Rational preferences under ambiguity

From MaRDI portal
Publication:641840

DOI10.1007/s00199-011-0643-5zbMath1277.91018OpenAlexW2168876784MaRDI QIDQ641840

Paolo Ghirardato, Massimo Marinacci, Simone Cerreia-Vioglio, Fabio Maccheroni, Marciano Siniscalchi

Publication date: 25 October 2011

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: http://www.carloalberto.org/assets/working-papers/no.169.pdf



Related Items

Harsanyi's theorem without the sure-thing principle: on the consistent aggregation of monotonic Bernoullian and Archimedean preferences, Logics for social behaviour: an editorial, Arrovian aggregation of generalised expected-utility preferences: (im)possibility results by means of model theory, Reference dependent ambiguity, Incomplete preferences and confidence, A theory of robust experiments for choice under uncertainty, Analogy in Decision Making, Crisp monetary acts in multiple-priors models of decision under ambiguity, Fair management of social risk, A dual approach to ambiguity aversion, A full characterization of Nash implementation with strategy space reduction, The best choice problem under ambiguity, Preferences with changing ambiguity aversion, Cobb-Douglas preferences under uncertainty, The ex ante aggregation of opinions under uncertainty, How to make ambiguous strategies, Purely subjective revealed ambiguity, Randomizing without randomness, The sure-thing principle, Bargaining with subjective mixtures, Beyond uncertainty aversion, Purely subjective extended Bayesian models with Knightian unambiguity, Uncertainty averse preferences, Asset prices in an ambiguous economy, Anticipated regret as an explanation of uncertainty aversion, The Pareto Comparisons of a Group of Exponential Discounters, Social and strategic ambiguity versus betrayal aversion, Definitions of ambiguous events and the smooth ambiguity model, Ambiguity aversion and trade, Probabilistic sophistication, second order stochastic dominance and uncertainty aversion, Ambiguity and robust statistics, Ignorance and competence in choices under uncertainty, Dynamically stable preferences, A simplified approach to subjective expected utility, Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals, Mixed extensions of decision problems under uncertainty, Decision making in phantom spaces, On dynamic consistency in ambiguous games, The multiple priors of the open-minded decision maker, Ambiguity aversion and wealth effects, Foundations of ambiguity models under symmetry: \(\alpha\)-MEU and smooth ambiguity, A general theory of subjective mixtures, The structure of variational preferences, Aggregating infinitely many probability measures



Cites Work