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Citations for "Subjective Probabilities on Subjectively Unambiguous Events"

by Epstein, Larry G & Zhang, Jiankang

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  1. Grant, Simon & Quiggin, John, 2004. "Increasing Uncertainty: A Definition," Risk and Sustainable Management Group Working Papers 151163, University of Queensland, School of Economics.
  2. Dominiak, Adam & Dürsch, Peter & Lefort, Jean-Philippe, 2009. "A Dynamic Ellsberg Urn Experiment," Working Papers 0487, University of Heidelberg, Department of Economics.
  3. John Quiggin, 2007. "Ambiguity and the Value of Information: An Almost-objective Events Analysis," Economic Theory, Springer, vol. 30(3), pages 409-414, March.
  4. Gajdos, Thibault & Tallon, Jean-Marc & Vergnaud, Jean-Christophe, 2004. "Decision making with imprecise probabilistic information," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 647-681, September.
  5. Adam Dominiak & Jean-Philippe Lefort, 2011. "Unambiguous events and dynamic Choquet preferences," Economic Theory, Springer, vol. 46(3), pages 401-425, April.
  6. 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.
  7. Beißner, Patrick, 2013. "Coherent Price Systems and Uncertainty-Neutral Valuation," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80010, Verein für Socialpolitik / German Economic Association.
  8. repec:hal:journl:halshs-00492170 is not listed on IDEAS
  9. Atsushi Kajii & Takashi Ui, 2005. "Incomplete Information Games With Multiple Priors," The Japanese Economic Review, Japanese Economic Association, vol. 56(3), pages 332-351.
  10. Simone Cerreia-Vioglio & Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2011. "Rational preferences under ambiguity," Economic Theory, Springer, vol. 48(2), pages 341-375, October.
  11. Mukerji, Sujoy & Tallon, Jean-Marc, 2003. "Ellsberg's two-color experiment, portfolio inertia and ambiguity," Journal of Mathematical Economics, Elsevier, vol. 39(3-4), pages 299-316, June.
  12. 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.
  13. Abe Dunn, 2012. "Drug Innovations and Welfare Measures Computed from Market Demand: The Case of Anti-cholesterol Drugs," American Economic Journal: Applied Economics, American Economic Association, vol. 4(3), pages 167-89, July.
  14. 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.
  15. Sujoy Mukerji & Jean-Marc Tallon, 2002. "Ellsberg`s 2-Color Experiment, Bid-Ask Behavior and Ambiguity," Economics Series Working Papers 114, University of Oxford, Department of Economics.
  16. Jianjun Miao & Dirk Hackbarth, 2011. "The dynamics of mergers and acquisitions in oligopolistic industries," Boston University - Department of Economics - Working Papers Series WP2011-029, Boston University - Department of Economics.
  17. Jianjun Miao & Neng Wang, 2010. "Risk, uncertainty,and option exercise," Boston University - Department of Economics - Working Papers Series WP2010-029, Boston University - Department of Economics.
  18. Ghirardato, Paolo & Marinacci, Massimo, 2002. "Ambiguity Made Precise: A Comparative Foundation," Journal of Economic Theory, Elsevier, vol. 102(2), pages 251-289, February.
  19. Lefort, Jean-Philippe & Dominiak, Adam, 2011. ""Agreeing to Disagree" Type Results under Ambiguity," Economics Papers from University Paris Dauphine 123456789/8575, Paris Dauphine University.
  20. Massimiliano Amarante & Emel Filiz, 2004. "Ambiguous events and Maxmin Expected Utility," Discussion Papers 0405-09, Columbia University, Department of Economics.
  21. Grant, S. & Quiggin, J., 2001. "A Model-Free Definition of Increasing Uncertainty," Discussion Paper 2001-84, Tilburg University, Center for Economic Research.
  22. Luciano Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Economic Theory, Springer, vol. 48(2), pages 243-273, October.
  23. Klaus Nehring, 2006. "Decision-Making in the Context of Imprecise Probabilistic Beliefs," Economics Working Papers 0034, Institute for Advanced Study, School of Social Science.
  24. Daniele Pennesi, 2013. "Endogenous Status Quo," Carlo Alberto Notebooks 314, Collegio Carlo Alberto.
  25. Hill, Brian, 2009. "Confidence and ambiguity," Les Cahiers de Recherche 914, HEC Paris.
  26. Marciano Siniscalchi, 2003. "A Behavioral Characterization of Plausible Priors," Discussion Papers 1365, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  27. Gijs van de Kuilen & Peter P. Wakker, 2011. "The Midweight Method to Measure Attitudes Toward Risk and Ambiguity," Management Science, INFORMS, vol. 57(3), pages 582-598, March.
  28. 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.
  29. Robert Chambers & Tigran Melkonyan, 2008. "Eliciting beliefs," Theory and Decision, Springer, vol. 65(4), pages 271-284, December.
  30. Ergin, Haluk & Gul, Faruk, 2009. "A theory of subjective compound lotteries," Journal of Economic Theory, Elsevier, vol. 144(3), pages 899-929, May.
  31. ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX, Christian, 2003. "Aversion Analysis," Cahiers de recherche 04-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  32. Claude HENRY & Marc HENRY, 2002. "Formalization and Applications of the Precuationary Principle," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2002009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  33. Dominiak, Adam & Lefort, Jean-Philippe, 2011. "Unambiguous events and dynamic Choquet preferences," Economics Papers from University Paris Dauphine 123456789/7323, Paris Dauphine University.
  34. 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.
  35. Marciano Siniscalchi, 2009. "Vector Expected Utility and Attitudes Toward Variation," Econometrica, Econometric Society, vol. 77(3), pages 801-855, 05.
  36. Simon Grant & Atsushi Kajii, 2005. "Probabilistically Sophisticated Multiple Priors," KIER Working Papers 608, Kyoto University, Institute of Economic Research.
  37. Claude Henry & Marc Henry, 2002. "Formalization and applications of the precautionary principles," Discussion Papers 0102-22, Columbia University, Department of Economics.
  38. Patrick Beißner, 2013. "Radner equilibria under ambiguous volatility," Working Papers 493, Bielefeld University, Center for Mathematical Economics.
  39. Larry Epstein & Massimo Marinacci, 2005. "Coarse Contingencies," RCER Working Papers 515, University of Rochester - Center for Economic Research (RCER).
  40. Tapking, Jens, 2004. "Axioms for preferences revealing subjective uncertainty and uncertainty aversion," Journal of Mathematical Economics, Elsevier, vol. 40(7), pages 771-797, November.
  41. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  42. 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.
  43. Sujoy Mukerji & Peter Klibanoff and Massimo Marinacci, 2011. "Definitions of Ambiguous Events and the Smooth Ambiguity Model," Economics Series Working Papers 525, University of Oxford, Department of Economics.
  44. Turan G. Bali & Hao Zhou, 2011. "Risk, uncertainty, and expected returns," Finance and Economics Discussion Series 2011-45, Board of Governors of the Federal Reserve System (U.S.).
  45. Ehud Lehrer, 2012. "Partially Specified Probabilities: Decisions and Games," American Economic Journal: Microeconomics, American Economic Association, vol. 4(1), pages 70-100, February.
  46. Qu, Xiangyu, 2013. "Maxmin expected utility with additivity on unambiguous events," Journal of Mathematical Economics, Elsevier, vol. 49(3), pages 245-249.
  47. Takao Asano, 2004. "Portfolio Inertia under Ambiguity," ISER Discussion Paper 0609, Institute of Social and Economic Research, Osaka University.
  48. Haluk Ergin & Faruk Gul, 2004. "A subjective theory of compound lotteries," Econometric Society 2004 North American Summer Meetings 152, Econometric Society.
  49. repec:hal:journl:halshs-00497444 is not listed on IDEAS
  50. repec:hal:journl:halshs-00086021 is not listed on IDEAS
  51. Martin Dumav & Maxwell B. Stinchcombe, 2013. "The von Neumann/Morgenstern approach to ambiguity," Working Papers 480, Bielefeld University, Center for Mathematical Economics.
  52. Asano, Takao, 2006. "Portfolio inertia under ambiguity," Mathematical Social Sciences, Elsevier, vol. 52(3), pages 223-232, December.
  53. Ghirardato, Paolo & Maccheroni, Fabio & Marinacci, Massimo, 2004. "Differentiating ambiguity and ambiguity attitude," Journal of Economic Theory, Elsevier, vol. 118(2), pages 133-173, October.
  54. Jürgen Eichberger & David Kelsey, 2007. "Ambiguity," Working Papers 0448, University of Heidelberg, Department of Economics, revised Jul 2007.
  55. Jianjun Miao, 2004. "A Note on Consumption and Savings under Knightian Uncertainty," Annals of Economics and Finance, Society for AEF, vol. 5(2), pages 299-311, November.
  56. Massimiliano Amarante, 2004. "Notes and Comments: On the uniqueness of convex-ranged probabilities," Decisions in Economics and Finance, Springer, vol. 27(1), pages 81-85, 08.