Ambiguity aversion in the small and in the large for weighted linear utility

DOI10.1007/BF00056125zbMath0723.90007MaRDI QIDQ2276856

Gordon B. Hazen, Jia-Sheng Lee

Publication date: 1991

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

zbMATH Keywords

ambiguity aversionlotteriessubjectively weighted linear utility

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (4)

Recent developments in modeling preferences: Uncertainty and ambiguity ⋮ A simplified axiomatic approach to ambiguity aversion ⋮ Empirical evaluation of four models of buying and selling prices of gambles ⋮ A variational model of preference under uncertainty

Cites Work

• Subjectively weighted linear utility
• Ambiguity aversion and ambiguity content in decision making under uncertainty
• Unreliable probabilities, risk taking, and decision making
• Classification of concatenation measurement structures according to scale type
• Recent developments in modelling preferences under risk
• Expected utility with purely subjective non-additive probabilities
• Risk, Ambiguity, and the Savage Axioms
• A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
• The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach
• The Dual Theory of Choice under Risk
• Risk Aversion in the Small and in the Large
• A Definition of Subjective Probability
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Ambiguity aversion in the small and in the large for weighted linear utility