- Itzhak Gilboa & Andrew W. Postlewaite & David Schmeidler, 2008.
"Probability and Uncertainty in Economic Modeling,"
Journal of Economic Perspectives,
American Economic Association, vol. 22(3), pages 173-88, Summer.
Cited by:
- Sujoy Mukerji, 2009.
"Foundations of ambiguity and economic modeling,"
Economics Series Working Papers
433, University of Oxford, Department of Economics.
[Downloadable!]
- Billot, Antoine & Gilboa, Itzhak & Schmeidler, David, 2008.
"Axiomatization of an exponential similarity function,"
Mathematical Social Sciences,
Elsevier, vol. 55(2), pages 107-115, March.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2006.
"Empirical Similarity,"
The Review of Economics and Statistics,
MIT Press, vol. 88(3), pages 433-444, 09.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Antoine Billot & Itzhak Gilboa & Dov Samet & David Schmeidler, 2005.
"Probabilities as Similarity-Weighted Frequencies,"
Econometrica,
Econometric Society, vol. 73(4), pages 1125-1136, 07.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Enriqueta Aragones & Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2005.
"Fact-Free Learning,"
American Economic Review,
American Economic Association, vol. 95(5), pages 1355-1368, December.
[Downloadable!]
Other versions:
- Enriqueta Aragones & Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004.
"Fact-Free Learning,"
Cowles Foundation Discussion Papers
1491, Cowles Foundation, Yale University.
[Downloadable!]
- Enriqueta Aragones & Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2003.
"Fact-Free Learning,"
PIER Working Paper Archive
05-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Dec 2004.
[Downloadable!]
- Enriqueta Aragones & Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2003.
"Fact-Free Learning,"
PIER Working Paper Archive
03-023, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
See citations under working paper version above.
- Itzhak Gilboa & David Schmeidler, 2004.
"Subjective Distributions,"
Theory and Decision,
Springer, vol. 56(4), pages 345-357, 01.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Itzhak Gilboa & Dov Samet & David Schmeidler, 2004.
"Utilitarian Aggregation of Beliefs and Tastes,"
Journal of Political Economy,
University of Chicago Press, vol. 112(4), pages 932-938, August.
Other versions: See citations under working paper version above.
- Samet, Dov & Schmeidler, David, 2003.
"Between liberalism and democracy,"
Journal of Economic Theory,
Elsevier, vol. 110(2), pages 213-233, June.
[Downloadable!] (restricted)
Other versions:
- Dov Samet & David Schmeidler, 1999.
"Between Liberalism and Democracy,"
Game Theory and Information
9908001, EconWPA.
[Downloadable!]
- David Schmeidler, 1998.
"Between Liberalism and Democracy,"
Working Papers
98-18, Ohio State University, Department of Economics.
[Downloadable!]
- David Schmeidler, 2000.
"Between LIberalism and Democracy,"
Working Papers
00-08, Ohio State University, Department of Economics.
[Downloadable!]
See citations under working paper version above.
- Itzhak Gilboa & David Schmeidler, 2003.
"Inductive Inference: An Axiomatic Approach,"
Econometrica,
Econometric Society, vol. 71(1), pages 1-26, January.
[Downloadable!] (restricted)
Other versions:
- Gilboa, I. & Schmeidler, D., 1999.
"Inductive Inference: an Axiomatic Approach,"
Papers
29-99, Tel Aviv.
- Itzhak Gilboa & David Schmeidler, 2001.
"Inductive Inference: An Axiomatic Approach,"
Cowles Foundation Discussion Papers
1339, Cowles Foundation, Yale University.
[Downloadable!]
- Gilboa, I. & Schmeidler, D., 2001.
"Inductive Inference: An Axiomatic Approach,"
Papers
2001-19, Tel Aviv.
- Itzhak Gilboa & David Schmeidler, 2002.
"Inductive Inference: An Axiomatic Approach,"
NajEcon Working Paper Reviews
391749000000000544, www.najecon.org.
[Downloadable!]
See citations under working paper version above.
- Gilboa, Itzhak & Schmeidler, David, 2003.
"A derivation of expected utility maximization in the context of a game,"
Games and Economic Behavior,
Elsevier, vol. 44(1), pages 172-182, July.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Gilboa, Itzhak & Schmeidler, David & Wakker, Peter P., 2002.
"Utility in Case-Based Decision Theory,"
Journal of Economic Theory,
Elsevier, vol. 105(2), pages 483-502, August.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Itzhak Gilboa & David Schmeidler, 2001.
"A cognitive model of individual well-being,"
Social Choice and Welfare,
Springer, vol. 18(2), pages 269-288.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Cohen, M. & Gilboa, I. & Jaffray, J.Y. & Schmeidler, D., 2000.
"An experimental study of updating ambiguous beliefs,"
Risk, Decision and Policy,
Cambridge University Press, vol. 5(02), pages 123-133, June.
[Downloadable!]
Cited by:
- Mayumi Horie, 2007.
"A General Update Rule for Convex Capacities,"
KIER Working Papers
644, Kyoto University, Institute of Economic Research.
[Downloadable!]
- Alberto Naudon & MatÃas Tapia, 2004.
"Ignorance, Fixed Costs, and the Stock Market Participation Puzzle,"
Econometric Society 2004 Latin American Meetings
252, Econometric Society.
[Downloadable!]
Other versions: - Marciano Siniscalchi, 2001.
"Bayesian Updating for General Maxmin Expected Utility Preferences,"
Discussion Papers
1366, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Mark Machina, 2002.
"Robustifying the Classical Model of Risk Preferences and Beliefs,"
University of California at San Diego, Economics Working Paper Series
2002-06, Department of Economics, UC San Diego.
[Downloadable!]
- Ben-Porath, Elchanan & Gilboa, Itzhak & Schmeidler, David, 1997.
"On the Measurement of Inequality under Uncertainty,"
Journal of Economic Theory,
Elsevier, vol. 75(1), pages 194-204, July.
[Downloadable!] (restricted)
Cited by:
- Arnaud Lefranc & Nicolas Pistolesi & Alain Trannoy, 2006.
"Equality of Opportunity: Definitions and Testable Conditions with an Application to Income in France,"
IDEP Working Papers
0609, Institut d'economie publique (IDEP), Marseille, France, revised 27 Sep 2006.
[Downloadable!]
Other versions:- Arnaud Lefranc & Nicolas Pistolesi & Alain Trannoy, 2006.
"Equality of Opportunity: Definitions and testable conditions, with an application to income in France,"
THEMA Working Papers
2006-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!]
- Arnaud Lefranc & Nicolas Pistolesi & Alain Trannoy, 2006.
"Equality of opportunity: Definitions and testable conditions, with an application to income in France,"
Working Papers
53, ECINEQ, Society for the Study of Economic Inequality.
[Downloadable!]
- Charles Blackorby & David Donaldson & Philippe Mongin, 2004.
"Social Aggregation Without the Expected Utility Hypothesis,"
Working Papers
hal-00242932_v1, HAL.
[Downloadable!]
- Thibault Gajdos & Eric Maurin, 2004.
"Unequal Uncertainties and Uncertain Inequalities: An Axiomatic Approach,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00085940_v1, HAL.
[Downloadable!]
Other versions:- Thibault Gadjos ; Eric Maurin, 2002.
"Unequal Uncertainties and Uncertain Inequalities : An Axiomatic Approach,"
Working Papers
2002-32, Centre de Recherche en Economie et Statistique.
[Downloadable!]
- Gajdos, Thibault & Maurin, Eric, 2004.
"Unequal uncertainties and uncertain inequalities: an axiomatic approach,"
Journal of Economic Theory,
Elsevier, vol. 116(1), pages 93-118, May.
[Downloadable!] (restricted)
- Thibault Gajdos & Eric Maurin, 2002.
"Unequal uncertainties and uncertain inequalities: an axiomatic approach,"
ICER Working Papers - Applied Mathematics Series
15-2003, ICER - International Centre for Economic Research, revised Mar 2003.
[Downloadable!]
- Uzi Segal & Joel Sobel, 2001.
"Min, Max, and Sum,"
Boston College Working Papers in Economics
512, Boston College Department of Economics.
[Downloadable!]
Other versions:- Segal, Uzi & Sobel, Joel, 2002.
"Min, Max, and Sum,"
Journal of Economic Theory,
Elsevier, vol. 106(1), pages 126-150, September.
[Downloadable!] (restricted)
- Uzi Segal & Joel Sobel, 2000.
"Min, Max, and Sum,"
University of California at San Diego, Economics Working Paper Series
2000-29, Department of Economics, UC San Diego.
[Downloadable!]
- Marc Fleurbaey, 2007.
"Welfare Comparisons of Income Distributions,"
IDEP Working Papers
0703, Institut d'economie publique (IDEP), Marseille, France, revised Jan 2007.
[Downloadable!]
- Peter Klibanoff, 1998.
"Stochastic Independence and Uncertainty Aversion,"
Discussion Papers
1212, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Horst Zank, 2007.
"Social welfare functions with a reference income,"
Social Choice and Welfare,
Springer, vol. 28(4), pages 609-636, June.
[Downloadable!] (restricted)
- Thibault Gajdos & John Weymark, 2005.
"Multidimensional Generalized Gini Indices,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00085881_v1, HAL.
[Downloadable!]
Other versions:- Thibault Gajdos & John A. Weymark, 2003.
"Multidimensional generalized Gini indices,"
ICER Working Papers - Applied Mathematics Series
16-2003, ICER - International Centre for Economic Research.
[Downloadable!]
- Thibault Gajdos & John A. Weymark, 2003.
"Multidimensional Generalized Gini Indices,"
Working Papers
0311, Department of Economics, Vanderbilt University, revised Jul 2003.
[Downloadable!]
- Thibault Gajdos & John Weymark, 2005.
"Multidimensional generalized Gini indices,"
Economic Theory,
Springer, vol. 26(3), pages 471-496, October.
[Downloadable!] (restricted)
- Thibault Gadjos ; John A, Weymark, 2003.
"Multidimensional Generalized Gini Indices,"
Working Papers
2003-16, Centre de Recherche en Economie et Statistique.
[Downloadable!]
- dÕASPREMONT, Claude & GEVERS, Louis, 2001.
"Social welfare functionals and interpersonal comparability,"
CORE Discussion Papers
2001040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!]
Other versions:- d'Aspremont, Claude & Gevers, Louis, 2002.
"Social welfare functionals and interpersonal comparability,"
Handbook of Social Choice and Welfare,
in: K. J. Arrow & A. K. Sen & K. Suzumura (ed.), Handbook of Social Choice and Welfare, edition 1, volume 1, chapter 10, pages 459-541
Elsevier.
[Downloadable!] (restricted)
- Gilboa, Itzhak & Schmeidler, David, 1997.
"Cumulative Utility and Consumer Theory,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(4), pages 737-61, November.
Cited by:
- Guerdjikova, Ani, 2006.
"Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers,"
Working Papers
06-13, Cornell University, Center for Analytic Economics.
[Downloadable!]
- Stefano Ficco & Vladimir Karamychev & Peran van Reeven, 2006.
"A Theory of Procedurally Rational Choice: Optimization without Evaluation,"
Tinbergen Institute Discussion Papers
06-001/1, Tinbergen Institute.
[Downloadable!]
- Itzhak Gilboa & David Schmeidler, 1996.
"Act similarity in case-based decision theory (*),"
Economic Theory,
Springer, vol. 9(1), pages 47-62.
Other versions: See citations under working paper version above.
- Gilboa, Itzhak & Schmeidler, David, 1996.
"Case-Based Optimization,"
Games and Economic Behavior,
Elsevier, vol. 15(1), pages 1-26, July.
[Downloadable!] (restricted)
Other versions:
- Itzhak Gilboa & David Schmeidler, 1993.
"Case-Based Optimization,"
Discussion Papers
1039, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
See citations under working paper version above.
- Gilboa, Itzhak & Schmeidler, David, 1995.
"Case-Based Decision Theory,"
The Quarterly Journal of Economics,
MIT Press, vol. 110(3), pages 605-39, August.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Machina Mark J. & Schmeidler David, 1995.
"Bayes without Bernoulli: Simple Conditions for Probabilistically Sophisticated Choice,"
Journal of Economic Theory,
Elsevier, vol. 67(1), pages 106-128, October.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Gilboa Itzhak & Schmeidler David, 1994.
"Infinite Histories and Steady Orbits in Repeated Games,"
Games and Economic Behavior,
Elsevier, vol. 6(3), pages 370-399, May.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Schmeidler David & Tauman Yair, 1994.
"Incentive-Compatible Cost-Allocation Schemes,"
Journal of Economic Theory,
Elsevier, vol. 63(2), pages 189-207, August.
[Downloadable!] (restricted)
Cited by:
- Luis Corchón & M. Socorro Puy, 2000.
"- Existence And Nash Implementation Of Efficient Sharing Rules For A Commonly Owned Technology,"
Working Papers. Serie AD
2000-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions:
- Gilboa Itzhak & Schmeidler David, 1993.
"Updating Ambiguous Beliefs,"
Journal of Economic Theory,
Elsevier, vol. 59(1), pages 33-49, February.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Karni, Edi & Schmeidler, David, 1993.
"On the Uniqueness of Subjective Probabilities,"
Economic Theory,
Springer, vol. 3(2), pages 267-77, April.
Other versions: See citations under working paper version above.
- Machina, Mark J & Schmeidler, David, 1992.
"A More Robust Definition of Subjective Probability,"
Econometrica,
Econometric Society, vol. 60(4), pages 745-80, July.
[Downloadable!] (restricted)
Other versions:
- Mark J. Machina & David Schmeidler, 1990.
"A More Robust Definition of Subjective Probability,"
University of California at San Diego, Economics Working Paper Series
90-29, Department of Economics, UC San Diego.
- Mark J. Machina & David Schmeidler, 1990.
"A More Robust Definition of Subjective Probability,"
Discussion Paper Serie A
306, University of Bonn, Germany.
- Machina,Mark & Schmeidler,David, 1991.
"A more robust definition of subjective probability,"
Discussion Paper Serie A
365, University of Bonn, Germany.
See citations under working paper version above.
- Karni, Edi & Schmeidler, David, 1991.
"Atemporal dynamic consistency and expected utility theory,"
Journal of Economic Theory,
Elsevier, vol. 54(2), pages 401-408, August.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Karni, Edi & Schmeidler, David, 1990.
"Fixed Preferences and Changing Tastes,"
American Economic Review,
American Economic Association, vol. 80(2), pages 262-67, May.
[Downloadable!] (restricted)
Cited by:
- Giacomo Corneo & Olivier Jeanne, 1994.
"A Theory of Fashion Based on Segmented Communication,"
Discussion Paper Serie A
462, University of Bonn, Germany.
[Downloadable!]
- Kiminori Matsuyama, 1991.
"Custom Versus Fashion: Path-Dependence and Limit Cycles in a Random Matching Game,"
Discussion Papers
1030, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Other versions: - Schweizer, T.S., 2002.
"Managing interactions between technological and stylistic innovation in the media industries, insights from the introduction of ebook technology in the publishing industry,"
Research Paper
ERS-2002-16-ORG Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
[Downloadable!]
- Vankatesh Bala & Ngo Van Long, 2004.
"International Trade and Cultural Diversity: A Model of Preference Selection,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Kiminori Matsuyama, 1991.
"Custom Versus Fashion: Hysteresis and Limit Cycles in a Random Matching Game,"
Discussion Papers
940, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Igal Milchtaich & Eyal Winter, 2000.
"Stability and Segregation in Group Formation,"
Discussion Paper Series
dp263, Center for Rationality and Interactive Decision Theory, Hebrew University, Jerusalem.
[Downloadable!]
Other versions: - Khalil, Elias, 2007.
"The Mirror-Neuron Paradox: How Far is Sympathy from Compassion, Indulgence, and Adulation?,"
MPRA Paper
3509, University Library of Munich, Germany, revised 10 Jul 2007.
[Downloadable!]
- Gilboa, Itzhak & Schmeidler, David, 1989.
"Maxmin expected utility with non-unique prior,"
Journal of Mathematical Economics,
Elsevier, vol. 18(2), pages 141-153, April.
[Downloadable!] (restricted)
Cited by:
- Milo Bianchi & Philippe Jehiel, 2008.
"Bubbles and crashes with partially sophisticated investors,"
PSE Working Papers
2008-62, PSE (Ecole normale supérieure).
[Downloadable!]
- Francis C. Chu & Joseph Y. Halpern, 2004.
"Great expectations. Part II: Generalized expected utility as a universal decision rule,"
Game Theory and Information
0411004, EconWPA.
[Downloadable!]
- Brink, R. van den & Ruys, P.H.M. & Semenov, R., 1999.
"Governance of clubs and firms with cultural dimensions,"
Discussion Paper
101, Tilburg University, Center for Economic Research.
[Downloadable!]
- Ricardo J. Caballero & Arvind Krishnamurthy, 2007.
"Collective Risk Management in a Flight to Quality Episode,"
NBER Working Papers
12896, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Halevy, Yoram & Ozdenoren, Emre, 2008.
"Uncertainty and Compound Lotteries: Calibration,"
Micro Theory Working Papers
yoram_halevy-2008-7, Microeconomics.ca Website, revised 17 Jun 2008.
[Downloadable!]
- Giannis Vardas & Anastasios Xepapadeas, 2004.
"Uncertainty Aversion, Robust Control and Asset Holdings,"
Working Papers
0402, University of Crete, Department of Economics.
[Downloadable!]
Other versions: - Vasco Cúrdia, 2005.
"Monetary Policy under Sudden Stops,"
International Finance
0510025, EconWPA, revised 02 Nov 2005.
[Downloadable!]
Other versions: - Alvaro Sandroni & Wojciech Olszewski, 2008.
"Manipulability of Future-Independent Tests,"
PIER Working Paper Archive
08-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Other versions: - Dirk Bergemann & Karl Schlag, 2005.
"Robust Monopoly Pricing: The Case of Regret,"
Economics Working Papers
ECO2005/10, European University Institute.
[Downloadable!]
- Andreas Pape & Subir Bose & Emre Ozdenoren, 2004.
"Optimal auctions with ambiguity,"
Econometric Society 2004 North American Summer Meetings
609, Econometric Society.
[Downloadable!]
Other versions: - Woodward, Richard T., 1998.
"Should Agricultural And Resource Economists Care That The Subjective Expected Utility Hypothesis Is False?,"
1998 Annual meeting, August 2-5, Salt Lake City, UT
20941, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Alexei Onatski & Noah Williams, 2002.
"Modeling model uncertainty,"
Working Paper Series
169, European Central Bank.
[Downloadable!]
Other versions:- Alexei Onatski & Noah Williams, 2003.
"Modeling Model Uncertainty,"
NBER Working Papers
9566, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Alexei Onatski & Noah Williams, 2002.
"Modeling model uncertainty,"
Discussion Papers
0203-05, Columbia University, Department of Economics.
[Downloadable!]
- Alexei Onatski & Noah Williams, 2003.
"Modeling Model Uncertainty,"
Journal of the European Economic Association,
MIT Press, vol. 1(5), pages 1087-1122, 09.
[Downloadable!] (restricted)
- Chambers, Christopher P. & Hayashi, Takashi, 2005.
"Bayesian consistent prior selection,"
Working Papers
1238, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Other versions: - Ricardo Caballero & Arvind Krishnamurthy, 2005.
"Financial System Risk and Flight to Quality,"
NBER Working Papers
11834, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Jean-Yves Jaffray & Meglena Jeleva, 2004.
"How to deal with partially analyzed acts? A proposal,"
Cahiers de la Maison des Sciences Economiques
v04098, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
- Massimiliano Amarante, 2006.
"Analogical reasoning in decision processes,"
Discussion Papers
0506-17, Columbia University, Department of Economics.
[Downloadable!]
- Ghirardato, Paolo & Katz, Jonathan N., 2000.
"Indecision Theory: Explaining Selective Abstention in Multiple Elections,"
Working Papers
1106, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
- Francis C. Chu & Joseph Y. Halpern, 2004.
"Great Expectations. Part I: On the Customizability of Generalized Expected Utility,"
Game Theory and Information
0411003, EconWPA.
[Downloadable!]
Other versions: - Ricardo J. Caballero & Arvind Krishnamurthy, 2006.
"Flight to Quality and Collective Risk Management,"
NBER Working Papers
12136, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Jürgen Eichberger & David Kelsey & Burkhard C. Schipper, 2005.
"Ambiguity and Social Interaction,"
Discussion Papers
59, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
[Downloadable!]
Other versions:- Eichberger, Jurgen & Kelsey, Davis & Schipper, Burkhard, 2007.
"Ambiguity and Social Interaction,"
Working Papers
05-36, University of California at Davis, Department of Economics.
[Downloadable!]
- Juergen Eichberger & David Kelsey & Burkhard C. Schipper, 2003.
"Ambiguity and Social Interaction,"
Bonn Econ Discussion Papers
bgse23_2003, University of Bonn, Germany.
[Downloadable!]
- Eichberger, Jürgen & Kelsey, David & Schipper, Burkhard, 2003.
"Ambiguity and Social Interaction,"
Sonderforschungsbereich 504 Publications
03-30, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
- Jürgen Eichberger & David Kelsey & Burkhard C. Schipper, 2007.
"Ambiguity and Social Interaction,"
Working Papers
0443, University of Heidelberg, Department of Economics, revised May 2007.
[Downloadable!]
- Jürgen Eichberger & David Kelsey & Burkhard C. Schipper, 2009.
"Ambiguity and social interaction,"
Oxford Economic Papers,
Oxford University Press, vol. 61(2), pages 355-379, April.
[Downloadable!] (restricted)
- Eichberger, Jürgen & Kelsey, David & Schipper, Burkhard, 2007.
"Ambiguity and Social Interaction,"
Sonderforschungsbereich 504 Publications
07-19, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
- Marcello Basili & Stefano Dalle Mura, 2008.
"Ambiguous Money Distribution And The Price Stickiness Phenomenon: A Rationale From An Ambiguous Rational Expectations Approach,"
Department of Economic Policy, Finance and Development (DEPFID) University of Siena
0708, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
[Downloadable!]
- Bailey, Ralph W. & Eichberger, Jürgen & Kelsey, David, 2004.
"Ambiguity and Public Good Provision in Large Societies,"
Sonderforschungsbereich 504 Publications
04-54, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
Other versions: - Jianjun Miao, 2003.
"Consumption and Saving under Knightian Uncertainty,"
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series
dp-134, Boston University - Department of Economics.
[Downloadable!]
- Julian Jamison & Dean S. Karlan, 2005.
"When Curiosity Kills the Profits: an Experimental Examination,"
Experimental
0505001, EconWPA.
[Downloadable!]
- Alexander Ludwig & Alexander Zimper, 2004.
"Rational Expectations and Ambiguity: A Comment on Abel,"
MEA discussion paper series
04066, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim.
[Downloadable!]
Other versions: - Klaus Nehring, 2006.
"Bernoulli Without Bayes: A Theory of Utility-Sophisticated Preferences under Ambiguity,"
Economics Working Papers
0072, Institute for Advanced Study, School of Social Science.
[Downloadable!]
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2006.
"Recursive Smooth Ambiguity Preferences,"
Carlo Alberto Notebooks
17, Collegio Carlo Alberto, revised 2008.
[Downloadable!]
- Jean-Marc Tallon & Sujoy Mukerji, 2004.
"Ambiguity aversion and the absence of wage indexation,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00174562_v1, HAL.
[Downloadable!]
Other versions:- Mukerji, Sujoy & Tallon, Jean-Marc, 2004.
"Ambiguity aversion and the absence of wage indexation,"
Journal of Monetary Economics,
Elsevier, vol. 51(3), pages 653-670, April.
[Downloadable!] (restricted)
- Sujoy Mukerji & Jean-Marc Tallon, 2002.
"Ambiguity Aversion and the Absence of Wage Indexation,"
Economics Series Working Papers
111, University of Oxford, Department of Economics.
[Downloadable!]
- Marc P. Giannoni, 2007.
"Robust optimal monetary policy in a forward-looking model with parameter and shock uncertainty,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 22(1), pages 179-213.
[Downloadable!]
- Jürgen Eichberger & David Kelsey & Burkhard Schipper, 2008.
"Granny Versus Game Theorist: Ambiguity in Experimental Games,"
Theory and Decision,
Springer, vol. 64(2), pages 333-362, March.
[Downloadable!] (restricted)
Other versions: - Christopher J.Tyson, 2005.
"Axiomatic Foundations for Satisficing Behavior,"
Economics Papers
2005-W03, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
- Kin Chung Lo, 1995.
"Extensive Form Games with Uncertainty Averse Players,"
Working Papers
ecpap-95-03, University of Toronto, Department of Economics.
[Downloadable!]
Other versions: - Richard Dennis, 2007.
"Model uncertainty and monetary policy,"
Working Paper Series
2007-09, Federal Reserve Bank of San Francisco.
[Downloadable!]
Other versions: - Kin Chung Lo, 2008.
"Risk, Ambiguity, and the Klibanoff Axioms,"
Economics Bulletin,
Economics Bulletin, vol. 4(27), pages 1-5.
[Downloadable!]
Other versions: - Christopher A. Sims, 2001.
"Pitfalls of a Minimax Approach to Model Uncertainty,"
American Economic Review,
American Economic Association, vol. 91(2), pages 51-54, May.
[Downloadable!] (restricted)
- Atsushi Kajii & Takashi Ui, 2004.
"Agreeable Bets with Multiple Priors,"
KIER Working Papers
581, Kyoto University, Institute of Economic Research.
[Downloadable!]
Other versions: - Patrick Gagliardini & Paolo Porchia & Fabio Trojani, 2007.
"Ambiguity Aversion and the Term Structure of Interest Rates,"
University of St. Gallen Department of Economics working paper series 2007
2007-29, Department of Economics, University of St. Gallen.
[Downloadable!]
Other versions: - Hill, Brian, 2009.
"Confidence and ambiguity,"
Les Cahiers de Recherche
914, HEC Paris.
[Downloadable!]
- Kislaya Prasad, 2003.
"Non-robustness of some economic models,"
Topics in Theoretical Economics,
Berkeley Electronic Press, vol. 3(1), pages 1082-1082.
[Downloadable!] (restricted)
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006.
"Dynamic Variational Preferences,"
Carlo Alberto Notebooks
1, Collegio Carlo Alberto.
[Downloadable!]
Other versions: - Ghirardato, Paolo & Marinacci, Massimo, 2000.
"Risk, Ambigity and the Separation of Utility and Beliefs,"
Working Papers
1085, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Other versions:- Massimo Marinacci & Paolo Ghirardato, 2001.
"Risk, ambiguity, and the separation of utility and beliefs,"
ICER Working Papers - Applied Mathematics Series
21-2001, ICER - International Centre for Economic Research.
[Downloadable!]
- Paolo Ghirardato & Massimo Marinacci, 2000.
"Risk, Ambiguity, and the Separation of Utility and Beliefs,"
Levine's Bibliography
7616, UCLA Department of Economics.
[Downloadable!]
- Paolo Ghirardato & Massimo Marinacci, 2000.
"Risk, Ambiguity and the Separation of Utility and Beliefs,"
Econometric Society World Congress 2000 Contributed Papers
1143, Econometric Society.
[Downloadable!]
- Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2002.
"Irreversible Investment and Knightian Uncertainty,"
CIRJE F-Series
CIRJE-F-176, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
- Klaus Nehring, 2006.
"Is it Possible to Define Subjective Probabilities in Purely Behavioral Terms? A Comment on Epstein-Zhang (2001),"
Economics Working Papers
0067, Institute for Advanced Study, School of Social Science.
[Downloadable!]
- Haluk Ergin & Faruk Gul, 2003.
"A Subjective Theory of Compound Lotteries,"
Levine's Bibliography
506439000000000406, UCLA Department of Economics.
[Downloadable!]
Other versions: - Chambers, Christopher P., 2005.
"Proper scoring rules for general decision models,"
Working Papers
1231, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Other versions: - Clemens Puppe & Karl Schlag, 2009.
"Choice under complete uncertainty when outcome spaces are state dependent,"
Theory and Decision,
Springer, vol. 66(1), pages 1-16, January.
[Downloadable!] (restricted)
- Raghu Suryanarayanan, 2006.
"Implications of Anticipated Regret and Endogenous Beliefs for Equilibrium Asset Prices: A Theoretical Framework,"
CSEF Working Papers
162, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
- Marcello Basili & Carlo Zappia, 2007.
"The weight of argument and non-additive measures: a note,"
Department of Economic Policy, Finance and Development (DEPFID) University of Siena
003, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
[Downloadable!]
- Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2008.
"Attitude toward imprecise information,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00177378_v1, HAL.
[Downloadable!]
Other versions:- Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006.
"Attitude toward imprecise information,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00130179_v1, HAL.
[Downloadable!]
- Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006.
"Attitude toward imprecise information,"
Cahiers de la Maison des Sciences Economiques
v06081, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
- Gajdos, T. & Hayashi, T. & Tallon, J.-M. & Vergnaud, J.-C., 2008.
"Attitude toward imprecise information,"
Journal of Economic Theory,
Elsevier, vol. 140(1), pages 27-65, May.
[Downloadable!] (restricted)
- Alexander Schied & Ching-Tang Wu, 2005.
"Duality theory for optimal investments under model uncertainty,"
SFB 649 Discussion Papers
SFB649DP2005-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Sep 2005.
[Downloadable!]
- Ludwig, Alexander & Zimper, Alexander, 2004.
"Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers,"
Sonderforschungsbereich 504 Publications
04-31, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
Other versions:- Alexander Ludwig & Alexander Zimper, 2004.
"Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers,"
MEA discussion paper series
04060, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim.
[Downloadable!]
- Alexander Ludwig & Alexander Zimper, 2004.
"Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers,"
MEA discussion paper series
04060, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim.
[Downloadable!]
- Ludwig, Alexander & Zimper, Alexander, 2006.
"Investment behavior under ambiguity: The case of pessimistic decision makers,"
Mathematical Social Sciences,
Elsevier, vol. 52(2), pages 111-130, September.
[Downloadable!] (restricted)
- ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX, Christian, 2003.
"Aversion Analysis,"
Cahiers de recherche
04-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
[Downloadable!]
Other versions:- ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX Christian, 2003.
"Aversion Analysis,"
Cahiers de recherche
2003-06, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
- Marie-Louise Vierø, 2009.
"Exactly what happens after the Anscombe–Aumann race?,"
Economic Theory,
Springer, vol. 41(2), pages 175-212, November.
[Downloadable!] (restricted)
- Marciano Siniscalchi, 2006.
"Dynamic Choice Under Ambiguity,"
Discussion Papers
1430, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- David B. Brown & Enrico G. De Giorgi & Melvyn Sim, 2009.
"A Satisficing Alternative to Prospect Theory,"
University of St. Gallen Department of Economics working paper series 2009
2009-09, Department of Economics, University of St. Gallen.
[Downloadable!]
- Shin-ichi Fukuda, 2001.
"A Model of Keynesian under Knightian Uncertainty,"
CIRJE F-Series
CIRJE-F-115, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
- Eichberger, Jürgen & Kelsey, David, 2008.
"Are the Treasures of Game Theory Ambiguous?,"
Sonderforschungsbereich 504 Publications
08-08, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
Other versions: - Atsushi Kajii & Takashi Ui, 2004.
"Incomplete Information Games with Multiple Priors,"
KIER Working Papers
583, Kyoto University, Institute of Economic Research.
[Downloadable!]
Other versions: - Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004.
"Rationality of Belief,"
Levine's Bibliography
122247000000000690, UCLA Department of Economics.
[Downloadable!]
- Alexander Ludwig & Alexander Zimper, 2006.
"Rational expectations and ambiguity: A comment on Abel (2002),"
Economics Bulletin,
Economics Bulletin, vol. 4(2), pages 1-15.
[Downloadable!]
Other versions: - Larry G. Epstein & Massimo Marinacci, 2006.
"Mutual Absolute Continuity of Multiple Priors,"
Carlo Alberto Notebooks
19, Collegio Carlo Alberto.
[Downloadable!]
Other versions: - Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2002.
"Ambiguity from the Differential Viewpoint,"
Working Papers
1130, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Other versions: - Noeth, Markus & Camerer, Colin F. & Plott, Charles R. & Webber, Martin, 1999.
"Information Aggregation in Experimental Asset Markets: Traps and Misaligned Beliefs,"
Working Papers
1060, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
- Giordani, Paolo E. & Zamparelli, Luca, 2009.
"On Robust Asymmetric Equilibria in Asymmetric R&D-Driven Growth Economies,"
MPRA Paper
17171, University Library of Munich, Germany.
[Downloadable!]
- Yacine Ait-Sahalia & Michael W. Brandt, 2001.
"Variable Selection for Portfolio Choice,"
NBER Working Papers
8127, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Ait-Sahalia, Y. & Brandt, M.W., 2001.
"Variable Selection for Portfolio Choice,"
Papers
34, Manitoba - Department of Economics.
- Yacine AÏT-SAHALIA, & Michael W. BRANDT, 2001.
"Variable Selection for Portfolio Choice,"
FAME Research Paper Series
rp34, International Center for Financial Asset Management and Engineering.
[Downloadable!]
- Yacine Aït-Sahalia, 2001.
"Variable Selection for Portfolio Choice,"
Journal of Finance,
American Finance Association, vol. 56(4), pages 1297-1351, 08.
[Downloadable!] (restricted)
- Massimo Guidolin & Francesca Rinaldi, 2009.
"A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?,"
Working Papers
2009-020, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Gary Chamberlain, 2001.
"Minimax Estimation and Forecasting in a Stationary Autoregression Model,"
American Economic Review,
American Economic Association, vol. 91(2), pages 55-59, May.
[Downloadable!] (restricted)
- Michael Woodford, 2005.
"Robustly optimal monetary policy with near-rational expectations,"
Discussion Papers
0506-13, Columbia University, Department of Economics.
[Downloadable!]
Other versions: - Andrea Capotorti & Giulianella Coletti & Barbara Vantaggi, 2008.
"Preferences Representable by a Lower Expectation: Some Characterizations,"
Theory and Decision,
Springer, vol. 64(2), pages 119-146, March.
[Downloadable!] (restricted)
- Pierre Fleckinger, 2007.
"On Multiagent Moral Hazard under Technological Uncertainty,"
Working Papers
hal-00240716_v1, HAL.
[Downloadable!]
- Jorn Rothe, 2000.
"Uncertainty Aversion and Backward Induction,"
Econometric Society World Congress 2000 Contributed Papers
1610, Econometric Society.
[Downloadable!]
- Yakov Ben-Haim & Karsten Jeske, 2003.
"Home bias in financial markets: robust satisficing with info gaps,"
Working Paper
2003-35, Federal Reserve Bank of Atlanta.
[Downloadable!]
- Dirk Hackbarth & Jianjun Maio, 2007.
"The Dynamics of Mergers and Acquisitions in Oligopolistic Industries,"
Boston University - Department of Economics - Working Papers Series
WP2007-017, Boston University - Department of Economics.
[Downloadable!]
- Larry Epstein & Martin Schneider, 2005.
"Ambiguity, Information Quality and Asset Pricing,"
RCER Working Papers
519, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
Other versions:- Larry G. Epstein & Martin Schneider, 2008.
"Ambiguity, Information Quality, and Asset Pricing,"
Journal of Finance,
American Finance Association, vol. 63(1), pages 197-228, 02.
[Downloadable!] (restricted)
- Larry Epstein & Martin Schneider, 2004.
"Ambiguity, Information Quality and Asset Pricing,"
RCER Working Papers
507, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
- Eric Rasmusen, 2008.
"Career Concerns and Ambiguity Aversion,"
Working Papers
2008-12, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
[Downloadable!]
- Sujoy Mukerji & Jean-Marc Tallon, 2001.
"Ambiguity Aversion and Incompleteness of Financial Markets,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00174539_v1, HAL.
[Downloadable!]
Other versions:- Mukerji, Sujoy & Tallon, Jean-Marc, 2001.
"Ambiguity Aversion and Incompleteness of Financial Markets,"
Review of Economic Studies,
Blackwell Publishing, vol. 68(4), pages 883-904, October.
- Mukerji, S. & Tallon, J.-M., 1999.
"Ambiguity Aversion and Incompleteness of Financial Markets,"
Papiers d'Economie Mathématique et Applications
1999-28, Université Panthéon-Sorbonne (Paris 1).
- Sujoy Mukerji & Jean-Marc Tallon, 2000.
"Ambiguity Aversion and Incompleteness of Financial Markets,"
Economics Series Working Papers
046, University of Oxford, Department of Economics.
[Downloadable!]
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004.
"Ambiguity Aversion, Robustness, and the Variational Representation of Preferences,"
Carlo Alberto Notebooks
12, Collegio Carlo Alberto, revised 2006.
[Downloadable!]
Other versions: - Massimiliano Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2005.
"Cores of non-atomic market games,"
Discussion Papers
0506-10, Columbia University, Department of Economics.
[Downloadable!]
Other versions: - Mayumi Horie, 2007.
"A General Update Rule for Convex Capacities,"
KIER Working Papers
644, Kyoto University, Institute of Economic Research.
[Downloadable!]
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2008.
"Portfolio Selection with Monotone Mean-Variance Preferences,"
Temi di discussione (Economic working papers)
664, Bank of Italy, Economic Research Department.
[Downloadable!]
Other versions:- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004.
"Portfolio Selection with Monotone Mean-Variance Preferences,"
ICER Working Papers - Applied Mathematics Series
27-2004, ICER - International Centre for Economic Research, revised Dec 2004.
[Downloadable!]
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2009.
"Portfolio Selection With Monotone Mean-Variance Preferences,"
Mathematical Finance,
Blackwell Publishing, vol. 19(3), pages 487-521.
[Downloadable!] (restricted)
- Massimo Marinacci & Fabio Maccheroni & Aldo Rustichini & Marco Taboga, 2005.
"Portfolio Selection with Monotone Mean-Variance Preferences,"
Finance
0502014, EconWPA.
[Downloadable!]
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004.
"Portfolio Selection with Monotone Mean-Variance Preferences,"
Carlo Alberto Notebooks
6, Collegio Carlo Alberto, revised 2007.
[Downloadable!]
- Fidel Gonzalez, 2008.
"Precautionary Principle and Robustness for a Stock Pollutant with Multiplicative Risk,"
Environmental & Resource Economics,
European Association of Environmental and Resource Economists, vol. 41(1), pages 25-46, September.
[Downloadable!] (restricted)
- Enrico Diecidue & Peter Wakker & Marcel Zeelenberg, 2007.
"Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory,"
Journal of Risk and Uncertainty,
Springer, vol. 34(3), pages 179-199, June.
[Downloadable!] (restricted)
- Marciano Siniscalchi, 2003.
"A Behavioral Characterization of Plausible Priors,"
Discussion Papers
1365, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Other versions:- Marciano Siniscalchi, 2003.
"A Behavioral Characterization of Plausible Priors,"
Levine's Bibliography
234936000000000064, UCLA Department of Economics.
[Downloadable!]
- Siniscalchi, Marciano, 2006.
"A behavioral characterization of plausible priors,"
Journal of Economic Theory,
Elsevier, vol. 128(1), pages 91-135, May.
[Downloadable!] (restricted)
- Edi Karni, 2005.
"A New Approach to Modeling Decision-Making under Uncertainty and Defining Subjective Probabilities,"
Economics Working Paper Archive
519, The Johns Hopkins University,Department of Economics.
[Downloadable!]
- Frank Riedel, 2007.
"Optimal stopping under ambiguity,"
Working Papers
390, Bielefeld University, Institute of Mathematical Economics.
[Downloadable!]
- Steffen Huck & Rajiv Sarin, 2004.
"Players With Limited Memory,"
Contributions to Theoretical Economics,
Berkeley Electronic Press, vol. 4(1), pages 1109-1109.
[Downloadable!] (restricted)
Other versions: - Dirk Bergemann & Karl Schlag, 2005.
"Robust Monopoly Pricing,"
Cowles Foundation Discussion Papers
1527RR, Cowles Foundation, Yale University, revised Sep 2008.
[Downloadable!]
Other versions: - Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004.
"Rationality of Belief Or Why Bayesianism is neither necessary nor sufficient for rationality,"
PIER Working Paper Archive
04-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Other versions: - Chakravarty Sujoy & Roy Jaideep, 2006.
"Risk, Ambiguity - Gains, Losses,"
IIMA Working Papers
2006-02-06, Indian Institute of Management Ahmedabad, Research and Publication Department.
[Downloadable!]
- Isaac Kleshchelski & Nicolas Vincent, 2007.
"Robust Equilibrium Yield Curves,"
Cahiers de recherche
08-02, HEC Montréal, Institut d'économie appliquée.
[Downloadable!]
- Tan Wang, 2000.
"Updating Rules for Non-Bayesian Preferences,"
Econometric Society World Congress 2000 Contributed Papers
0157, Econometric Society.
[Downloadable!]
- Joao Correia-da-Silva & Carlos Hervés-Beloso, 2006.
"Prudent Expectations Equilibrium in Economies with Uncertain Delivery,"
FEP Working Papers
216, Universidade do Porto, Faculdade de Economia do Porto.
[Downloadable!]
Other versions: - Carlo Zappia, 2008.
"Non-Bayesian decision theory ante-litteram: the case of G. L. S. Shackle,"
Department of Economic Policy, Finance and Development (DEPFID) University of Siena
0408, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
[Downloadable!]
- Stephen G. Cecchetti & Pok-sang Lam & Nelson C. Mark, 2000.
"Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?,"
American Economic Review,
American Economic Association, vol. 90(4), pages 787-805, September.
[Downloadable!] (restricted)
Other versions: - Narayana Kocherlakota, 2007.
"Model fit and model selection,"
Review,
Federal Reserve Bank of St. Louis, issue Jul, pages 349-360.
[Downloadable!]
- Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2001.
"Search under the Knightian Uncertainty,"
CIRJE F-Series
CIRJE-F-112, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
- Michael T. Kiley, 2001.
"An analytical approach to the welfare cost of business cycles and the benefit from activist monetary policy,"
Finance and Economics Discussion Series
2001-41, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Kin Chung Lo, 1998.
"Epistemic Conditions for Agreement and Stochastic Independence of epsilon-Contaminated Beliefs,"
Working Papers
1998_02, York University, Department of Economics.
[Downloadable!]
- Andreas Lehnert & Wayne Passmore, 1999.
"The banking industry and the safety net subsidy,"
Finance and Economics Discussion Series
1999-34, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Guido Cozzi & Paolo E. Giordani, .
"Uncertainty Averse Bank Runners,"
Working Papers
2008_03, Department of Economics, University of Glasgow.
[Downloadable!]
Other versions: - Berliant, Marcus, 2009.
"Misbehavioral urban economics,"
MPRA Paper
14140, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Costis Skiadas, 1991.
"Conditioning and Aggregation of Preferences,"
Discussion Papers
1010, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Liu, Jun & Pan, Jun & Wang, Tan, 2002.
"An Equilibrium Model of Rare Event Premia,"
Working papers
4370-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
[Downloadable!]
- Vincent Feltkamp & Yoram Halevy, 1999.
"- A Bayesian Approach To Uncertainty Aversion,"
Working Papers. Serie AD
1999-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions:- Yoram Halevy & Vincent Feltkamp, .
"A Bayesian Approach to Uncentainty Aversion,"
CARESS Working Papres
99-03, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
[Downloadable!]
- Yoram Halevy & Vincent Feltkamp, 2005.
"A Bayesian Approach to Uncertainty Aversion,"
Review of Economic Studies,
Blackwell Publishing, vol. 72(2), pages 449-466, 04.
[Downloadable!] (restricted)
- Vincent Feltkamp & Yoram Halevy, 2000.
"A Bayesian Approach to Uncertainty Aversion,"
Econometric Society World Congress 2000 Contributed Papers
1125, Econometric Society.
[Downloadable!]
- Feltkamp, Vincent & Halevy, Yoram, 2004.
"A Bayesian Approach to Uncertainty Aversion,"
Micro Theory Working Papers
halevy-04-02-13-07-48-37, Microeconomics.ca Website, revised 08 Jun 2008.
[Downloadable!]
- Yoram Halevy & Vincent Feltkamp, .
"A Bayesian Approach to Uncentainty Aversion,"
Penn CARESS Working Papers
f17f3e2c6ad93e4b53fd58fc9, Penn Economics Department.
[Downloadable!]
- Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo & Siniscalchi, Marciano, 2001.
"A Subjective Spin on Roulette Wheels,"
Working Papers
1127, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Other versions:- Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2001.
"A subjective spin on roulette wheels,"
ICER Working Papers - Applied Mathematics Series
17-2001, ICER - International Centre for Economic Research, revised Aug 2001.
[Downloadable!]
- Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2003.
"A Subjective Spin on Roulette Wheels,"
Econometrica,
Econometric Society, vol. 71(6), pages 1897-1908, November.
[Downloadable!] (restricted)
- Atsushi Kajii & Takashi Ui, 2007.
"Interim Efficient Allocations under Uncertainty,"
KIER Working Papers
642, Kyoto University, Institute of Economic Research.
[Downloadable!]
Other versions: - Larry Epstein & Martin Schneider, 2002.
"Learning Under Ambiguity,"
RCER Working Papers
497, University of Rochester - Center for Economic Research (RCER), revised Mar 2005.
[Downloadable!]
Other versions: - Gary Chamberlain, 2000.
"Econometric applications of maxmin expected utility,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 15(6), pages 625-644.
[Downloadable!]
- Lars Peter Hansen & Thomas J. Sargent, 2005.
"Certainty equivalence and model uncertainty,"
Proceedings,
Board of Governors of the Federal Reserve System (U.S.), pages 17-38.
[Downloadable!]
- Ehud Lehrer, 2005.
"A new integral for capacities,"
Game Theory and Information
0504004, EconWPA.
[Downloadable!]
- John Quiggin, 2007.
"Ambiguity and the Value of Information: An Almost-objective Events Analysis,"
Economic Theory,
Springer, vol. 30(3), pages 409-414, March.
[Downloadable!] (restricted)
- Juan Dubra & Federico Echenique, 2001.
"Monotone Preferences over Information,"
Topics in Theoretical Economics,
Berkeley Electronic Press, vol. 1(1), pages 1033-1033.
[Downloadable!] (restricted)
Other versions: - Kin Chung Lo, 2006.
"A robust definition of possibility for biseparable preferences,"
Economics Bulletin,
Economics Bulletin, vol. 4(37), pages 1-7.
[Downloadable!]
- Marciano Siniscalchi, .
"Vector-Adjusted Expected Utility,"
Working Papers
191, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
- Massimo Marinacci, 2001.
"Probabilistic sophistication and multiple priors,"
ICER Working Papers - Applied Mathematics Series
08-2001, ICER - International Centre for Economic Research.
[Downloadable!]
Other versions: - Kin Chung Lo, 1995.
"Nash Equilibrium without Mutual Knowledge of Rationality,"
Working Papers
ecpap-95-04, University of Toronto, Department of Economics.
[Downloadable!]
- Tigran Melkonyan & Mark Pingle, 2008.
"Ambiguity, Pessimism, and Religious Choice,"
Working Papers
08-002, University of Nevada, Reno, Department of Economics & University of Nevada, Reno , Department of Resource Economics.
[Downloadable!]
- Gert de Cooman & Peter Walley, 2002.
"A possibilistic hierarchical model for behaviour under uncertainty,"
Theory and Decision,
Springer, vol. 52(4), pages 327-374, June.
[Downloadable!] (restricted)
- Werlang, Sérgio Ribeiro da Costa, 2000.
"A Notion Of Subgame Perfect Nash Equilibrium Under Knightian Uncertainty,"
Economics Working Papers (Ensaios Economicos da EPGE)
376, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
- Larry Epstein, 1997.
"Uncertainty Aversion,"
Working Papers
epstein-97-01, University of Toronto, Department of Economics.
[Downloadable!]
- Umberto Cherubini, 1997.
"Fuzzy measures and asset prices: accounting for information ambiguity,"
Applied Mathematical Finance,
Taylor and Francis Journals, vol. 4(3), pages 135-149, September.
[Downloadable!] (restricted)
- Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini Jr., 1997.
"Robust Permanent Income and Pricing,"
Levine's Working Paper Archive
596, David K. Levine.
[Downloadable!]
Other versions:- Lars Hansen & Thomas Sargent & Thomas Tallarini, .
"Robust Permanent Income and Pricing,"
GSIA Working Papers
1997-51, Carnegie Mellon University, Tepper School of Business.
[Downloadable!]
- Hansen, Lars Peter & Sargent, Thomas J & Tallarini, Thomas D, Jr, 1999.
"Robust Permanent Income and Pricing,"
Review of Economic Studies,
Blackwell Publishing, vol. 66(4), pages 873-907, October.
[Downloadable!] (restricted)
- Robert Tetlow & Peter von zur Muehlen, 2004.
"Avoiding Nash Inflation: Bayesian and Robus Responses to Model Uncertainty,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 7(4), pages 869-899, October.
[Downloadable!] (restricted)
Other versions: - Jianjun Miao & Neng Wang, 2004.
"Risk, Uncertainty, and Option Exercise,"
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series
dp-136, Boston University - Department of Economics.
[Downloadable!]
Other versions: - Enrico Diecidue & Dolchai La-ornual, 2009.
"Reconciling support theory and the book-making principle,"
Journal of Risk and Uncertainty,
Springer, vol. 38(3), pages 173-190, June.
[Downloadable!] (restricted)
- Aaron Tornell, 2003.
"Exchange Rate Anomalies Under Model Misspecification: A Mixed Optimal/Robust Approach (January 2003),"
UCLA Economics Online Papers
266, UCLA Department of Economics.
[Downloadable!]
- Halevy, Yoram, 2005.
"Ellsberg Revisited: an Experimental Study,"
Micro Theory Working Papers
halevy-05-07-26-11-51-13, Microeconomics.ca Website, revised 07 Jun 2008.
[Downloadable!]
Other versions: - Stephen G. Cecchetti & Pok-Sang Lam & Nelson Mark, 1998.
"Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?,"
Working Papers
98-04, Ohio State University, Department of Economics.
[Downloadable!]
Other versions: - Lee Lillard & Robert J. Willis, 2001.
"Cognition and Wealth: The Importance of Probabilistic Thinking,"
Working Papers
wp007, University of Michigan, Michigan Retirement Research Center.
[Downloadable!]
- Gomes, F. A. R., 2007.
"The Effect of Future Income Uncertainty in Savings Decision,"
Ibmec Working Papers
wpe_72, Ibmec Working Paper, Ibmec São Paulo.
[Downloadable!]
- Alexander Zimper, 2007.
"Strategic games with security and potential level players,"
Theory and Decision,
Springer, vol. 63(1), pages 53-78, August.
[Downloadable!] (restricted)
- Takashi Hayashi, 2008.
"Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret,"
KIER Working Papers
659, Kyoto University, Institute of Economic Research.
[Downloadable!]
- Scott Condie, 2008.
"Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity,"
Economic Theory,
Springer, vol. 36(1), pages 81-108, July.
[Downloadable!] (restricted)
- GIERLINGER, Johannes & GOLLIER, Christian, 2008.
"Socially Efficient Discounting under Ambiguity Aversion,"
IDEI Working Papers
561, Institut d'Économie Industrielle (IDEI), Toulouse.
[Downloadable!]
- Kin Chung Lo, 1995.
"Equilibrium in Beliefs Under Uncertainty,"
Working Papers
ecpap-95-02, University of Toronto, Department of Economics.
[Downloadable!]
Other versions: - Marco Dall'Aglio & Fabio Maccheroni, 2007.
"Disputed Lands,"
Carlo Alberto Notebooks
58, Collegio Carlo Alberto.
[Downloadable!]
- Eddie Dekel & Barton L. Lipman, 2009.
"How (Not) to Do Decision Theory,"
Levine's Working Paper Archive
814577000000000339, David K. Levine.
[Downloadable!]
- Lutgens, Frank & Schotman, Peter C, 2007.
"Robust Portfolio Optimisation with Multiple Experts,"
CEPR Discussion Papers
6161, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Larry G. Epstein, 2001.
"Sharing Ambiguity,"
American Economic Review,
American Economic Association, vol. 91(2), pages 45-50, May.
[Downloadable!] (restricted)
- Robert Nau, 2001.
"De Finetti was Right: Probability Does Not Exist,"
Theory and Decision,
Springer, vol. 51(2), pages 89-124, December.
[Downloadable!] (restricted)
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004.
"Variational representation of preferences under ambiguity,"
ICER Working Papers - Applied Mathematics Series
05-2004, ICER - International Centre for Economic Research.
[Downloadable!]
- Epstein, L.G., 1999.
"Are Probabilities Used in Markets?,"
RCER Working Papers
464, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
Other versions: - GHIRARDATO, Paolo & LE BRETON, Michel, 1999.
"Choquet rationality,"
CORE Discussion Papers
1999012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!]
- Ehud Lehrer, 2009.
"A new integral for capacities,"
Economic Theory,
Springer, vol. 39(1), pages 157-176, April.
[Downloadable!] (restricted)
- Marco Taboga, 2005.
"Portfolio Selection with Two-Stage Preferences,"
Finance
0506009, EconWPA.
[Downloadable!]
Other versions: - Marcus Berliant & Hideo Konishi, 2004.
"Salience: Agenda Choices by Competing Candidates,"
Game Theory and Information
0407003, EconWPA.
[Downloadable!]
Other versions: - Larry G. Epstein & Massimo Marinacci & Seo Kyoungwon, 2006.
"Coarse Contingencies,"
Carlo Alberto Notebooks
4, Collegio Carlo Alberto, revised 2007.
[Downloadable!]
Other versions: - Jürgen Eichberger & David Kelsey, 2007.
"Ambiguity,"
Working Papers
0448, University of Heidelberg, Department of Economics, revised Jul 2007.
[Downloadable!]
Other versions: - Q. Farooq Akram & Yakov Ben-Haim & Øyvind Eitrheim, 2006.
"Managing uncertainty through robust-satisficing monetary policy,"
Working Paper
2006/10, Norges Bank.
[Downloadable!]
- Azrieli, Yaron & Teper, Roee, 2009.
"Uncertainty aversion and equilibrium existence in games with incomplete information,"
MPRA Paper
17615, University Library of Munich, Germany.
[Downloadable!]
- Alberto Naudon & MatÃas Tapia, 2004.
"Ignorance, Fixed Costs, and the Stock Market Participation Puzzle,"
Econometric Society 2004 Latin American Meetings
252, Econometric Society.
[Downloadable!]
Other versions: - Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002.
"Coping with imprecise information : a decision theoretic approach,"
Cahiers de la Maison des Sciences Economiques
v04056, Université Panthéon-Sorbonne (Paris 1), revised May 2004.
[Downloadable!]
Other versions: - Sebastian Maaβ, 2002.
"Exact functionals and their core,"
Statistical Papers,
Springer, vol. 43(1), pages 75-93, January.
[Downloadable!] (restricted)
- Massimiliano Amarante, 2004.
"States, models and unitary equivalence I: Representation theorems and analogical reasoning,"
Discussion Papers
0405-10, Columbia University, Department of Economics.
[Downloadable!]
- Lars Peter Hansen, 2007.
"Beliefs, Doubts and Learning: Valuing Economic Risk,"
NBER Working Papers
12948, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Simon Grant & Atsushi Kajii, 2005.
"Probabilistically Sophisticated Multiple Priors,"
KIER Working Papers
608, Kyoto University, Institute of Economic Research.
[Downloadable!]
- R. Luce & A. Marley, 2005.
"Ranked Additive Utility Representations of Gambles: Old and New Axiomatizations,"
Journal of Risk and Uncertainty,
Springer, vol. 30(1), pages 21-62, January.
[Downloadable!] (restricted)
- Atsushi Kajii & Takashi Ui, 2004.
"Trade with Heterogeneous Multiple Priors,"
KIER Working Papers
582, Kyoto University, Institute of Economic Research.
[Downloadable!]
- Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004.
"Rationality of Belief Or: Why Savage's axioms are neither necessary nor sufficient for rationality, Second Version,"
PIER Working Paper Archive
08-043, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Dec 2008.
[Downloadable!]
Other versions: - Hengjie Ai, 2005.
"Smooth nonexpected utility without state independence,"
Working Papers
637, Federal Reserve Bank of Minneapolis.
[Downloadable!]
- Heller, Yuval, 2009.
"Justifiable choice,"
MPRA Paper
15645, University Library of Munich, Germany.
[Downloadable!]
- Bryan R. Routledge & Stanley E. Zin, 2000.
"Model Uncertainty and Liquidity,"
Econometric Society World Congress 2000 Contributed Papers
1617, Econometric Society.
[Downloadable!]
Other versions:- Bryan R. Routledge & Stanley E. Zin, 2001.
"Model Uncertainty and Liquidity,"
NBER Working Papers
8683, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Bryan Routledge & Stanley Zin, 2009.
"Model Uncertainty and Liquidity,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 543-566, October.
[Downloadable!] (restricted)
- Bryan R. Routledge, Stanley E. Zin, 2000.
"Model Uncertainity And Liquidity,"
Computing in Economics and Finance 2000
368, Society for Computational Economics.
- Bryan Routledge & Stanley Zin, .
"Model Uncertainty and Liquidity,"
GSIA Working Papers
2001-E17, Carnegie Mellon University, Tepper School of Business.
[Downloadable!]
- Guiso, Luigi & Sapienza, Paola & Zingales, Luigi, 2005.
"Trusting the Stock Market,"
CEPR Discussion Papers
5288, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:- Luigi Guiso & Paola Sapienza & Luigi Zingales, 2008.
"Trusting the Stock Market,"
Journal of Finance,
American Finance Association, vol. 63(6), pages 2557-2600, December.
[Downloadable!] (restricted)
- Luigi Guiso & Paola Sapienza & Luigi Zingales, 2005.
"Trusting the Stock Market,"
CFS Working Paper Series
2005/27, Center for Financial Studies.
[Downloadable!]
- Luigi Guiso & Paola Sapienza & Luigi Zingales, 2005.
"Trusting the Stock Market,"
NBER Working Papers
11648, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Luca Rigotti & Chris Shannon, 2001.
"Uncertainty and Risk in Financial Markets,"
Department of Economics, Working Paper Series
1000, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!]
Other versions: - Cesaltina Pacheco Pires, 2002.
"A Rule For Updating Ambiguous Beliefs,"
Theory and Decision,
Springer, vol. 53(2), pages 137-152, September.
[Downloadable!] (restricted)
- A. Hakan Kara, 2003.
"Optimal Monetary Policy, Commitment, and Imperfect Credibility,"
Working Papers
0301, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
- Massimiliano Amarante, 2003.
"Ambiguous Events,"
Discussion Papers
0304-04, Columbia University, Department of Economics.
[Downloadable!]
- Marcello Basili & Stefano Dalle Mura, 2004.
"Ambiguity and macroeconomics:a rationale for price stickiness,"
Department of Economics University of Siena
428, Department of Economics, University of Siena.
[Downloadable!]
- David Backus & Bryan Routledge & Stanley Zin, 2004.
"Exotic Preferences for Macroeconomists,"
NBER Working Papers
10597, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005.
"Exotic Preferences for Macroeconomists,"
NBER Chapters,
in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414
National Bureau of Economic Research, Inc.
[Downloadable!]
- David Backus & Bryan Routledge & Stanley Zin, 2004.
"Exotic Preferences for Macroeconomists,"
Working Papers
04-20, New York University, Leonard N. Stern School of Business, Department of Economics.
[Downloadable!]
- Umberto Cherubini & Giovanni Della Lunga, 2001.
"Liquidity and credit risk,"
Applied Mathematical Finance,
Taylor and Francis Journals, vol. 8(2), pages 79-95, May.
[Downloadable!] (restricted)
- Andre Palma & Moshe Ben-Akiva & David Brownstone & Charles Holt & Thierry Magnac & Daniel McFadden & Peter Moffatt & Nathalie Picard & Kenneth Train & Peter Wakker & Joan Walker, 2008.
"Risk, uncertainty and discrete choice models,"
Marketing Letters,
Springer, vol. 19(3), pages 269-285, December.
[Downloadable!] (restricted)
Other versions:- André de Palma & Moshe Ben-Akiva & David Brownstone & Charles Holt & Thierry Magnac & Daniel McFadden & Peter Moffatt & Nathalie Picard & Kenneth Train & Peter Wakker & Joan Walker, 2008.
"Risk, Uncertainty and Discrete Choice Models,"
THEMA Working Papers
2008-02, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!]
- Adam Cagliarini & Alexandra Heath, 2000.
"Monetary Policy-making in the Presence of Knightian Uncertainty,"
RBA Research Discussion Papers
rdp2000-10, Reserve Bank of Australia.
[Downloadable!]
- Zimper, Alexander, 2004.
"On the Existence of Strategic Solutions for Games with Security- and Potential Level Players,"
Sonderforschungsbereich 504 Publications
04-04, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
- Alexander Schied, 2007.
"Optimal investments for risk- and ambiguity-averse preferences: a duality approach,"
Finance and Stochastics,
Springer, vol. 11(1), pages 107-129, January.
[Downloadable!] (restricted)
Other versions: - Grant, Simon & Eichberger, Jürgen & Kelsey, David, 2004.
"CEU Preferences and Dynamic Consistency,"
Sonderforschungsbereich 504 Publications
04-47, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
Other versions: - Ludovic Renou & Karl Schlag, 2008.
"Minimax regret and strategic uncertainty,"
Economics Working Papers
1087, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Other versions: - Tatjana Chudjakow & Jörg Vorbrink, 2009.
"Exercise Strategies for American Exotic Options under Ambiguity,"
Working Papers
421, Bielefeld University, Institute of Mathematical Economics.
[Downloadable!]
- Wen-Fang Liu, 1998.
"Heterogeneous Agent Economies with Knightian Uncertainty,"
Discussion Papers in Economics at the University of Washington
0053, Department of Economics at the University of Washington.
[Downloadable!]
- Raman Uppal & Lorenzo Garlappi & Tan Wang, 2004.
"Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach,"
Money Macro and Finance (MMF) Research Group Conference 2004
54, Money Macro and Finance Research Group.
[Downloadable!]
- Cozzi, Guido & Giordani, Paolo & Zamparelli, Luca, 2006.
"An Uncertainty-Based Explanation of Symmetric,"
Sonderforschungsbereich 504 Publications
06-08, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
- Guido, Cataife, 2007.
"The pronouncements of paranoid politicians,"
MPRA Paper
4473, University Library of Munich, Germany.
[Downloadable!]
- Vasco Cúrdia, 2008.
"Optimal monetary policy under sudden stops,"
Staff Reports
323, Federal Reserve Bank of New York.
[Downloadable!]
- Massimiliano Amarante, 2006.
"States, models and information: A reconsideration of Ellsberg's paradox,"
Discussion Papers
0506-18, Columbia University, Department of Economics.
[Downloadable!]
- Larry Epstein & Igor Kopylov, 2006.
"Cognitive Dissonance and Choice,"
RCER Working Papers
525, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
- Andreas Lehnert & Wayne Passmore, 1999.
"Pricing systemic crises: monetary and fiscal policy when savers are uncertain,"
Finance and Economics Discussion Series
1999-33, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Roman Kozhan & Michael Zarichnyi, 2008.
"Nash equilibria for games in capacities,"
Economic Theory,
Springer, vol. 35(2), pages 321-331, May.
[Downloadable!] (restricted)
- Klaus Adam, 2003.
"On the Relation between Robust and Bayesian Decision Making,"
CFS Working Paper Series
2003/02, Center for Financial Studies.
[Downloadable!]
Other versions:- Adam, Klaus, 2004.
"On the relation between robust and Bayesian decision making,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 28(10), pages 2105-2117, September.
[Downloadable!] (restricted)
- Klaus Adam, 2001.
"On the Relation between Robust and Bayesian Decision Making,"
CSEF Working Papers
68, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
- Klaus Nehring, 2006.
"Decision-Making in the Context of Imprecise Probabilistic Beliefs,"
Economics Working Papers
0034, Institute for Advanced Study, School of Social Science.
[Downloadable!]
- Jack Stecher & Radhika Lunawat & Kira Pronin & John Dickhaut, 2007.
"Decision Making and Trade without Probabilities,"
CIRANO Working Papers
2007s-21, CIRANO.
[Downloadable!]
- Takao Asano, 2004.
"Portfolio Inertia and [Epsilon]-Contaminations,"
ISER Discussion Paper
0610, Institute of Social and Economic Research, Osaka University.
[Downloadable!]
- Ramon Casadesus-Masanell & Peter Klibanoff & Emre Ozdenoren, 1998.
"Maximum Expected Utility over Savage Acts with a Set of Priors,"
Discussion Papers
1218, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2002.
"An Axiomatic Approach to ƒÃ-contamination,"
CIRJE F-Series
CIRJE-F-183, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
- Chaiki Hara & Atsushi Kajii, 2004.
"Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs,"
KIER Working Papers
590, Kyoto University, Institute of Economic Research.
[Downloadable!]
- Tatjana Chudjakow & Frank Riedel, 2009.
"The Best Choice Problem under ambiguity,"
Working Papers
413, Bielefeld University, Institute of Mathematical Economics.
[Downloadable!]
- Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2005.
"Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach,"
CEPR Discussion Papers
5148, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Lars Peter Hansen & Thomas J. Sargent, 2001.
"Robust Control and Model Uncertainty,"
American Economic Review,
American Economic Association, vol. 91(2), pages 60-66, May.
[Downloadable!] (restricted)
- Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2002.
"Economics of Self-Feeding Fear,"
CIRJE F-Series
CIRJE-F-175, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
- Guido Cozzi & Paolo E. Giordani, .
"Ambiguity Attitude, R&D Investments and Economic Growth,"
Working Papers
2008_06, Department of Economics, University of Glasgow.
[Downloadable!]
- Raghu Suryanarayanan, 2006.
"A Model of Anticipated Regret and Endogenous Beliefs,"
CSEF Working Papers
161, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
[Downloadable!]
- Giannis Vardas & Anastasios Xepapadeas, 2004.
"Uncertainty Aversion and Robust Portfolio Choices,"
Working Papers
0408, University of Crete, Department of Economics.
[Downloadable!]
- Michael Margolis & Eric Nævdal, 2008.
"Safe Minimum Standards in Dynamic Resource Problems: Conditions for Living on the Edge of Risk,"
Environmental & Resource Economics,
European Association of Environmental and Resource Economists, vol. 40(3), pages 401-423, July.
[Downloadable!] (restricted)
Other versions: - Colin Stewart, 2009.
"Nonmanipulable Bayesian Testing,"
Working Papers
tecipa-360, University of Toronto, Department of Economics.
[Downloadable!]
- Keiichiro KOBAYASHI, 2005.
"Forbearance Impedes Confidence Recovery (Revised),"
Discussion papers
05002, Research Institute of Economy, Trade and Industry (RIETI).
[Downloadable!]
- Luis H. R. Alvarez, 2007.
"Knightian Uncertainty, k-Ignorance, and Optimal Timing,"
Discussion Papers
25, Aboa Centre for Economics.
[Downloadable!]
- Marciano Siniscalchi, 2001.
"Bayesian Updating for General Maxmin Expected Utility Preferences,"
Discussion Papers
1366, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Massimiliano Amarante & Emel Filiz, 2004.
"Ambiguous events and Maxmin Expected Utility,"
Discussion Papers
0405-09, Columbia University, Department of Economics.
[Downloadable!]
Other versions: - Sujoy Mukerji & Hyun Song Shin, 2002.
"Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility,"
Advances in Theoretical Economics,
Berkeley Electronic Press, vol. 2(1), pages 1011-1011.
[Downloadable!] (restricted)
Other versions: - Fabrizio Zampolli, .
"Optimal monetary policy in a regime-switching economy: the response to abrupt shifts in exchange rate dynamics,"
Bank of England working papers
297, Bank of England.
[Downloadable!]
- Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2005.
"Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach,"
CEPR Discussion Papers
5041, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Ortoleva, Pietro, 2008.
"Status Quo Bias, Multiple Priors and Uncertainty Aversion,"
MPRA Paper
12243, University Library of Munich, Germany.
[Downloadable!]
- Jean-Philippe Lefort, 2006.
"Comparison of experts in the non-additive case,"
Cahiers de la Maison des Sciences Economiques
b06088, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
- John D Hey & Gianna Lotito & Anna Maffioletti, 2008.
"The Descriptive and Predictive Adequacy of Theories of Decision Making Under Uncertainty/Ambiguity,"
Discussion Papers
08/04, Department of Economics, University of York.
[Downloadable!]
- Katsutoshi Wakai, 2007.
"Aggregation under homogeneous ambiguity: a two-fund separation result,"
Economic Theory,
Springer, vol. 30(2), pages 363-372, February.
[Downloadable!] (restricted)
- Pietro Veronesi, .
"Belief-dependent Utilities, Aversion to State-Uncertainty and Asset Prices,”,"
CRSP working papers
529, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
[Downloadable!]
- Lars Peter Hansen & Thomas J. Sargent, 2001.
"Acknowledging Misspecification in Macroeconomic Theory,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 4(3), pages 519-535, July.
[Downloadable!] (restricted)
- Peter Bossaerts & Paolo Ghirardato & Serena Guarnaschelli & William R. Zame, 2006.
"Ambiguity in Asset Markets: Theory and Experiment,"
Carlo Alberto Notebooks
27, Collegio Carlo Alberto, revised 2009.
[Downloadable!]
- A. Hakan Kara, 2004.
"Optimal Monetary Policy, Commitment, and Imperfect Credibility,"
Central Bank Review,
Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 4(1), pages 31-66.
[Downloadable!]
- Massimiliano Amarante & Fabio Maccheroni, 2004.
"The Knob of the Discord,"
Discussion Papers
0405-14, Columbia University, Department of Economics.
[Downloadable!]
- Brigitte Godbillon-Camus, 2003.
"Subjective evaluation, ambiguity and relational contracts,"
Working Papers of LaRGE (Laboratoire de Recherche en Gestion et Economie)
2003-03, Laboratoire de Recherche en Gestion et Economie, Université de Strasbourg (France).
[Downloadable!]
- Marie-Louise Vierø, 2006.
"Exactly What Happens After the Anscombe-Aumann Race? Representing Preferences in Vague Environments,"
Working Papers
1094, Queen's University, Department of Economics.
[Downloadable!]
- Zvi Safra & Uzi Segal, 2005.
"Are Universal Preferences Possible? Calibration Results for Non-Expected Utility Theories,"
Boston College Working Papers in Economics
633, Boston College Department of Economics.
[Downloadable!]
- Massimo Marinacci & Fabio Maccheroni, 2002.
"How to cut a pizza fairly: fair division with descreasing marginal evaluations,"
ICER Working Papers - Applied Mathematics Series
23-2002, ICER - International Centre for Economic Research.
[Downloadable!]
Other versions: - Chambers, Christopher P. & Echenique, Federico, .
"When does aggregation reduce uncertainty aversion?,"
Working Papers
1299, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
- Mark Machina, 2002.
"Robustifying the Classical Model of Risk Preferences and Beliefs,"
University of California at San Diego, Economics Working Paper Series
2002-06, Department of Economics, UC San Diego.
[Downloadable!]
- Wiebke Wittmüß, 2006.
"Robust Optimization of Consumption with Random Endowment,"
SFB 649 Discussion Papers
SFB649DP2006-063, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
- Robert Chambers & Tigran Melkonyan, 2008.
"Eliciting beliefs,"
Theory and Decision,
Springer, vol. 65(4), pages 271-284, December.
[Downloadable!] (restricted)
- Fabio Trojani & Markus Leippold & Paolo Vanini, 2005.
"Learning and Asset Prices under Ambiguous Information,"
University of St. Gallen Department of Economics working paper series 2005
2005-03, Department of Economics, University of St. Gallen.
[Downloadable!]
Other versions: - Xiaoxian Ma & Qingzhen Zhao & Jilin Qu, 2008.
"Robust portfolio optimization with a generalized expected utility model under ambiguity,"
Annals of Finance,
Springer, vol. 4(4), pages 431-444, October.
[Downloadable!] (restricted)
- A. Hakan Kara, 2002.
"Robust Targeting Rules for Monetary Policy,"
Discussion Papers
0208, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
- Vardas, Giannis & XEPAPADEAS, Anastasios, 2008.
"Model Uncertainty, Ambiguity and the Precautionary Principle: Implications for Biodiversity Management,"
MPRA Paper
10236, University Library of Munich, Germany.
[Downloadable!]
- Marc Giannoni, 2006.
"Robust Optimal Policy in a Forward-Looking Model with Parameter and Shock Uncertainty,"
NBER Working Papers
11942, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Jan Werner, 2009.
"Risk and risk aversion when states of nature matter,"
Economic Theory,
Springer, vol. 41(2), pages 231-246, November.
[Downloadable!] (restricted)
- Haven, Emmanuel, 2008.
"Elementary Quantum Mechanical Principles and Social Science: Is There a Connection?,"
Journal for Economic Forecasting,
Institute for Economic Forecasting, vol. 5(1), pages 41-58, March.
[Downloadable!]
- Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006.
"Beliefs and Dynamic Consistency,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
hal-00306458_v1, HAL.
[Downloadable!]
- Martins-da-Rocha, V. F., 2009.
"Interim efficiency with MEU-preferences,"
Economics Working Papers (Ensaios Economicos da EPGE)
696, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
- Marcello Basili & Carlo Zappia, 2005.
"Ambiguity and uncertainty in Ellsberg and Shackle,"
Department of Economics University of Siena
460, Department of Economics, University of Siena.
[Downloadable!]
- Sujoy Mukerji, 2003.
"Ambiguity Aversion and Cost-Plus Procurement Contracts,"
Economics Series Working Papers
171, University of Oxford, Department of Economics.
[Downloadable!]
Other versions: - Tania Bouglet & Thomas Lanzi & Jean-Christophe Vergnaud, 2006.
"Incertitude scientifique et décision publique: le recours au Principe de Précaution,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00150931_v1, HAL.
[Downloadable!]
Other versions: - Siddiqi, Hammad, 2006.
"Belief merging and revision under social influence: An explanation for the volatility clustering puzzle,"
MPRA Paper
657, University Library of Munich, Germany.
[Downloadable!]
- André Lapied & Pascal Tocquebeuf, 2007.
"Consistent Dynamice Choice And Non-Expected Utility Preferences,"
Working Papers
halshs-00353880_v1, HAL.
[Downloadable!]
Other versions:
- Schmeidler, David, 1989.
"Subjective Probability and Expected Utility without Additivity,"
Econometrica,
Econometric Society, vol. 57(3), pages 571-87, May.
[Downloadable!] (restricted)
Cited by:
- Francis C. Chu & Joseph Y. Halpern, 2004.
"Great expectations. Part II: Generalized expected utility as a universal decision rule,"
Game Theory and Information
0411004, EconWPA.
[Downloadable!]
- Itzhak Gilboa & David Schmeidler, 1993.
"Case-Based Knowledge Representation,"
Discussion Papers
1053, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Brink, R. van den & Ruys, P.H.M. & Semenov, R., 1999.
"Governance of clubs and firms with cultural dimensions,"
Discussion Paper
101, Tilburg University, Center for Economic Research.
[Downloadable!]
- Joshua Aizenman & Nancy Marion, 1995.
"Volatility, Investment and Disappointment Aversion,"
NBER Working Papers
5386, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Robert Kast & André Lapied & Pascal Toquebeuf, 2008.
"Updating Choquet Integrals , Consequentialism and Dynamic Consistency,"
ICER Working Papers - Applied Mathematics Series
04-2008, ICER - International Centre for Economic Research.
[Downloadable!]
- Brown, Gordon D. A. & Gardner, Jonathan & Oswald, Andrew & Qian, Jing, 2005.
"Does Wage Rank Affect Employees’ Wellbeing?,"
IZA Discussion Papers
1505, Institute for the Study of Labor (IZA).
[Downloadable!]
- Ok, Efe A. & Zhou, Lin, 1997.
"The Choquet Bargaining Solutions,"
Working Papers
97-36, C.V. Starr Center for Applied Economics, New York University.
[Downloadable!]
Other versions: - André Lapied & Robert Kast, 2005.
"Updating Choquet valuation and discounting information arrivals,"
Working Papers
05-09, LAMETA, Universtiy of Montpellier, revised Jan 2005.
[Downloadable!]
Other versions: - Woodward, Richard T., 1998.
"Should Agricultural And Resource Economists Care That The Subjective Expected Utility Hypothesis Is False?,"
1998 Annual meeting, August 2-5, Salt Lake City, UT
20941, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
- Chambers, Christopher P. & Hayashi, Takashi, 2005.
"Bayesian consistent prior selection,"
Working Papers
1238, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Other versions: - Jean-Yves Jaffray & Meglena Jeleva, 2004.
"How to deal with partially analyzed acts? A proposal,"
Cahiers de la Maison des Sciences Economiques
v04098, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
- Claude Henry & Marc Henry, 2002.
"Formalization and applications of the Precautionary Principle,"
Working Papers
hal-00243001_v1, HAL.
[Downloadable!]
Other versions: - Chambers, Christopher P. & Echenique, Federico, .
"Supermodularizability,"
Working Papers
1248, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
- Biung-Ghi Ju, 2003.
"Strategy-Proof Risk Sharing,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200305, University of Kansas, Department of Economics, revised Apr 2003.
[Downloadable!]
Other versions: - Ghirardato, Paolo & Katz, Jonathan N., 2000.
"Indecision Theory: Explaining Selective Abstention in Multiple Elections,"
Working Papers
1106, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
- Francis C. Chu & Joseph Y. Halpern, 2004.
"Great Expectations. Part I: On the Customizability of Generalized Expected Utility,"
Game Theory and Information
0411003, EconWPA.
[Downloadable!]
Other versions: - Jürgen Eichberger & David Kelsey & Burkhard C. Schipper, 2005.
"Ambiguity and Social Interaction,"
Discussion Papers
59, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
[Downloadable!]
Other versions:- Eichberger, Jurgen & Kelsey, Davis & Schipper, Burkhard, 2007.
"Ambiguity and Social Interaction,"
Working Papers
05-36, University of California at Davis, Department of Economics.
[Downloadable!]
- Juergen Eichberger & David Kelsey & Burkhard C. Schipper, 2003.
"Ambiguity and Social Interaction,"
Bonn Econ Discussion Papers
bgse23_2003, University of Bonn, Germany.
[Downloadable!]
- Eichberger, Jürgen & Kelsey, David & Schipper, Burkhard, 2003.
"Ambiguity and Social Interaction,"
Sonderforschungsbereich 504 Publications
03-30, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
- Jürgen Eichberger & David Kelsey & Burkhard C. Schipper, 2007.
"Ambiguity and Social Interaction,"
Working Papers
0443, University of Heidelberg, Department of Economics, revised May 2007.
[Downloadable!]
- Jürgen Eichberger & David Kelsey & Burkhard C. Schipper, 2009.
"Ambiguity and social interaction,"
Oxford Economic Papers,
Oxford University Press, vol. 61(2), pages 355-379, April.
[Downloadable!] (restricted)
- Eichberger, Jürgen & Kelsey, David & Schipper, Burkhard, 2007.
"Ambiguity and Social Interaction,"
Sonderforschungsbereich 504 Publications
07-19, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
- Bailey, Ralph W. & Eichberger, Jürgen & Kelsey, David, 2004.
"Ambiguity and Public Good Provision in Large Societies,"
Sonderforschungsbereich 504 Publications
04-54, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
Other versions: - LANGE Andreas & TREICH Nicolas, 2007.
"Uncertainty, Learning and Ambiguity in Economic Models on Climate Policy: Some Classical Results and New Directions,"
Working Papers
07.16.237, LERNA, University of Toulouse.
[Downloadable!]
- Hild, Matthias, 2001.
"The Instability of Robust Aggregation,"
Working Papers
1113, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
- Cary Deck & Harris Schlesinger, 2008.
"Exploring Higher-Order Risk Effects,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
- Julian Jamison & Dean S. Karlan, 2005.
"When Curiosity Kills the Profits: an Experimental Examination,"
Experimental
0505001, EconWPA.
[Downloadable!]
- Carmela Mauro, 2008.
"Uncertainty Aversion Vs. Competence: An Experimental Market Study,"
Theory and Decision,
Springer, vol. 64(2), pages 301-331, March.
[Downloadable!] (restricted)
- R. Luce, 2005.
"Measurement analogies: comparisons of behavioral and physical measures,"
Psychometrika,
Springer, vol. 70(2), pages 227-251, June.
[Downloadable!] (restricted)
- Alexander Ludwig & Alexander Zimper, 2004.
"Rational Expectations and Ambiguity: A Comment on Abel,"
MEA discussion paper series
04066, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim.
[Downloadable!]
Other versions: - Klaus Nehring, 2006.
"Bernoulli Without Bayes: A Theory of Utility-Sophisticated Preferences under Ambiguity,"
Economics Working Papers
0072, Institute for Advanced Study, School of Social Science.
[Downloadable!]
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2006.
"Recursive Smooth Ambiguity Preferences,"
Carlo Alberto Notebooks
17, Collegio Carlo Alberto, revised 2008.
[Downloadable!]
- Jean-Marc Tallon & Sujoy Mukerji, 2004.
"Ambiguity aversion and the absence of wage indexation,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00174562_v1, HAL.
[Downloadable!]
Other versions:- Mukerji, Sujoy & Tallon, Jean-Marc, 2004.
"Ambiguity aversion and the absence of wage indexation,"
Journal of Monetary Economics,
Elsevier, vol. 51(3), pages 653-670, April.
[Downloadable!] (restricted)
- Sujoy Mukerji & Jean-Marc Tallon, 2002.
"Ambiguity Aversion and the Absence of Wage Indexation,"
Economics Series Working Papers
111, University of Oxford, Department of Economics.
[Downloadable!]
- Joshua Aizenman, 1995.
"Investment in New Activities and the Welfare Cost of Uncertainty,"
NBER Working Papers
5041, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Jürgen Eichberger & David Kelsey & Burkhard Schipper, 2008.
"Granny Versus Game Theorist: Ambiguity in Experimental Games,"
Theory and Decision,
Springer, vol. 64(2), pages 333-362, March.
[Downloadable!] (restricted)
Other versions: - Matthew Ryan, 2001.
"Capacity Updating Rules and Rational Belief Change,"
Theory and Decision,
Springer, vol. 51(1), pages 73-87, August.
[Downloadable!] (restricted)
- Christopher J.Tyson, 2005.
"Axiomatic Foundations for Satisficing Behavior,"
Economics Papers
2005-W03, Economics Group, Nuffield College, University of Oxford.
[Downloadable!]
- Kin Chung Lo, 1995.
"Extensive Form Games with Uncertainty Averse Players,"
Working Papers
ecpap-95-03, University of Toronto, Department of Economics.
[Downloadable!]
Other versions: - Daniel Hernandez–Hernandez & Alexander Schied, 2006.
"A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties,"
SFB 649 Discussion Papers
SFB649DP2006-061, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
[Downloadable!]
- Atsushi Kajii & Takashi Ui, 2004.
"Agreeable Bets with Multiple Priors,"
KIER Working Papers
581, Kyoto University, Institute of Economic Research.
[Downloadable!]
Other versions: - Nicola Giocoli, 2006.
"Do prudent agents play lotteries? Von Neumann's contribution to the theory of rational behavior,"
Journal of the History of Economic Thought,
Taylor and Francis Journals, vol. 28(1), pages 95-109, March.
[Downloadable!] (restricted)
- Nicolas Treich, 2008.
"The Value of a Statistical Life under Ambiguity Aversion,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: - Ghirardato, Paolo & Marinacci, Massimo, 2000.
"Risk, Ambigity and the Separation of Utility and Beliefs,"
Working Papers
1085, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Other versions:- Massimo Marinacci & Paolo Ghirardato, 2001.
"Risk, ambiguity, and the separation of utility and beliefs,"
ICER Working Papers - Applied Mathematics Series
21-2001, ICER - International Centre for Economic Research.
[Downloadable!]
- Paolo Ghirardato & Massimo Marinacci, 2000.
"Risk, Ambiguity, and the Separation of Utility and Beliefs,"
Levine's Bibliography
7616, UCLA Department of Economics.
[Downloadable!]
- Paolo Ghirardato & Massimo Marinacci, 2000.
"Risk, Ambiguity and the Separation of Utility and Beliefs,"
Econometric Society World Congress 2000 Contributed Papers
1143, Econometric Society.
[Downloadable!]
- Kim C. Border & Uzi Segal, 2001.
"Coherent Odds and Subjective Probability,"
Boston College Working Papers in Economics
513, Boston College Department of Economics.
[Downloadable!]
Other versions: - Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2002.
"Irreversible Investment and Knightian Uncertainty,"
CIRJE F-Series
CIRJE-F-176, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
- Haluk Ergin & Faruk Gul, 2003.
"A Subjective Theory of Compound Lotteries,"
Levine's Bibliography
506439000000000406, UCLA Department of Economics.
[Downloadable!]
Other versions: - Marcello Basili & Carlo Zappia, 2007.
"The weight of argument and non-additive measures: a note,"
Department of Economic Policy, Finance and Development (DEPFID) University of Siena
003, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
[Downloadable!]
- Melenberg, Bertrand & Polbennikov, Simon, 2005.
"Testing for mean-coherent regular risk spanning,"
Discussion Paper
99, Tilburg University, Center for Economic Research.
[Downloadable!]
- Chenghu Ma, 2001.
"A No-Trade Theorem under Knightian Uncertainty with General Preferences,"
Theory and Decision,
Springer, vol. 51(2), pages 173-181, December.
[Downloadable!] (restricted)
- Alexander Schied & Ching-Tang Wu, 2005.
"Duality theory for optimal investments under model uncertainty,"
SFB 649 Discussion Papers
SFB649DP2005-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany, revised Sep 2005.
[Downloadable!]
- Ludwig, Alexander & Zimper, Alexander, 2004.
"Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers,"
Sonderforschungsbereich 504 Publications
04-31, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
Other versions:- Alexander Ludwig & Alexander Zimper, 2004.
"Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers,"
MEA discussion paper series
04060, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim.
[Downloadable!]
- Alexander Ludwig & Alexander Zimper, 2004.
"Investment Behavior under Ambiguity: The Case of Pessimistic Decision Makers,"
MEA discussion paper series
04060, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim.
[Downloadable!]
- Ludwig, Alexander & Zimper, Alexander, 2006.
"Investment behavior under ambiguity: The case of pessimistic decision makers,"
Mathematical Social Sciences,
Elsevier, vol. 52(2), pages 111-130, September.
[Downloadable!] (restricted)
- Alonso, Irasema & Prado, Jr., Jose Mauricio, 2007.
"Ambiguity Aversion, the Equity Premium and the Welfare Costs of Business Cycles,"
Seminar Papers
752, Stockholm University, Institute for International Economic Studies.
[Downloadable!]
- Marciano Siniscalchi, 2006.
"Dynamic Choice Under Ambiguity,"
Discussion Papers
1430, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Shin-ichi Fukuda, 2001.
"A Model of Keynesian under Knightian Uncertainty,"
CIRJE F-Series
CIRJE-F-115, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
- Felipe Zurita, 2004.
"Essays on Speculation,"
Levine's Working Paper Archive
618897000000000849, David K. Levine.
[Downloadable!]
- Michel Grabisch & Christophe Labreuche, 2002.
"The Symmetric and Asymmetric Choquet integrals on finite spaces fordecision making,"
Post-Print
halshs-00273184_v1, HAL.
[Downloadable!]
Other versions: - Eichberger, Jürgen & Kelsey, David, 2008.
"Are the Treasures of Game Theory Ambiguous?,"
Sonderforschungsbereich 504 Publications
08-08, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
Other versions: - Atsushi Kajii & Takashi Ui, 2004.
"Incomplete Information Games with Multiple Priors,"
KIER Working Papers
583, Kyoto University, Institute of Economic Research.
[Downloadable!]
Other versions: - Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004.
"Rationality of Belief,"
Levine's Bibliography
122247000000000690, UCLA Department of Economics.
[Downloadable!]
- Alexander Ludwig & Alexander Zimper, 2006.
"Rational expectations and ambiguity: A comment on Abel (2002),"
Economics Bulletin,
Economics Bulletin, vol. 4(2), pages 1-15.
[Downloadable!]
Other versions: - Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2002.
"Ambiguity from the Differential Viewpoint,"
Working Papers
1130, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Other versions: - Giordani, Paolo E. & Zamparelli, Luca, 2009.
"On Robust Asymmetric Equilibria in Asymmetric R&D-Driven Growth Economies,"
MPRA Paper
17171, University Library of Munich, Germany.
[Downloadable!]
- Jacob Gyntelberg & Frank Hansen, 2004.
"Expected Utility Theory with “Small Worlds”,"
FRU Working Papers
2004/04, University of Copenhagen. Department of Economics. Finance Research Unit.
[Downloadable!]
- Uzi Segal, 1985.
"The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach,"
UCLA Economics Working Papers
362, UCLA Department of Economics.
[Downloadable!]
Other versions: - Alain Chateauneuf & Robert Kast & André Lapied, 2001.
"Conditioning Capacities and Choquet Integrals: The Role of Comonotony,"
Theory and Decision,
Springer, vol. 51(2), pages 367-386, December.
[Downloadable!] (restricted)
- Howard Kunreuther & Mark Pauly, 2004.
"Neglecting Disaster: Why Don't People Insure Against Large Losses?,"
Journal of Risk and Uncertainty,
Springer, vol. 28(1), pages 5-21, January.
[Downloadable!] (restricted)
- Andrea Capotorti & Giulianella Coletti & Barbara Vantaggi, 2008.
"Preferences Representable by a Lower Expectation: Some Characterizations,"
Theory and Decision,
Springer, vol. 64(2), pages 119-146, March.
[Downloadable!] (restricted)
- Alan J. Auerbach & Kevin A. Hassett, 2002.
"Optimal Long-Run Fiscal Policy: Constraints, Preferences and the Resolution of Uncertainty,"
NBER Working Papers
9132, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Chew Soo Hong & Guofu Tan, 2004.
"The Market for Sweekstakes,"
IEPR Working Papers
04.4, Institute of Economic Policy Research (IEPR).
[Downloadable!]
- Anna Maffioletti & Michele Santoni, 2001.
"Do trade union leaders violate subjective expected utility? Some insight from experimental data,"
Departemental Working Papers
2001-15, Department of Economics University of Milan Italy.
[Downloadable!]
Other versions:- Maffioletti, Anna & Santoni, Michele, 2001.
"Do Trade Union Leaders Violate Subjective Expected Utility?Some Insights from Experimental Data,"
Sonderforschungsbereich 504 Publications
01-43, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
- Anna Maffioletti & Michele Santoni, 2005.
"Do Trade Union Leaders Violate Subjective Expected Utility? Some Insights From Experimental Data,"
Theory and Decision,
Springer, vol. 59(3), pages 207-253, November.
[Downloadable!] (restricted)
- Kin Chung Lo, 2006.
"Likely Events and Possible States,"
Topics in Theoretical Economics,
Berkeley Electronic Press, vol. 5(1), pages 1250-1250.
[Downloadable!] (restricted)
- Dirk Hackbarth & Jianjun Maio, 2007.
"The Dynamics of Mergers and Acquisitions in Oligopolistic Industries,"
Boston University - Department of Economics - Working Papers Series
WP2007-017, Boston University - Department of Economics.
[Downloadable!]
- Fredrik Andersson, 1999.
"Uncertainty aversion in a simple insurance model,"
Finnish Economic Papers,
Finnish Economic Association, vol. 12(1), pages 16-27, Spring.
[Downloadable!]
- Guido Cozzi & Paolo Giordani, 2004.
"Uncertainty Averse Bank Runners,"
Working Papers
71, Sapienza University of Rome, Department of Public Economics.
[Downloadable!]
Other versions: - Fabrice Philippe, 2002.
"Tools for decision making under imprecise risk,"
Statistical Papers,
Springer, vol. 43(1), pages 95-110, January.
[Downloadable!] (restricted)
- Sujoy Mukerji & Jean-Marc Tallon, 2001.
"Ambiguity Aversion and Incompleteness of Financial Markets,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00174539_v1, HAL.
[Downloadable!]
Other versions:- Mukerji, Sujoy & Tallon, Jean-Marc, 2001.
"Ambiguity Aversion and Incompleteness of Financial Markets,"
Review of Economic Studies,
Blackwell Publishing, vol. 68(4), pages 883-904, October.
- Mukerji, S. & Tallon, J.-M., 1999.
"Ambiguity Aversion and Incompleteness of Financial Markets,"
Papiers d'Economie Mathématique et Applications
1999-28, Université Panthéon-Sorbonne (Paris 1).
- Sujoy Mukerji & Jean-Marc Tallon, 2000.
"Ambiguity Aversion and Incompleteness of Financial Markets,"
Economics Series Working Papers
046, University of Oxford, Department of Economics.
[Downloadable!]
- Eric Rasmusen, 2008.
"Career Concerns and Ambiguity Aversion,"
Working Papers
2008-12, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
[Downloadable!]
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004.
"Ambiguity Aversion, Robustness, and the Variational Representation of Preferences,"
Carlo Alberto Notebooks
12, Collegio Carlo Alberto, revised 2006.
[Downloadable!]
Other versions: - Mayumi Horie, 2007.
"A General Update Rule for Convex Capacities,"
KIER Working Papers
644, Kyoto University, Institute of Economic Research.
[Downloadable!]
- Marcello Basili & Maurizio Franzini, 2003.
"Subjective Ambiguity And Moral Hazard In A Principal-Agent Model,"
Working Papers
64, Sapienza University of Rome, Department of Public Economics.
[Downloadable!]
- Thomas A. Rietz, 1991.
"Arbitrage,"
Discussion Papers
958, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Santos-Pinto, Luís & Astebro, Thomas & Mata, José, 2009.
"Preference for Skew in Lotteries: Evidence from the Laboratory,"
MPRA Paper
17165, University Library of Munich, Germany.
[Downloadable!]
Other versions: - Enrico Diecidue & Peter Wakker & Marcel Zeelenberg, 2007.
"Eliciting decision weights by adapting de Finetti’s betting-odds method to prospect theory,"
Journal of Risk and Uncertainty,
Springer, vol. 34(3), pages 179-199, June.
[Downloadable!] (restricted)
- Marciano Siniscalchi, 2003.
"A Behavioral Characterization of Plausible Priors,"
Discussion Papers
1365, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Other versions:- Marciano Siniscalchi, 2003.
"A Behavioral Characterization of Plausible Priors,"
Levine's Bibliography
234936000000000064, UCLA Department of Economics.
[Downloadable!]
- Siniscalchi, Marciano, 2006.
"A behavioral characterization of plausible priors,"
Journal of Economic Theory,
Elsevier, vol. 128(1), pages 91-135, May.
[Downloadable!] (restricted)
- Jürgen Eichberger & Simon Grant & David Kelsey, 2008.
"Differentiating ambiguity: an expository note,"
Economic Theory,
Springer, vol. 36(2), pages 327-336, August.
[Downloadable!] (restricted)
- Jules Ellis & Arnold Wollenberg, 1993.
"Local homogeneity in latent trait models. A characterization of the homogeneous monotone irt model,"
Psychometrika,
Springer, vol. 58(3), pages 417-429, September.
[Downloadable!] (restricted)
- John Quiggin, 2001.
"Production under Uncertainty and Choice under Uncertainty in the Emergence of Generalized Expected Utility Theory,"
Theory and Decision,
Springer, vol. 51(2), pages 125-144, December.
[Downloadable!] (restricted)
- Fredrik Andersson, 2001.
"Adverse selection and bilateral asymmetric information,"
Journal of Economics,
Springer, vol. 74(2), pages 173-195, June.
[Downloadable!] (restricted)
- Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004.
"Rationality of Belief Or Why Bayesianism is neither necessary nor sufficient for rationality,"
PIER Working Paper Archive
04-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Other versions: - Thibault Gajdos & Feriel Kandil, 2008.
"The ignorant observer,"
Social Choice and Welfare,
Springer, vol. 31(2), pages 193-232, August.
[Downloadable!] (restricted)
Other versions:- Thibault Gajdos & Feriel Kandil, 2005.
"The ignorant observer,"
Cahiers de la Maison des Sciences Economiques
v06041, Université Panthéon-Sorbonne (Paris 1), revised Mar 2006.
[Downloadable!]
- Thibault Gajdos & Feriel Kandil, 2008.
"The ignorant observer,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00177374_v1, HAL.
[Downloadable!]
- Thibault Gajdos & Feriel Kandil, 2006.
"The Ignorant Observer,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00115722_v1, HAL.
[Downloadable!]
- Joao Correia-da-Silva & Carlos Hervés-Beloso, 2006.
"Prudent Expectations Equilibrium in Economies with Uncertain Delivery,"
FEP Working Papers
216, Universidade do Porto, Faculdade de Economia do Porto.
[Downloadable!]
Other versions: - Carlo Zappia, 2008.
"Non-Bayesian decision theory ante-litteram: the case of G. L. S. Shackle,"
Department of Economic Policy, Finance and Development (DEPFID) University of Siena
0408, Department of Economic Policy, Finance and Development (DEPFID), University of Siena.
[Downloadable!]
- Gabrielle Demange, 2008.
"Sharing aggregate risks under moral hazard,"
PSE Working Papers
2008-27, PSE (Ecole normale supérieure).
[Downloadable!]
- Grant, S. & Quiggin, J., 2001.
"A model-free definition of increasing uncertainty,"
Discussion Paper
84, Tilburg University, Center for Economic Research.
[Downloadable!]
- Robert Kast & André Lapied, 2007.
"Dynamically Consistent Conditional Choquet Capacities,"
ICER Working Papers - Applied Mathematics Series
20-2007, ICER - International Centre for Economic Research.
[Downloadable!]
- Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2001.
"Search under the Knightian Uncertainty,"
CIRJE F-Series
CIRJE-F-112, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
- H Zank, 2004.
"Deriving Rank-Dependent Expected Utility Through Probabilistic Consistency,"
The School of Economics Discussion Paper Series
0409, Economics, The University of Manchester.
[Downloadable!]
- Kin Chung Lo, 1998.
"Epistemic Conditions for Agreement and Stochastic Independence of epsilon-Contaminated Beliefs,"
Working Papers
1998_02, York University, Department of Economics.
[Downloadable!]
- Alfred Galichon & Ivar Ekeland & Marc Henry, 2009.
"Comonotonic measures of multivariates risks,"
Working Papers
hal-00401828_v1, HAL.
[Downloadable!]
- Andreas Lehnert & Wayne Passmore, 1999.
"The banking industry and the safety net subsidy,"
Finance and Economics Discussion Series
1999-34, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Costis Skiadas, 1991.
"Conditioning and Aggregation of Preferences,"
Discussion Papers
1010, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Fioretti, Guido, 2009.
"Either, Or. Exploration of an Emerging Decision Theory,"
MPRA Paper
12897, University Library of Munich, Germany.
[Downloadable!]
- David Kelsey & Erkan Yalcin, 2004.
"The Arbitrage Pricing Theorem with Incomplete Preferences,"
GE, Growth, Math methods
0401002, EconWPA.
[Downloadable!]
Other versions: - Vincent Feltkamp & Yoram Halevy, 1999.
"- A Bayesian Approach To Uncertainty Aversion,"
Working Papers. Serie AD
1999-14, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
Other versions:- Yoram Halevy & Vincent Feltkamp, .
"A Bayesian Approach to Uncentainty Aversion,"
CARESS Working Papres
99-03, University of Pennsylvania Center for Analytic Research and Economics in the Social Sciences.
[Downloadable!]
- Yoram Halevy & Vincent Feltkamp, 2005.
"A Bayesian Approach to Uncertainty Aversion,"
Review of Economic Studies,
Blackwell Publishing, vol. 72(2), pages 449-466, 04.
[Downloadable!] (restricted)
- Vincent Feltkamp & Yoram Halevy, 2000.
"A Bayesian Approach to Uncertainty Aversion,"
Econometric Society World Congress 2000 Contributed Papers
1125, Econometric Society.
[Downloadable!]
- Feltkamp, Vincent & Halevy, Yoram, 2004.
"A Bayesian Approach to Uncertainty Aversion,"
Micro Theory Working Papers
halevy-04-02-13-07-48-37, Microeconomics.ca Website, revised 08 Jun 2008.
[Downloadable!]
- Yoram Halevy & Vincent Feltkamp, .
"A Bayesian Approach to Uncentainty Aversion,"
Penn CARESS Working Papers
f17f3e2c6ad93e4b53fd58fc9, Penn Economics Department.
[Downloadable!]
- Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo & Siniscalchi, Marciano, 2001.
"A Subjective Spin on Roulette Wheels,"
Working Papers
1127, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
Other versions:- Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2001.
"A subjective spin on roulette wheels,"
ICER Working Papers - Applied Mathematics Series
17-2001, ICER - International Centre for Economic Research, revised Aug 2001.
[Downloadable!]
- Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2003.
"A Subjective Spin on Roulette Wheels,"
Econometrica,
Econometric Society, vol. 71(6), pages 1897-1908, November.
[Downloadable!] (restricted)
- Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon, 2003.
"Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities,"
Sonderforschungsbereich 504 Publications
03-10, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
Other versions:- Grant, Simon & Chateauneuf, A. & Eichberger, J., 2002.
"Choice under Uncertainty with the Best and Worst in Mind: Neo-additive Capacities,"
Working Papers
2002-10, Rice University, Department of Economics.
[Downloadable!]
- Chateauneuf, Alain & Eichberger, Jurgen & Grant, Simon, 2007.
"Choice under uncertainty with the best and worst in mind: Neo-additive capacities,"
Journal of Economic Theory,
Elsevier, vol. 137(1), pages 538-567, November.
[Downloadable!] (restricted)
- De Waegenaere, A. & Wakker, P., 1997.
"Choquet integrals with respect to non-monotonic set functions,"
Discussion Paper
44, Tilburg University, Center for Economic Research.
[Downloadable!]
- Fulvio Fontini & Georg Umgiesser & Lucia Vergano, 2008.
"The Role of Ambiguity in the Evaluation of the Net Benefits of the MOSE System in the Venice Lagoon,"
"Marco Fanno" Working Papers
0080, Dipartimento di Scienze Economiche "Marco Fanno".
[Downloadable!]
- Juan Dubra & Federico Echenique, 2001.
"Monotone Preferences over Information,"
Topics in Theoretical Economics,
Berkeley Electronic Press, vol. 1(1), pages 1033-1033.
[Downloadable!] (restricted)
Other versions: - Andreas Lange, 2003.
"Climate Change and the Irreversibility Effect – Combining Expected Utility and MaxiMin,"
Environmental & Resource Economics,
European Association of Environmental and Resource Economists, vol. 25(4), pages 417-434, August.
[Downloadable!] (restricted)
Other versions: - Kin Chung Lo, 2006.
"A robust definition of possibility for biseparable preferences,"
Economics Bulletin,
Economics Bulletin, vol. 4(37), pages 1-7.
[Downloadable!]
- Harald Uhlig, 2009.
"A Model of a Systemic Bank Run,"
NBER Working Papers
15072, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Marciano Siniscalchi, .
"Vector-Adjusted Expected Utility,"
Working Papers
191, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
- Massimo Marinacci, 2001.
"Probabilistic sophistication and multiple priors,"
ICER Working Papers - Applied Mathematics Series
08-2001, ICER - International Centre for Economic Research.
[Downloadable!]
Other versions: - Kin Chung Lo, 1995.
"Nash Equilibrium without Mutual Knowledge of Rationality,"
Working Papers
ecpap-95-04, University of Toronto, Department of Economics.
[Downloadable!]
- Anat Bracha & Donald J. Brown, 2008.
"Affective Decision Making and the Ellsberg Paradox,"
Cowles Foundation Discussion Papers
1667R, Cowles Foundation, Yale University, revised Aug 2008.
[Downloadable!]
- Arnold Chassagnon & Bertrand Villeneuve, 2002.
"Efficient risk-sharing under adverse selection and subjective risk perception,"
DELTA Working Papers
2002-19, DELTA (Ecole normale supérieure).
[Downloadable!]
- Tigran Melkonyan & Mark Pingle, 2008.
"Ambiguity, Pessimism, and Religious Choice,"
Working Papers
08-002, University of Nevada, Reno, Department of Economics & University of Nevada, Reno , Department of Resource Economics.
[Downloadable!]
- Werlang, Sérgio Ribeiro da Costa, 2000.
"A Notion Of Subgame Perfect Nash Equilibrium Under Knightian Uncertainty,"
Economics Working Papers (Ensaios Economicos da EPGE)
376, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
- An Chen & Xia Su, 2009.
"Knightian uncertainty and insurance regulation decision,"
Decisions in Economics and Finance,
Springer, vol. 32(1), pages 13-33, May.
[Downloadable!] (restricted)
- Larry Epstein, 1997.
"Uncertainty Aversion,"
Working Papers
epstein-97-01, University of Toronto, Department of Economics.
[Downloadable!]
- Umberto Cherubini, 1997.
"Fuzzy measures and asset prices: accounting for information ambiguity,"
Applied Mathematical Finance,
Taylor and Francis Journals, vol. 4(3), pages 135-149, September.
[Downloadable!] (restricted)
- Colin Camerer, 1998.
"Bounded Rationality in Individual Decision Making,"
Experimental Economics,
Springer, vol. 1(2), pages 163-183, September.
[Downloadable!] (restricted)
- Enrico Diecidue & Dolchai La-ornual, 2009.
"Reconciling support theory and the book-making principle,"
Journal of Risk and Uncertainty,
Springer, vol. 38(3), pages 173-190, June.
[Downloadable!] (restricted)
- Robert Lapson, 1992.
"Expected Value,"
Discussion Papers
1037, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Halevy, Yoram, 2005.
"Ellsberg Revisited: an Experimental Study,"
Micro Theory Working Papers
halevy-05-07-26-11-51-13, Microeconomics.ca Website, revised 07 Jun 2008.
[Downloadable!]
Other versions: - Larry G. Epstein & Massimo Marinacci, 2000.
"The Core of Large TU Games,"
RCER Working Papers
469, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
- Eichberger, Jürgen & Kelsey, David, 2003.
"Sequential Two-Player Games with Ambiguity,"
Sonderforschungsbereich 504 Publications
03-27, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
Other versions: - Alexander Zimper, 2007.
"Strategic games with security and potential level players,"
Theory and Decision,
Springer, vol. 63(1), pages 53-78, August.
[Downloadable!] (restricted)
- Shin-ichi Fukuda, 2008.
"Knightian Uncertainty and Poverty Trap in a Model of Economic Growth,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 11(3), pages 652-663, July.
[Downloadable!] (restricted)
Other versions: - Camilla Froyn, 2005.
"Decision Criteria, Scientific Uncertainty, and the Globalwarming Controversy,"
Mitigation and Adaptation Strategies for Global Change,
Springer, vol. 10(2), pages 183-211, April.
[Downloadable!] (restricted)
- Peter Brooks & Horst Zank, 2005.
"Loss Averse Behavior,"
Journal of Risk and Uncertainty,
Springer, vol. 31(3), pages 301-325, December.
[Downloadable!] (restricted)
- Abdellaoui, Mohammed & Vossman, Frank & Weber, Martin, 2003.
"Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty,"
CEPR Discussion Papers
3756, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Kin Chung Lo, 1995.
"Equilibrium in Beliefs Under Uncertainty,"
Working Papers
ecpap-95-02, University of Toronto, Department of Economics.
[Downloadable!]
Other versions: - Aviad Heifetz & Dov Samet, 1996.
"Topology-Free Typology of Beliefs,"
Game Theory and Information
9609002, EconWPA, revised 17 Sep 1996.
[Downloadable!]
- Peter P. Wakker, 2000.
"Uncertainty aversion: a discussion of critical issues in health economics,"
Health Economics,
John Wiley & Sons, Ltd., vol. 9(3), pages 261-263.
- Eddie Dekel & Barton L. Lipman, 2009.
"How (Not) to Do Decision Theory,"
Levine's Working Paper Archive
814577000000000339, David K. Levine.
[Downloadable!]
- Robert Nau, 2001.
"De Finetti was Right: Probability Does Not Exist,"
Theory and Decision,
Springer, vol. 51(2), pages 89-124, December.
[Downloadable!] (restricted)
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2004.
"Variational representation of preferences under ambiguity,"
ICER Working Papers - Applied Mathematics Series
05-2004, ICER - International Centre for Economic Research.
[Downloadable!]
- Jonathan Shalev, 1994.
"Loss Aversion in a Multi-Period Model,"
Game Theory and Information
9407001, EconWPA, revised 18 Mar 1997.
[Downloadable!]
Other versions: - Aldo Montesano, 2001.
"Uncertainty with Partial Information on the Possibility of the Events,"
Theory and Decision,
Springer, vol. 51(2), pages 183-195, December.
[Downloadable!] (restricted)
- Burkhard C. Schipper, 2005.
"The Evolutionary Stability of Optimism, Pessimism and Complete Ignorance,"
Bonn Econ Discussion Papers
bgse35_2005, University of Bonn, Germany.
[Downloadable!]
Other versions: - Diecidue, E. & Wakker, P.P., 2000.
"On the intuition of rank-dependent utility,"
Discussion Paper
74, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: - Daniel Laskar, 2008.
"Monetary policy uncertainty and macroeconomic performance: An extended non-bayesian framework,"
PSE Working Papers
2008-01, PSE (Ecole normale supérieure).
[Downloadable!]
- Elchanan Ben Porath & Itzhak Gilboa, 1991.
"Linear Measures, the Gini Index and the Income-Equality Tradeoff,"
Discussion Papers
944, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Other versions: - Alain Chateauneuf & Jean-Marc Tallon, 2000.
"Diversification, Convex Preferences and Non-Empty Core,"
Econometric Society World Congress 2000 Contributed Papers
0751, Econometric Society.
[Downloadable!]
Other versions: - Alon Harel & Uzi Segal, 1999.
"Criminal Law and Behavioral Law and Economics: Observations on the Neglected Role of Uncertainty in Deterring Crime,"
Berkeley Olin Program in Law & Economics, Working Paper Series
1014, Berkeley Olin Program in Law & Economics.
[Downloadable!]
Other versions: - Riddel, Mary & Shaw, W. Douglass, 2006.
"A Theoretically-Consistent Empirical Non-Expected Utility Model of Ambiguity: Nuclear Waste Mortality Risk and Yucca Mountain,"
Pre-Prints
23964, Texas A&M University, Department of Agricultural Economics.
[Downloadable!]
- Stanislaw Heilpern, 2002.
"Using Choquet integral in economics,"
Statistical Papers,
Springer, vol. 43(1), pages 53-73, January.
[Downloadable!] (restricted)
- Epstein, L.G., 1999.
"Are Probabilities Used in Markets?,"
RCER Working Papers
464, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
Other versions: - Di Mauro, Carmela & Maffioletti, Anna, 2001.
"Reaction to Uncertainty and Market Mechanism:Experimental Evidence,"
Sonderforschungsbereich 504 Publications
01-41, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
- GHIRARDATO, Paolo & LE BRETON, Michel, 1999.
"Choquet rationality,"
CORE Discussion Papers
1999012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!]
- Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2003.
"A Simple Axiomatization of Iterated Choquet Objectives,"
CIRJE F-Series
CIRJE-F-219, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
- BOSSERT, Walter & SLINKO, Arkadii, 2004.
"Relative Uncertainty and Additively Representable Set Rankings,"
Cahiers de recherche
2004-13, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
- Larry G. Epstein & Massimo Marinacci & Seo Kyoungwon, 2006.
"Coarse Contingencies,"
Carlo Alberto Notebooks
4, Collegio Carlo Alberto, revised 2007.
[Downloadable!]
Other versions: - Jürgen Eichberger & David Kelsey, 2007.
"Ambiguity,"
Working Papers
0448, University of Heidelberg, Department of Economics, revised Jul 2007.
[Downloadable!]
Other versions: - Azrieli, Yaron & Teper, Roee, 2009.
"Uncertainty aversion and equilibrium existence in games with incomplete information,"
MPRA Paper
17615, University Library of Munich, Germany.
[Downloadable!]
- J L Ford, David Kelsey and W Pang, 2005.
"Ambiguity in Financial Markets: Herding and Contrarian Behaviour,"
Discussion Papers
05-11, Department of Economics, University of Birmingham.
[Downloadable!]
- Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006.
"Attitude toward imprecise information,"
Cahiers de la Maison des Sciences Economiques
v06081, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
Other versions:- Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006.
"Attitude toward imprecise information,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00130179_v1, HAL.
[Downloadable!]
- Gajdos, T. & Hayashi, T. & Tallon, J.-M. & Vergnaud, J.-C., 2008.
"Attitude toward imprecise information,"
Journal of Economic Theory,
Elsevier, vol. 140(1), pages 27-65, May.
[Downloadable!] (restricted)
- Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2008.
"Attitude toward imprecise information,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00177378_v1, HAL.
[Downloadable!]
- Alberto Naudon & MatÃas Tapia, 2004.
"Ignorance, Fixed Costs, and the Stock Market Participation Puzzle,"
Econometric Society 2004 Latin American Meetings
252, Econometric Society.
[Downloadable!]
Other versions: - Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002.
"Coping with imprecise information : a decision theoretic approach,"
Cahiers de la Maison des Sciences Economiques
v04056, Université Panthéon-Sorbonne (Paris 1), revised May 2004.
[Downloadable!]
Other versions: - Massimiliano Amarante, 2004.
"States, models and unitary equivalence I: Representation theorems and analogical reasoning,"
Discussion Papers
0405-10, Columbia University, Department of Economics.
[Downloadable!]
- Jacob Gyntelberg & Frank Hansen, 2004.
"Expected utility theory with ”small worlds”,"
Discussion Papers
04-20, University of Copenhagen. Department of Economics, revised Jan 2005.
[Downloadable!]
- R. Luce & A. Marley, 2005.
"Ranked Additive Utility Representations of Gambles: Old and New Axiomatizations,"
Journal of Risk and Uncertainty,
Springer, vol. 30(1), pages 21-62, January.
[Downloadable!] (restricted)
- Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004.
"Rationality of Belief Or: Why Savage's axioms are neither necessary nor sufficient for rationality, Second Version,"
PIER Working Paper Archive
08-043, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Dec 2008.
[Downloadable!]
Other versions: - Sarin, R. & Wakker, P., 1996.
"A single-stage approach to Anscombe and Aumann's expected utility,"
Discussion Paper
45, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: - Anat Bracha & Donald J. Brown, 2008.
"Affective Decision Making and the Ellsberg Paradox,"
Cowles Foundation Discussion Papers
1667, Cowles Foundation, Yale University.
[Downloadable!]
- Guido Fioretti, 2002.
"Evidence Theory: A Mathematical Framework for Unpredictable Hypotheses,"
Experimental
0207001, EconWPA.
[Downloadable!]
Other versions: - Itzhak Gilboa & David Schmeidler, 1995.
"Case-Based Knowledge and Planning,"
Discussion Papers
1127, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Ludwig, Alexander & Zimper, Alexander, 2007.
"A Parsimonious Model of Subjective Life Expectancy,"
Sonderforschungsbereich 504 Publications
07-65, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
Other versions: - Joshua Aizenman, 1995.
"Optimal Buffer Stocks and Precautionary Savings with Disappointment Aversion,"
NBER Working Papers
5361, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Heller, Yuval, 2009.
"Justifiable choice,"
MPRA Paper
15645, University Library of Munich, Germany.
[Downloadable!]
- Hild, Matthias, 2001.
"Technical Report The Instability of Ex Post and Robust Aggregation Without State-Consequence Separation,"
Working Papers
1114, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
- Guido Fioretti, 2001.
"A mathematical theory of evidence for G.L.S. Shackle,"
ICER Working Papers
03-2001, ICER - International Centre for Economic Research.
[Downloadable!]
- Luca Rigotti & Chris Shannon, 2001.
"Uncertainty and Risk in Financial Markets,"
Department of Economics, Working Paper Series
1000, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!]
Other versions: - Cesaltina Pacheco Pires, 2002.
"A Rule For Updating Ambiguous Beliefs,"
Theory and Decision,
Springer, vol. 53(2), pages 137-152, September.
[Downloadable!] (restricted)
- Marcello Basili & Fulvio Fontini, 2005.
"Quasi-option value under ambiguity,"
Economics Bulletin,
Economics Bulletin, vol. 4(3), pages 1-10.
[Downloadable!]
- Kontek, Krzysztof, 2009.
"On Mental Transformations,"
MPRA Paper
16516, University Library of Munich, Germany.
[Downloadable!]
- Nicola Dimitri, 2005.
"Cooperation with Strategy-Dependent Uncertainty Attitude,"
Department of Economics University of Siena
457, Department of Economics, University of Siena.
[Downloadable!]
- David Backus & Bryan Routledge & Stanley Zin, 2004.
"Exotic Preferences for Macroeconomists,"
NBER Working Papers
10597, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005.
"Exotic Preferences for Macroeconomists,"
NBER Chapters,
in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414
National Bureau of Economic Research, Inc.
[Downloadable!]
- David Backus & Bryan Routledge & Stanley Zin, 2004.
"Exotic Preferences for Macroeconomists,"
Working Papers
04-20, New York University, Leonard N. Stern School of Business, Department of Economics.
[Downloadable!]
- Fabio Maccheroni, 2000.
"Yaari dual theory without the completeness axiom,"
ICER Working Papers - Applied Mathematics Series
30-2001, ICER - International Centre for Economic Research, revised Oct 2001.
[Downloadable!]
- Alberto Feduzi, 2005.
"On the relationship between keynes´s conception of evidential weight and the ellsberg paradox,"
Departmental Working Papers of Economics - University 'Roma Tre'
0051, Department of Economics - University Roma Tre.
[Downloadable!]
- Andre Palma & Moshe Ben-Akiva & David Brownstone & Charles Holt & Thierry Magnac & Daniel McFadden & Peter Moffatt & Nathalie Picard & Kenneth Train & Peter Wakker & Joan Walker, 2008.
"Risk, uncertainty and discrete choice models,"
Marketing Letters,
Springer, vol. 19(3), pages 269-285, December.
[Downloadable!] (restricted)
Other versions:- André de Palma & Moshe Ben-Akiva & David Brownstone & Charles Holt & Thierry Magnac & Daniel McFadden & Peter Moffatt & Nathalie Picard & Kenneth Train & Peter Wakker & Joan Walker, 2008.
"Risk, Uncertainty and Discrete Choice Models,"
THEMA Working Papers
2008-02, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!]
- Adam Cagliarini & Alexandra Heath, 2000.
"Monetary Policy-making in the Presence of Knightian Uncertainty,"
RBA Research Discussion Papers
rdp2000-10, Reserve Bank of Australia.
[Downloadable!]
- Zimper, Alexander, 2004.
"On the Existence of Strategic Solutions for Games with Security- and Potential Level Players,"
Sonderforschungsbereich 504 Publications
04-04, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
- Alexander Schied, 2007.
"Optimal investments for risk- and ambiguity-averse preferences: a duality approach,"
Finance and Stochastics,
Springer, vol. 11(1), pages 107-129, January.
[Downloadable!] (restricted)
Other versions: - Grant, Simon & Eichberger, Jürgen & Kelsey, David, 2004.
"CEU Preferences and Dynamic Consistency,"
Sonderforschungsbereich 504 Publications
04-47, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
Other versions: - Grant, Simon & Chateauneuf, Alain & Eichberger, Jurgen, 2002.
"A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility,"
Working Papers
2002-09, Rice University, Department of Economics.
[Downloadable!]
Other versions:- Alain Chateauneuf & Jürgen Eichberger & Simon Grant, 2003.
"A simple axiomatization and constructive representation proof for choquet expected utility,"
Economic Theory,
Springer, vol. 22(4), pages 907-915, November.
[Downloadable!] (restricted)
- Chateauneuf, Alain & Eichberger, Jürgen & Grant, Simon, 2003.
"A Simple Axiomatization and Constructive Representation Proof for Choquet Expected Utility,"
Sonderforschungsbereich 504 Publications
03-26, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
- Enrico Diecidue & Ulrich Schmidt & Horst Zank, 2006.
"Parametric Weighting Functions,"
The School of Economics Discussion Paper Series
0622, Economics, The University of Manchester.
[Downloadable!]
Other versions:- Zank, Horst & Schmidt, Ulrich & Diecidue, Enrico, 2007.
"Parametric Weighting Functions,"
Economics Working Papers
2007,01, Christian-Albrechts-University of Kiel, Department of Economics.
[Downloadable!]
- Enrico Diecidue & Ulrich Schmidt & Horst Zank, 2008.
"Parametric Weighting Functions,"
Kiel Working Papers
1395, Kiel Institute for the World Economy.
[Downloadable!]
- Borglin, Anders & Flåm, Sjur, 2007.
"Rationalizing Constrained Contingent Claims,"
Working Papers
2007:12, Lund University, Department of Economics.
[Downloadable!]
- Cozzi, Guido & Giordani, Paolo & Zamparelli, Luca, 2006.
"An Uncertainty-Based Explanation of Symmetric,"
Sonderforschungsbereich 504 Publications
06-08, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
- Takao Asano, 2005.
"Irreversibilities and the Optimal Timing of Environmental Policy under Knightian Uncertainty,"
ISER Discussion Paper
0643, Institute of Social and Economic Research, Osaka University.
[Downloadable!]
- Thibault Gajdos & John Weymark, 2005.
"Multidimensional Generalized Gini Indices,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00085881_v1, HAL.
[Downloadable!]
Other versions:- Thibault Gajdos & John A. Weymark, 2003.
"Multidimensional generalized Gini indices,"
ICER Working Papers - Applied Mathematics Series
16-2003, ICER - International Centre for Economic Research.
[Downloadable!]
- Thibault Gajdos & John A. Weymark, 2003.
"Multidimensional Generalized Gini Indices,"
Working Papers
0311, Department of Economics, Vanderbilt University, revised Jul 2003.
[Downloadable!]
- Thibault Gajdos & John Weymark, 2005.
"Multidimensional generalized Gini indices,"
Economic Theory,
Springer, vol. 26(3), pages 471-496, October.
[Downloadable!] (restricted)
- Thibault Gadjos ; John A, Weymark, 2003.
"Multidimensional Generalized Gini Indices,"
Working Papers
2003-16, Centre de Recherche en Economie et Statistique.
[Downloadable!]
- George Wu & Jiao Zhang & Mohammed Abdellaoui, 2005.
"Testing Prospect Theories Using Probability Tradeoff Consistency,"
Journal of Risk and Uncertainty,
Springer, vol. 30(2), pages 107-131, January.
[Downloadable!] (restricted)
- Mark J. Machina, 2000.
"Payoff Kinks in Preferences over Lotteries,"
University of California at San Diego, Economics Working Paper Series
2000-22, Department of Economics, UC San Diego.
[Downloadable!]
- Sujoy Mukerji & Peter Klibanoff, 2002.
"A Smooth Model of DecisionMaking Under Ambiguity,"
Economics Series Working Papers
113, University of Oxford, Department of Economics.
[Downloadable!]
Other versions:- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2002.
"A smooth model of decision making under ambiguity,"
ICER Working Papers - Applied Mathematics Series
11-2003, ICER - International Centre for Economic Research, revised Apr 2003.
[Downloadable!]
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2005.
"A Smooth Model of Decision Making under Ambiguity,"
Econometrica,
Econometric Society, vol. 73(6), pages 1849-1892, November.
[Downloadable!] (restricted)
- Aaberge, Rolf, 2003.
"Characterization and Measurement of Duration Dependence in Hazard Rates Models,"
Memorandum
07/2002, Oslo University, Department of Economics.
[Downloadable!]
Other versions: - Massimiliano Amarante, 2006.
"States, models and information: A reconsideration of Ellsberg's paradox,"
Discussion Papers
0506-18, Columbia University, Department of Economics.
[Downloadable!]
- Larry Epstein & Igor Kopylov, 2006.
"Cognitive Dissonance and Choice,"
RCER Working Papers
525, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
- Andreas Lehnert & Wayne Passmore, 1999.
"Pricing systemic crises: monetary and fiscal policy when savers are uncertain,"
Finance and Economics Discussion Series
1999-33, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Frank Hansen, 2003.
"A General Theory of Decision Making,"
FRU Working Papers
2004/02, University of Copenhagen. Department of Economics. Finance Research Unit.
[Downloadable!]
- Roman Kozhan & Michael Zarichnyi, 2008.
"Nash equilibria for games in capacities,"
Economic Theory,
Springer, vol. 35(2), pages 321-331, May.
[Downloadable!] (restricted)
- Hild, Matthias, 2001.
"Stable Aggregation of Preferences,"
Working Papers
1112, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
- Mark J. Machina & David Schmeidler, 1994.
"Bayes Without Bernoulli: Simple Conditions for Probabilistically Sophisticated Choice,"
Discussion Papers
1088, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Other versions:- Machina Mark J. & Schmeidler David, 1995.
"Bayes without Bernoulli: Simple Conditions for Probabilistically Sophisticated Choice,"
Journal of Economic Theory,
Elsevier, vol. 67(1), pages 106-128, October.
[Downloadable!] (restricted)
- Mark J. Machina & David Schmeidler, 1994.
"Bayes without Bernoulli: Simple Conditions for Probabilistically Sophisticated Choice,"
University of California at San Diego, Economics Working Paper Series
93-33r, Department of Economics, UC San Diego.
- Klaus Nehring, 2006.
"Decision-Making in the Context of Imprecise Probabilistic Beliefs,"
Economics Working Papers
0034, Institute for Advanced Study, School of Social Science.
[Downloadable!]
- Massimo Marinacci, 1995.
"Decomposition and Representation of Coalitional Games,"
Discussion Papers
1152, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Takao Asano, 2004.
"Portfolio Inertia and [Epsilon]-Contaminations,"
ISER Discussion Paper
0610, Institute of Social and Economic Research, Osaka University.
[Downloadable!]
- Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2005.
"On the impossibility of preference aggregation under uncertainty,"
Cahiers de la Maison des Sciences Economiques
v05012, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
Other versions: - BARBERA, Salvador & BOSSERT, Walter & PATTANAIK, Prasanta K., 2001.
"Ranking Sets of Objects,"
Cahiers de recherche
2001-02, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
Other versions: - Ramon Casadesus-Masanell & Peter Klibanoff & Emre Ozdenoren, 1998.
"Maximum Expected Utility over Savage Acts with a Set of Priors,"
Discussion Papers
1218, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2002.
"An Axiomatic Approach to ƒÃ-contamination,"
CIRJE F-Series
CIRJE-F-183, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
- Marc Henry, 2002.
"Estimating ambiguity,"
Discussion Papers
0102-21, Columbia University, Department of Economics.
[Downloadable!]
- Alain Chateauneuf & Michel Grabisch & Agnès Rico, 2008.
"Modeling attitudes toward uncertainty through the use of the Sugeno integral,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00327700_v1, HAL.
[Downloadable!]
Other versions: - Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2002.
"Economics of Self-Feeding Fear,"
CIRJE F-Series
CIRJE-F-175, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!]
- Guido Cozzi & Paolo E. Giordani, .
"Ambiguity Attitude, R&D Investments and Economic Growth,"
Working Papers
2008_06, Department of Economics, University of Glasgow.
[Downloadable!]
- Bernard, Carole & Ghossoub, Mario, 2009.
"Static Portfolio Choice under Cumulative Prospect Theory,"
MPRA Paper
15446, University Library of Munich, Germany, revised 29 Apr 2009.
[Downloadable!]
- Jianjun Miao, 2004.
"Risk, uncertainty and option exercise,"
Finance
0410013, EconWPA.
[Downloadable!]
Other versions:- Jianjun Miao & Neng Wang, 2004.
"Risk, Uncertainty, and Option Exercise,"
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series
dp-136, Boston University - Department of Economics.
[Downloadable!]
- Jianjun Miao & Neng Wang, 2007.
"Risk, Uncertainty, and Option Exercise,"
Boston University - Department of Economics - Working Papers Series
WP2007-016, Boston University - Department of Economics.
[Downloadable!]
- Alexander Zimper & Alexander Ludwig, 2007.
"Attitude polarization,"
MEA discussion paper series
07155, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim.
[Downloadable!]
Other versions: - Raphaël Giraud, 2006.
"Objective Imprecise Probabilistic Information, Second Order Beliefs and Ambiguity Aversion: an Axiomatization,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00102346_v1, HAL.
[Downloadable!]
- Marciano Siniscalchi, 2001.
"Bayesian Updating for General Maxmin Expected Utility Preferences,"
Discussion Papers
1366, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Massimiliano Amarante & Emel Filiz, 2004.
"Ambiguous events and Maxmin Expected Utility,"
Discussion Papers
0405-09, Columbia University, Department of Economics.
[Downloadable!]
Other versions: - Luca Rigotti & Matthew Ryan & Rema Vaithianathan, 2001.
"Entrepreneurial Innovation,"
Department of Economics, Working Paper Series
1016, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
[Downloadable!]
Other versions:- Rigotti, L. & Ryan, M. & Vaithianathan, R., 2001.
"Entrepreneurial innovation,"
Discussion Paper
21, Tilburg University, Center for Economic Research.
[Downloadable!]
- Luca Rigotti & Matthew Ryan & Rhema Vaithianathan, 2001.
"Entrepreneurial Innovation,"
GE, Growth, Math methods
0103002, EconWPA.
[Downloadable!]
- Luca Rigotti, Matthew Ryan and Rhema Vaithianathan., 2001.
"Entrepreneurial Innovation,"
Economics Working Papers
E01-296Rev, University of California at Berkeley.
- Alain Chateauneuf & Jean-Philippe Lefort, 2006.
"Some Fubini theorems on sigma-algebras for non additive measures,"
Cahiers de la Maison des Sciences Economiques
b06086, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
- Anat Bracha & Donald J. Brown, 2007.
"Affective Decision Making: A Behavioral Theory of Choice,"
Cowles Foundation Discussion Papers
1633R, Cowles Foundation, Yale University, revised Apr 2009.
[Downloadable!]
- Mary Riddel & W. Shaw, 2006.
"A theoretically-consistent empirical model of non-expected utility: An application to nuclear-waste transport,"
Journal of Risk and Uncertainty,
Springer, vol. 32(2), pages 131-150, March.
[Downloadable!] (restricted)
- Bryan R. Routledge & Stanley E. Zin, 2001.
"Model Uncertainty and Liquidity,"
NBER Working Papers
8683, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Bryan R. Routledge & Stanley E. Zin, 2000.
"Model Uncertainty and Liquidity,"
Econometric Society World Congress 2000 Contributed Papers
1617, Econometric Society.
[Downloadable!]
- Bryan Routledge & Stanley Zin, 2009.
"Model Uncertainty and Liquidity,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 12(4), pages 543-566, October.
[Downloadable!] (restricted)
- Bryan R. Routledge, Stanley E. Zin, 2000.
"Model Uncertainity And Liquidity,"
Computing in Economics and Finance 2000
368, Society for Computational Economics.
- Bryan Routledge & Stanley Zin, .
"Model Uncertainty and Liquidity,"
GSIA Working Papers
2001-E17, Carnegie Mellon University, Tepper School of Business.
[Downloadable!]
- Sujoy Mukerji & Hyun Song Shin, 2002.
"Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility,"
Advances in Theoretical Economics,
Berkeley Electronic Press, vol. 2(1), pages 1011-1011.
[Downloadable!] (restricted)
Other versions: - Fredrik Andersson & Carl Hampus Lyttkens, 1999.
"Preferences for equity in health behind a veil of ignorance,"
Health Economics,
John Wiley & Sons, Ltd., vol. 8(5), pages 369-378.
- Jean-Philippe Lefort, 2006.
"Comparison of experts in the non-additive case,"
Cahiers de la Maison des Sciences Economiques
b06088, Université Panthéon-Sorbonne (Paris 1).
[Downloadable!]
- Border, Kim C. & Segal, Uzi., 1990.
"Dutch Book Arguments and Subjective Probability,"
Working Papers
745, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
- John D Hey & Gianna Lotito & Anna Maffioletti, 2008.
"The Descriptive and Predictive Adequacy of Theories of Decision Making Under Uncertainty/Ambiguity,"
Discussion Papers
08/04, Department of Economics, University of York.
[Downloadable!]
- Katsutoshi Wakai, 2007.
"Aggregation under homogeneous ambiguity: a two-fund separation result,"
Economic Theory,
Springer, vol. 30(2), pages 363-372, February.
[Downloadable!] (restricted)
- Darinka Dentcheva & Andrzej Ruszczynski, 2005.
"Inverse stochastic dominance constraints and rank dependent expected utility theory,"
GE, Growth, Math methods
0503001, EconWPA.
[Downloadable!]
- Xiao Luo & Yi-Chun Chen, 2004.
"A Unified Approach to Information, Knowledge, and Stability,"
Econometric Society 2004 Far Eastern Meetings
472, Econometric Society.
[Downloadable!]
- Felipe Zurita, 2004.
"Beyond Earthquakes: The New Directions of Expected Utility Theory,"
Documentos de Trabajo
260, Instituto de Economía. Pontificia Universidad Católica de Chile..
[Downloadable!]
Other versions: - Brigitte Godbillon-Camus, 2003.
"Subjective evaluation, ambiguity and relational contracts,"
Working Papers of LaRGE (Laboratoire de Recherche en Gestion et Economie)
2003-03, Laboratoire de Recherche en Gestion et Economie, Université de Strasbourg (France).
[Downloadable!]
- P Brooks & H Zank, 2004.
"Attitudes on Gain and Loss Lotteries: A Simple Experiment,"
The School of Economics Discussion Paper Series
0402, Economics, The University of Manchester.
[Downloadable!]
- Massimo Marinacci, 2002.
"Learning from ambiguous urns,"
Statistical Papers,
Springer, vol. 43(1), pages 143-151, January.
[Downloadable!] (restricted)
- Halevy, Yoram, 2004.
"Strotz meets Allais: Diminishing Impatience and the Certainty Effect,"
Micro Theory Working Papers
halevy-04-10-29-10-08-43, Microeconomics.ca Website, revised 19 Jun 2008.
[Downloadable!]
Other versions: - Aldo Montesano, 2008.
"Effects of Uncertainty Aversion on the Call Option Market,"
Theory and Decision,
Springer, vol. 65(2), pages 97-123, September.
[Downloadable!] (restricted)
- Zvi Safra & Uzi Segal, 2005.
"Are Universal Preferences Possible? Calibration Results for Non-Expected Utility Theories,"
Boston College Working Papers in Economics
633, Boston College Department of Economics.
[Downloadable!]
- Massimo Marinacci & Fabio Maccheroni, 2002.
"How to cut a pizza fairly: fair division with descreasing marginal evaluations,"
ICER Working Papers - Applied Mathematics Series
23-2002, ICER - International Centre for Economic Research.
[Downloadable!]
Other versions: - Mohammed Abdellaoui & Olivier l’Haridon & Horst Zank, 2009.
"Separating Curvature and Elevation: A Parametric Weighting Function,"
The School of Economics Discussion Paper Series
0901, Economics, The University of Manchester.
[Downloadable!]
- Chambers, Christopher P. & Echenique, Federico, .
"When does aggregation reduce uncertainty aversion?,"
Working Papers
1299, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
- Mark Machina, 2002.
"Robustifying the Classical Model of Risk Preferences and Beliefs,"
University of California at San Diego, Economics Working Paper Series
2002-06, Department of Economics, UC San Diego.
[Downloadable!]
- Robert Chambers & Tigran Melkonyan, 2008.
"Eliciting beliefs,"
Theory and Decision,
Springer, vol. 65(4), pages 271-284, December.
[Downloadable!] (restricted)
- Michel Grabisch, 2003.
"The Symmetric Sugeno Integral,"
Post-Print
hal-00272084_v1, HAL.
[Downloadable!]
- Xiaoxian Ma & Qingzhen Zhao & Jilin Qu, 2008.
"Robust portfolio optimization with a generalized expected utility model under ambiguity,"
Annals of Finance,
Springer, vol. 4(4), pages 431-444, October.
[Downloadable!] (restricted)
- Guido Fioretti, 2001.
"A mathematical theory of evidence for G.L.S. Shackle,"
Mind and Society: Cognitive Studies in Economics and Social Sciences,
Fondazione Rosselli, vol. 2(1), pages 77-98, March.
[Downloadable!] (restricted)
- Larry Epstein & Michael Peters, 1996.
"A Revelation Principle For Competing Mechanisms,"
Working Papers
peters-96-02, University of Toronto, Department of Economics.
[Downloadable!]
Other versions: - Jan Werner, 2009.
"Risk and risk aversion when states of nature matter,"
Economic Theory,
Springer, vol. 41(2), pages 231-246, November.
[Downloadable!] (restricted)
- Martins-da-Rocha, V. F., 2009.
"Interim efficiency with MEU-preferences,"
Economics Working Papers (Ensaios Economicos da EPGE)
696, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
- Marcello Basili & Carlo Zappia, 2005.
"Ambiguity and uncertainty in Ellsberg and Shackle,"
Department of Economics University of Siena
460, Department of Economics, University of Siena.
[Downloadable!]
- Eide, Erling, 2002.
"Optimal Provision of Public Goods with Rank Dependent Expected Utility,"
Memorandum
03/2003, Oslo University, Department of Economics.
[Downloadable!]
- Sujoy Mukerji, 2003.
"Ambiguity Aversion and Cost-Plus Procurement Contracts,"
Economics Series Working Papers
171, University of Oxford, Department of Economics.
[Downloadable!]
Other versions: - Frank Hansen, 2003.
"A General Theory of Decision Making,"
Discussion Papers
03-38, University of Copenhagen. Department of Economics, revised Aug 2005.
[Downloadable!]
- Jürgen Eichberger & Willy Spanjers, 2007.
"Liquidity and Ambiguity: Banks or Asset Markets?,"
Working Papers
0444, University of Heidelberg, Department of Economics, revised Jun 2007.
[Downloadable!]
- Straathof,Bas, 2002.
"Micro-uncertainty and growth,"
Research Memoranda
003, Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology.
[Downloadable!]
- Gilboa, Itzhak & Schmeidler, David, 1988.
"Information dependent games : Can common sense be common knowledge?,"
Economics Letters,
Elsevier, vol. 27(3), pages 215-221.
[Downloadable!] (restricted)
Cited by:
- John Geanakoplos, 1996.
"The Hangman's Paradox and Newcomb's Paradox as Psychological Games,"
Cowles Foundation Discussion Papers
1128, Cowles Foundation, Yale University.
[Downloadable!]
- J. Atsu Amegashie, 2006.
"A Psychological Game with Interdependent Preference Types,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: - Pierpaolo Battigalli & Martin Dufwenberg, 2005.
"Dynamic Psychological Games,"
Working Papers
287, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
[Downloadable!]
Other versions:- Pierpaolo Battigalli & Martin Dufwenberg, 2005.
"Dynamic Psychological Games,"
Levine's Bibliography
784828000000000046, UCLA Department of Economics.
[Downloadable!]
- Battigalli, Pierpaolo & Dufwenberg, Martin, 2009.
"Dynamic psychological games,"
Journal of Economic Theory,
Elsevier, vol. 144(1), pages 1-35, January.
[Downloadable!] (restricted)
- Stanley Reiter, 1998.
"Interdependent Preferences and Groups of Agents,"
Discussion Papers
1217, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
Other versions: - Amegashie, J.A., 2006.
"Guilt Aversion and Insincerity-Induced Disutility,"
Working Papers
2006-11, University of Guelph, Department of Economics.
[Downloadable!]
- Marc Le Menestrel, 2003.
"A One-Shot Prisoners’ Dilemma with Procedural Utility,"
Economics Working Papers
819, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
- Itzhak Gilboa, 1989.
"A Note on the Consistency of Game Theory,"
Discussion Papers
847, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!]
- Amegashie, J.A., 2006.
"Intentions and Social Interactions,"
Working Papers
2006-2, University of Guelph, Department of Economics.
[Downloadable!]
Other versions:
- Postlewaite, Andrew & Schmeidler, David, 1986.
"Implementation in differential information economies,"
Journal of Economic Theory,
Elsevier, vol. 39(1), pages 14-33, June.
[Downloadable!] (restricted)
Cited by:
- Dirk Bergemann & Stephen Morris, 2005.
"Robust Implementation: The Role of Large Type Spaces,"
Cowles Foundation Discussion Papers
1519, Cowles Foundation, Yale University.
[Downloadable!]
Other versions: - Palfrey, Thomas R. & Srivastava, Sanjay., 1989.
"Efficient Trading Mechanisms with Pre-Play Communication,"
Working Papers
693, California Institute of Technology, Division of the Humanities and Social Sciences.
[Downloadable!]
- Dirk Bergemann & Stephen Morris, 2006.
"Robust Implementation: The Case of Direct Mechanisms,"
Levine's Bibliography
122247000000001194, UCLA Department of Economics.
[Downloadable!]
Other versions: