The Ambiguity Aversion Literature: A Critical Assessment
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Cambridge University Press in its journal Economics and Philosophy.
Volume (Year): 25 (2009)
Issue (Month): 03 (November)
Contact details of provider:
Postal: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK
Fax: +44 (0)1223 325150
Web page: http://journals.cambridge.org/jid_EAPProvider-Email:email@example.com
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- V. Yukalov & D. Sornette, 2011. "Decision theory with prospect interference and entanglement," Theory and Decision, Springer, vol. 70(3), pages 283-328, March.
- Courbage, Christophe & Rey, Béatrice & Treich, Nicolas, 2013.
"Prevention and precaution,"
IDEI Working Papers
805, Institut d'Économie Industrielle (IDEI), Toulouse.
- Carvalho, M., 2012. "Static vs Dynamic Auctions with Ambiguity Averse Bidders," Discussion Paper 2012-022, Tilburg University, Center for Economic Research.
- Mukerji, Sujoy, 2009.
"Foundations Of Ambiguity And Economic Modelling,"
Economics and Philosophy,
Cambridge University Press, vol. 25(03), pages 297-302, November.
- Christoph March, 2011. "Adaptive social learning," PSE Working Papers halshs-00572528, HAL.
- Christoph March, 2011. "Adaptive social learning," Working Papers halshs-00572528, HAL.
- Eddie Dekel & Barton L. Lipman, 2010.
"How (Not) to Do Decision Theory,"
Annual Review of Economics,
Annual Reviews, vol. 2(1), pages 257-282, 09.
- Dominiak, Adam & Duersch, Peter & Lefort, Jean-Philippe, 2012.
"A dynamic Ellsberg urn experiment,"
Games and Economic Behavior,
Elsevier, vol. 75(2), pages 625-638.
- Vassili Vergopoulos, 2011. "Dynamic consistency for non-expected utility preferences," Economic Theory, Springer, vol. 48(2), pages 493-518, October.
- Massimo Guidolin & Francesca Rinaldi, 2010.
"Ambiguity in asset pricing and portfolio choice: a review of the literature,"
2010-028, Federal Reserve Bank of St. Louis.
- Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
- Massimo Guidolin & Francesca Rinaldi, 2011. "Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature," Working Papers 417, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Gumen, Anna & Savochkin, Andrei, 2013.
"Dynamically stable preferences,"
Journal of Economic Theory,
Elsevier, vol. 148(4), pages 1487-1508.
- Christoph Kuzmics, 2012. "Inferring preferences from choices under uncertainty," Working Papers 462, Bielefeld University, Center for Mathematical Economics.
- V. I. Yukalov & D. Sornette, 2012. "Quantum decision making by social agents," Papers 1202.4918, arXiv.org.
- Itzhak Gilboa & Massimo Marinacci, 2011. "Ambiguity and the Bayesian Paradigm," Working Papers 379, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Paul Viefers, 2012. "Should I Stay or Should I Go?: A Laboratory Analysis of Investment Opportunities under Ambiguity," Discussion Papers of DIW Berlin 1228, DIW Berlin, German Institute for Economic Research.
- Loïc Berger, 2011. "Smooth Ambiguity Aversion in the Small and in the Large," Working Papers ECARES ECARES 2011-020, ULB -- Universite Libre de Bruxelles.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.