1. Smith, Vernon L, 1969. "Measuring Nonmonetary Utilities in Uncertain Choices: The Ellsberg Urn," The Quarterly Journal of Economics, MIT Press, vol. 83(2), pages 324-29, May. [Downloadable!] (restricted)
2. Sherman, Roger, 1974. "The Psychological Difference Between Ambiguity and Risk," The Quarterly Journal of Economics, MIT Press, vol. 88(1), pages 166-69, February. [Downloadable!] (restricted)
3. Jones, Robert A & Ostroy, Joseph M, 1984. "Flexibility and Uncertainty," Review of Economic Studies, Blackwell Publishing, vol. 51(1), pages 13-32, January. [Downloadable!] (restricted)
   Other versions:
   • Robert A. Jones & Joseph M. Ostroy, 1979. "Flexibilty and Uncertainty," UCLA Economics Working Papers 163, UCLA Department of Economics. [Downloadable!]
4. Kreps, David M & Porteus, Evan L, 1978. "Temporal Resolution of Uncertainty and Dynamic Choice Theory," Econometrica, Econometric Society, vol. 46(1), pages 185-200, January. [Downloadable!] (restricted)
5. Schoemaker, Paul J H, 1982. "The Expected Utility Model: Its Variants, Purposes, Evidence and Limitations," Journal of Economic Literature, American Economic Association, vol. 20(2), pages 529-63, June. [Downloadable!] (restricted)
6. Machina, Mark J, 1982. ""Expected Utility" Analysis without the Independence Axiom," Econometrica, Econometric Society, vol. 50(2), pages 277-323, March. [Downloadable!] (restricted)
7. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-87, May. [Downloadable!] (restricted)
8. Quiggin, John, 1982. "A theory of anticipated utility," Journal of Economic Behavior & Organization, Elsevier, vol. 3(4), pages 323-343, December. [Downloadable!] (restricted)
9. Kahneman, Daniel & Tversky, Amos, 1979. "Prospect Theory: An Analysis of Decision under Risk," Econometrica, Econometric Society, vol. 47(2), pages 263-91, March. [Downloadable!] (restricted)
10. Mossin, Jan, 1969. "A Note on Uncertainty and Preferences in a Temporal Context," American Economic Review, American Economic Association, vol. 59(1), pages 172-74, March. [Downloadable!] (restricted)
11. Uzi Segal, 1984. "Nonlinear Decision Weights with the Independence Axiom," UCLA Economics Working Papers 353, UCLA Department of Economics. [Downloadable!]
12. Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September. [Downloadable!] (restricted)

Cited by:
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1. 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)
2. 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!]
3. S. Nuri Erbas, 2002. "Primer on Reforms in a Second-Best Ambiguous Environment: A Case for Gradualism," IMF Working Papers 02/50, International Monetary Fund. [Downloadable!]
4. S. Nuri Erbas & Abbas Mirakhor, 2007. "The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality," IMF Working Papers 07/230, International Monetary Fund. [Downloadable!]
5. S. Nuri Erbas, 2004. "Ambiguity, Transparency, and Institutional Strength," IMF Working Papers 04/115, International Monetary Fund. [Downloadable!]
6. 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!]
7. Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2006. "Recursive Smooth Ambiguity Preferences," Carlo Alberto Notebooks 17, Collegio Carlo Alberto, revised 2008. [Downloadable!]
8. 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!]
   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!]
   • 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, . "A Bayesian Approach to Uncentainty Aversion," Penn CARESS Working Papers f17f3e2c6ad93e4b53fd58fc9, Penn Economics Department. [Downloadable!]
   • Vincent Feltkamp & Yoram Halevy, 2000. "A Bayesian Approach to Uncertainty Aversion," Econometric Society World Congress 2000 Contributed Papers 1125, Econometric Society. [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)
9. S. Nuri Erbas, 2003. "IMF Conditionality and Program Ownership: A Case for Streamlined Conditionality," IMF Working Papers 03/98, International Monetary Fund. [Downloadable!]
10. 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)
11. Haluk Ergin & Faruk Gul, 2003. "A Subjective Theory of Compound Lotteries," Levine's Bibliography 506439000000000406, UCLA Department of Economics. [Downloadable!]
    Other versions:
    • Haluk Ergin & Faruk Gul, 2004. "A subjective theory of compound lotteries," Econometric Society 2004 North American Summer Meetings 152, Econometric Society. [Downloadable!]
12. 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!]
13. Ju, Nengjiu & Miao, Jianjun, 2009. "Ambiguity, Learning, and Asset Returns," MPRA Paper 14737, University Library of Munich, Germany, revised Apr 2009. [Downloadable!]
14. Kota Saito, 2009. "A Relationship between Risk and Time Preferences," Levine's Working Paper Archive 814577000000000269, David K. Levine. [Downloadable!]
15. 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:
    • Yoram Halevy, 2008. "Strotz Meets Allais: Diminishing Impatience and the Certainty Effect," American Economic Review, American Economic Association, vol. 98(3), pages 1145-62, June. [Downloadable!]
16. 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!]
17. 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:
    • Yoram Halevy, 2007. "Ellsberg Revisited: An Experimental Study," Econometrica, Econometric Society, vol. 75(2), pages 503-536, 03. [Downloadable!] (restricted)
18. TREICH Nicolas, 2008. "The value of a Statistical Life under Ambiguity Aversion," Working Papers 08.05.249, LERNA, University of Toulouse. [Downloadable!]
    Other versions:
    • Nicolas Treich, 2008. "The Value of a Statistical Life under Ambiguity Aversion," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
19. David Buschena & David Zilberman, 2000. "Generalized Expected Utility, Heteroscedastic Error, and Path Dependence in Risky Choice," Journal of Risk and Uncertainty, Springer, vol. 20(1), pages 67-88, January. [Downloadable!] (restricted)