Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle

Related Items (56)

Option implied ambiguity and its information content: evidence from the subprime crisis ⋮ Purely subjective variational preferences ⋮ The evolutionary stability of optimism, pessimism, and complete ignorance ⋮ Strong laws of large numbers for sub-linear expectations ⋮ Modeling parking behavior under uncertainty: a static game theoretic versus a sequential neo-additive capacity modeling approach ⋮ Updating Choquet beliefs ⋮ Investment behavior under ambiguity: the case of pessimistic decision makers ⋮ Risk aversion in RDEU ⋮ A strong law of large numbers for independent random variables under non-additive probabilities ⋮ A dual approach to ambiguity aversion ⋮ Modeling international investment decisions for financial holding companies ⋮ Information and ambiguity: herd and contrarian behaviour in financial markets ⋮ Consistent probability attitudes ⋮ Optimism and firm formation ⋮ A general strong law of large numbers for non-additive probabilities and its applications ⋮ Individual antecedents of real options appraisal: the role of national culture and ambiguity ⋮ Relative Growth Rate Optimization Under Behavioral Criterion ⋮ Source and rank-dependent utility ⋮ ``Agreeing to disagree type results under ambiguity ⋮ Half-full or half-empty? A model of decision making under risk ⋮ Separating curvature and elevation: a parametric probability weighting function ⋮ Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise ⋮ Equilibria with vector-valued utilities and preference information. The analysis of a mixed duopoly ⋮ Asset pricing in a Lucas fruit-tree economy with the best and worst in mind ⋮ Ambiguity and the Bayesian Paradigm ⋮ Attitudes toward uncertainty and randomization: an experimental study ⋮ Are the treasures of game theory ambiguous? ⋮ Unnamed Item ⋮ Ignorance and competence in choices under uncertainty ⋮ A decision-theoretic model of asset-price underreaction and overreaction to dividend news ⋮ Accounting for optimism and pessimism in expected utility ⋮ Risk behavior for gain, loss, and mixed prospects ⋮ Coherent Dempster-Shafer equilibrium and ambiguous signals ⋮ Choice under uncertainty with the best and worst in mind: Neo-additive capacities ⋮ OPTIMISM AND PESSIMISM IN GAMES ⋮ Sharing ambiguous risks ⋮ A parsimonious model of subjective life expectancy ⋮ On probabilities and loss aversion ⋮ Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation ⋮ Agreeable trade with optimism and pessimism ⋮ Minimax pricing and Choquet pricing ⋮ Decision-foundations for properties of nonadditive measures: general state spaces or general outcome spaces ⋮ Choquet expectation and Peng's \(g\)-expectation ⋮ Do Bayesians Learn Their Way Out of Ambiguity? ⋮ Choquet-based European option pricing with stochastic (and fixed) strikes ⋮ Piecewise additivity for non-expected utility ⋮ Conditional preferences and updating. ⋮ Parametric weighting functions ⋮ Propensity for hedging and ambiguity aversion ⋮ Re-examining the law of iterated expectations for Choquet decision makers ⋮ On attitude polarization under Bayesian learning with non-additive beliefs ⋮ A revealed reference point for prospect theory ⋮ Extension of the strong law of large numbers for capacities ⋮ Sub-concave and sub-convex capacities ⋮ A strong law of large numbers for weighted sums of i.i.d. random variables under capacities ⋮ The likelihood method for decision under uncertainty

This page was built for publication: Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle