Probabilistic Sophistication and Multiple Priors
From MaRDI portal
Publication:5474978
DOI10.1111/1468-0262.00303zbMath1103.91333OpenAlexW2003682763MaRDI QIDQ5474978
Publication date: 16 June 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00303
Related Items
Ambiguous partially observable Markov decision processes: structural results and applications, Differentiating ambiguity and ambiguity attitude, Modifications of the Hurwicz's decision rule, On a decision rule supported by a forecasting stage based on the decision maker's coefficient of optimism, Unbounded probabilistic sophistication, Law-invariant functionals that collapse to the mean: beyond convexity, Alpha-robust mean-variance reinsurance-investment strategy, Ordering ambiguous acts, Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion, Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences, Optimal reinsurance under the \(\alpha\)-maxmin mean-variance criterion, Maxmin expected utility with additivity on unambiguous events, Investment under ambiguity with the best and worst in mind, Ambiguous price formation, A Stackelberg reinsurance-investment game under α -maxmin mean-variance criterion and stochastic volatility, Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications, Maxmin expected utility in Savage's framework, An experimental study on the effect of ambiguity in a coordination game, The Impact of the Structure of the Payoff Matrix on the Final Decision made Under Uncertainty, Risk aversion for variational and multiple-prior preferences, Ambiguity and the Bayesian Paradigm, On a Marinacci uniqueness theorem for measures., Rational preferences under ambiguity, Probabilistic sophistication and variational preferences, Probabilistic sophistication, second order stochastic dominance and uncertainty aversion, Unnamed Item, Project net present value estimation under uncertainty, A belief-based definition of ambiguity aversion, OPTIMISM AND PESSIMISM IN GAMES, Agreeable trade with optimism and pessimism, When an event makes a difference, Newsvendor problem under complete uncertainty: a case of innovative products, Imprecise probabilistic beliefs as a context for decision-making under ambiguity, Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization, Bayes and Hurwicz without Bernoulli, Ambiguity sensitive preferences in Ellsberg frameworks, Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
