Crisp monetary acts in multiple-priors models of decision under ambiguity
From MaRDI portal
Publication:343139
DOI10.1016/j.jmateco.2016.10.001zbMath1368.91048OpenAlexW2532049620MaRDI QIDQ343139
Publication date: 25 November 2016
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2016.10.001
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Uncertainty averse preferences
- Rational preferences under ambiguity
- Ambiguity made precise: A comparative foundation
- Differentiating ambiguity: an expository note
- Ambiguity through confidence functions
- Maxmin expected utility with non-unique prior
- Capacities and probabilistic beliefs: a precarious coexistence
- Subjective ambiguity, expected utility and Choquet expected utility
- Differentiating ambiguity and ambiguity attitude
- Ambiguity in asset pricing and portfolio choice: a review of the literature
- Monotone continuous multiple priors
- Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
- Ambiguity in the Small and in the Large
- Stochastic Finance
- Axiomatic Foundations of Multiplier Preferences
- Objective and Subjective Rationality in a Multiple Prior Model
- Vector Expected Utility and Attitudes Toward Variation
- Subjective Probability and Expected Utility without Additivity
- An Introduction to Banach Space Theory
- A Definition of Uncertainty Aversion
- Subjective Probabilities on Subjectively Unambiguous Events
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- A Smooth Model of Decision Making under Ambiguity
- A Subjective Spin on Roulette Wheels
- Compactness and sequential compactness in spaces of measures
- A Definition of Subjective Probability
This page was built for publication: Crisp monetary acts in multiple-priors models of decision under ambiguity