Pages that link to "Item:Q1122462"
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The following pages link to Maxmin expected utility with non-unique prior (Q1122462):
Displaying 50 items.
- Ambiguous implementation: the partition model (Q514494) (← links)
- Expected utility with uncertain probabilities theory (Q516062) (← links)
- Expected utility for nonstochastic risk (Q518714) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Implementation under ambiguity (Q522998) (← links)
- Mixed extensions of decision problems under uncertainty (Q523056) (← links)
- Irrationality and ambiguity in extensive games (Q523503) (← links)
- Zero-sum games with charges (Q523534) (← links)
- Throwing good money after bad (Q524893) (← links)
- Portfolio selections under mean-variance preference with multiple priors for means and variances (Q525212) (← links)
- Robust screening under ambiguity (Q526838) (← links)
- A class of incomplete and ambiguity averse preferences (Q533105) (← links)
- Justifiable preferences (Q533107) (← links)
- Electoral competition with uncertainty averse parties (Q536072) (← links)
- On robust asymmetric equilibria in asymmetric R\&D-driven growth economies (Q538275) (← links)
- Incomplete markets, ambiguity, and irreversible investment (Q543804) (← links)
- Prospect theory for continuous distributions: a preference foundation (Q544845) (← links)
- Non-additive anonymous games (Q548062) (← links)
- General equilibrium, wariness and efficient bubbles (Q548230) (← links)
- Knightian decision theory and econometric inferences (Q548257) (← links)
- Efficient allocations under ambiguity (Q548260) (← links)
- Robustness and ambiguity in continuous time (Q548261) (← links)
- Modeling nonmonotone preferences: the case of utility smoothing (Q553532) (← links)
- A decision theory for partially consonant belief functions (Q553970) (← links)
- Convex hyperspaces of probability measures and extensors in the asymptotic category (Q554416) (← links)
- CEU preferences and dynamic consistency (Q557953) (← links)
- Belief elicitation in experiments: Is there a hedging problem? (Q606071) (← links)
- Case-based belief formation under ambiguity (Q607257) (← links)
- Optimism and firm formation (Q617347) (← links)
- Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling (Q617672) (← links)
- Statistical decisions under ambiguity (Q622636) (← links)
- Ambiguity aversion and the propensities for self-insurance and self-protection (Q625694) (← links)
- Prior symmetry, similarity-based reasoning, and endogenous categorization (Q629323) (← links)
- Knightian games and robustness to ambiguity (Q629333) (← links)
- Risk, uncertainty, and option exercise (Q631243) (← links)
- Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
- Ambiguous act equilibria (Q632945) (← links)
- Uncertainty averse preferences (Q634503) (← links)
- The \(\alpha \)-MEU model: a comment (Q634532) (← links)
- Informational efficiency with ambiguous information (Q641824) (← links)
- Strategic games beyond expected utility (Q641826) (← links)
- Attitudes toward uncertainty and randomization: an experimental study (Q641827) (← links)
- Definitions of ambiguous events and the smooth ambiguity model (Q641829) (← links)
- Are the treasures of game theory ambiguous? (Q641834) (← links)
- Ambiguity aversion and trade (Q641835) (← links)
- Dynamic consistency for non-expected utility preferences (Q641836) (← links)
- Core and equilibria under ambiguity (Q641837) (← links)
- Liquidity and asset prices in rational expectations equilibrium with ambiguous information (Q641839) (← links)
- Rational preferences under ambiguity (Q641840) (← links)
- Risk, ambiguity, and state-preference theory (Q641841) (← links)
