Definitions of ambiguous events and the smooth ambiguity model
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Publication:641829
DOI10.1007/s00199-011-0641-7zbMath1277.91042OpenAlexW2121309157MaRDI QIDQ641829
Peter Klibanoff, Sujoy Mukerji, Massimo Marinacci
Publication date: 25 October 2011
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://ora.ox.ac.uk/objects/uuid:05483e69-5a76-44f0-80e5-1538f40971a1
Related Items (13)
A full characterization of Nash implementation with strategy space reduction ⋮ Purely subjective extended Bayesian models with Knightian unambiguity ⋮ Second-order ambiguous beliefs ⋮ Ambiguity aversion and trade ⋮ Rational preferences under ambiguity ⋮ Risk, ambiguity, and state-preference theory ⋮ The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices ⋮ Optimal insurance design of ambiguous risks ⋮ Pricing rules and Arrow-Debreu ambiguous valuation ⋮ The dual theory of the smooth ambiguity model ⋮ Decision making in phantom spaces ⋮ A proposal to extend expected utility in a quantum probabilistic framework ⋮ Comparative ambiguity aversion and downside ambiguity aversion
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- A Smooth Model of Decision Making under Ambiguity
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