← links)
• Measuring Beliefs Under Ambiguity (Q4994177) (← links)
• ROBUST UTILITY MAXIMIZATION IN A MULTIVARIATE FINANCIAL MARKET WITH STOCHASTIC DRIFT (Q5010073) (← links)
• Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences (Q5085847) (← links)
• Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
• Portfolio selection with robust estimators considering behavioral biases in a causal network (Q5242358) (← links)
• Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
• Ellsberg meets Keynes at an urn (Q6088835) (← links)
• Choquet expected discounted utility (Q6107389) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)
• Testing Hurwicz expected utility (Q6536578) (← links)
• Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)
• Source dependence in effort provision (Q6616589) (← links)
• Alpha-robust mean-variance reinsurance and investment strategies with transaction costs (Q6653506) (← links)