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Citations for "Maxmin expected utility with non-unique prior" by Gilboa, Itzhak & Schmeidler, David
For a complete description of this item, click here .
Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Piero Gottardi & Jean Marc Tallon & Paolo Ghirardato, 2009.
"Flexible Contracts ,"
Economics Working Papers
ECO2009/34, European University Institute.
[Downloadable!]
Other versions: 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!]
repec:att:wimass:192028 is not listed on IDEAS
Marciano Siniscalchi, 2003.
"A Behavioral Characterization of Plausible Priors ,"
Levine's Bibliography
234936000000000064, UCLA Department of Economics.
[Downloadable!]
Other versions:
Marciano Siniscalchi, 2003.
"A Behavioral Characterization of Plausible Priors ,"
Discussion Papers
1365, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[Downloadable!] Siniscalchi, Marciano, 2006.
"A behavioral characterization of plausible priors ,"
Journal of Economic Theory ,
Elsevier, vol. 128(1), pages 91-135, May.
[Downloadable!] (restricted) Gierlinger, Johannes & Gollier, Christian, 2008.
"Socially Efficient Discounting under Ambiguity Aversion ,"
IDEI Working Papers
561, Institut d'Économie Industrielle (IDEI), Toulouse.
[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!]
Kin Chung Lo, 1995.
"Equilibrium in Beliefs Under Uncertainty ,"
Working Papers
ecpap-95-02, University of Toronto, Department of Economics.
[Downloadable!]
Other versions: 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: Marco Dall'Aglio & Fabio Maccheroni, 2007.
"Disputed Lands ,"
Carlo Alberto Notebooks
58, Collegio Carlo Alberto.
[Downloadable!]
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!]
ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX Christian, 2003.
"Aversion Analysis ,"
Cahiers de recherche
2003-06, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
Other versions:
ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX, Christian, 2003.
"Aversion Analysis ,"
Cahiers de recherche
04-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
[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: 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)
Vasco Cúrdia, 2005.
"Monetary Policy under Sudden Stops ,"
International Finance
0510025, EconWPA, revised 02 Nov 2005.
[Downloadable!]
Other versions: João Correia-da-Silva & Carlos Hervés-Beloso, 2006.
"Prudent Expectations Equilibrium in Economies with Uncertain Delivery ,"
Levine's Bibliography
321307000000000099, UCLA Department of Economics.
[Downloadable!]
Other versions:
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!] João Correia-da-Silva & Carlos Hervés-Beloso, 2009.
"Prudent expectations equilibrium in economies with uncertain delivery ,"
Economic Theory ,
Springer, vol. 39(1), pages 67-92, April.
[Downloadable!] (restricted) 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: 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!]
Michael Woodford, 2005.
"Robustly Optimal Monetary Policy with Near Rational Expectations ,"
NBER Working Papers
11896, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
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, 2002.
"Modeling model uncertainty ,"
Discussion Papers
0203-05, Columbia University, Department of Economics.
[Downloadable!] Alexei Onatski & Noah Williams, 2003.
"Modeling Model Uncertainty ,"
NBER Working Papers
9566, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) 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!] 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!] 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!] 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!] 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) Epstein, L.G., 1999.
"Are Probabilities Used in Markets? ,"
RCER Working Papers
464, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
Other versions: 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: GHIRARDATO, Paolo & LE BRETON, Michel, 1999.
"Choquet rationality ,"
CORE Discussion Papers
1999012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!]
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!]
Other versions: 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: 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!]
Other versions: 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:
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!] 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) Larry G. Epstein & Massimo Marinacci & Seo Kyoungwon, 2006.
"Coarse Contingencies ,"
Carlo Alberto Notebooks
4, Collegio Carlo Alberto, revised 2007.
[Downloadable!]
Other versions: 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, 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!]
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: Azrieli, Yaron & Teper, Roee, 2009.
"Uncertainty aversion and equilibrium existence in games with incomplete information ,"
MPRA Paper
17615, University Library of Munich, Germany.
[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!] 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!] 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) Christopher J.Tyson, 2005.
"Axiomatic Foundations for Satisficing Behavior ,"
Economics Papers
2005-W03, Economics Group, Nuffield College, University of Oxford.
[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: 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: 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: 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 ,
AccessEcon, vol. 4(27), pages 1-5.
[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!]
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!]
Steffen Huck & Rajiv Sarin, 2004.
"Players With Limited Memory ,"
The B.E. Journal of Theoretical Economics ,
Berkeley Electronic Press, vol. 0(1).
[Downloadable!]
Other versions: 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: Larry Epstein & Martin Schneider, 2006.
"Learning Under Ambiguity ,"
RCER Working Papers
527, University of Rochester - Center for Economic Research (RCER).
[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!] Larry G. Epstein & Martin Schneider, 2007.
"Learning Under Ambiguity ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 74(4), pages 1275-1303, October.
[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 ,"
Econometric Society World Congress 2000 Contributed Papers
1143, Econometric Society.
[Downloadable!] Paolo Ghirardato & Massimo Marinacci, 2000.
"Risk, Ambiguity, and the Separation of Utility and Beliefs ,"
Levine's Bibliography
7616, UCLA Department of Economics.
[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: Hengjie Ai, 2005.
"Smooth nonexpected utility without state independence ,"
Working Papers
637, Federal Reserve Bank of Minneapolis.
[Downloadable!]
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)
Heller, Yuval, 2009.
"Justifiable choice ,"
MPRA Paper
15645, University Library of Munich, Germany.
[Downloadable!]
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!]
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!]
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, 2000.
"Model Uncertainity And Liquidity ,"
Computing in Economics and Finance 2000
368, Society for Computational Economics.
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, .
"Model Uncertainty and Liquidity ,"
GSIA Working Papers
2001-E17, Carnegie Mellon University, Tepper School of Business.
[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) 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) 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, 2005.
"Trusting the Stock Market ,"
NBER Working Papers
11648, National Bureau of Economic Research, Inc.
[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, 2008.
"Trusting the Stock Market ,"
Journal of Finance ,
American Finance Association, vol. 63(6), pages 2557-2600, December.
[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)
Marie-Louise Vierø, 2009.
"Exactly what happens after the Anscombe–Aumann race? ,"
Economic Theory ,
Springer, vol. 41(2), pages 175-212, November.
[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!]
Dirk Bergemann & Karl Schlag, 2005.
"Robust Monopoly Pricing ,"
Cowles Foundation Discussion Papers
1527R, Cowles Foundation, Yale University, revised Apr 2007.
[Downloadable!]
Other versions: 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!]
Marciano Siniscalchi, 2006.
"Dynamic Choice Under Ambiguity ,"
Discussion Papers
1430, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
[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 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!] 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 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!]
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)
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: 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!] Atsushi Kajii & Takashi Ui, 2004.
"Incomplete Information Games with Multiple Priors ,"
KIER Working Papers
583, Kyoto University, Institute of Economic Research.
[Downloadable!]
Other versions: 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: 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!]
Other versions:
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, 2008.
"Portfolio Selection with Monotone Mean-Variance Preferences ,"
Temi di discussione (Economic working papers)
664, Bank of Italy, Economic Research Department.
[Downloadable!] 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) 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 ,
AccessEcon, 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!]
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!]
Juan Dubra & Federico Echenique, 2001.
"Monotone Preferences over Information ,"
The B.E. Journal of Theoretical Economics ,
Berkeley Electronic Press, vol. 0(1).
[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!]
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:
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!] Ait-Sahalia, Y. & Brandt, M.W., 2001.
"Variable Selection for Portfolio Choice ,"
Papers
34, Manitoba - Department of Economics.
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!]
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!]
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)
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!]
Guido, Cataife, 2007.
"The pronouncements of paranoid politicians ,"
MPRA Paper
4473, University Library of Munich, Germany.
[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!]
Vasco Cúrdia, 2008.
"Optimal monetary policy under sudden stops ,"
Staff Reports
323, Federal Reserve Bank of New York.
[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 Epstein & Martin Schneider, 2004.
"Ambiguity, Information Quality and Asset Pricing ,"
RCER Working Papers
507, University of Rochester - Center for Economic Research (RCER).
[Downloadable!] 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) Massimiliano Amarante, 2006.
"States, models and information: A reconsideration of Ellsberg's paradox ,"
Discussion Papers
0506-18, Columbia University, 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!]
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, 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!] 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.
Larry Epstein & Igor Kopylov, 2006.
"Cognitive Dissonance and Choice ,"
RCER Working Papers
525, University of Rochester - Center for Economic Research (RCER).
[Downloadable!]
Gerasimou, Georgios, 2009.
"Consumer theory with bounded rational preferences ,"
MPRA Paper
18673, University Library of Munich, Germany, revised 16 Nov 2009.
[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:
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!] 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) 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: 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!]
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: 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!]
Mayumi Horie, 2007.
"A General Update Rule for Convex Capacities ,"
KIER Working Papers
644, Kyoto University, Institute of Economic Research.
[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!]
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)
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)
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)
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!]
Sujoy Mukerji & Hyun Song Shin, 2002.
"Equilibrium Departures from Common Knowledge in Games with Non-Additive Expected Utility ,"
The B.E. Journal of Theoretical Economics ,
Berkeley Electronic Press, vol. 0(1).
[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!]
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!]
Guido Cozzi & Paolo E. Giordani, .
"Ambiguity Attitude, R&D Investments and Economic Growth ,"
Working Papers
2008_06, Department of Economics, University of Glasgow.
[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!]
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!]
Jianjun Miao, 2004.
"Risk, uncertainty and option exercise ,"
Finance
0410013, EconWPA.
[Downloadable!]
Other versions:
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!] 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!] 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!]
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!]
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: 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!]
Narayana Kocherlakota, 2007.
"Model fit and model selection ,"
Review ,
Federal Reserve Bank of St. Louis, issue Jul, pages 349-360.
[Downloadable!]
Nelson C. Mark & S.G. Cecchetti & P-s. Lam, 1997.
"Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True? ,"
Working Papers
017, Ohio State University, Department of Economics.
[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!]
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!]
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) 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!]
Massimiliano Amarante & Emel Filiz, 2004.
"Ambiguous events and Maxmin Expected Utility ,"
Discussion Papers
0405-09, Columbia University, Department of Economics.
[Downloadable!]
Other versions: 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!]
Eichberger, Jürgen & Grant, Simon & Lefort, Jean-Philippe, 2009.
"Neo-additive capacities and updating ,"
Working Papers
0490, University of Heidelberg, Department of Economics.
[Downloadable!]
Other versions: 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!]
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: 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!]
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!]
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)
Gulcin Ozkan & Filiz Unsal, .
"External finance, sudden stops and financial crisis: what is different this time? ,"
Discussion Papers
09/22, Department of Economics, University of York.
[Downloadable!]
Ehud Lehrer, 2005.
"A new integral for capacities ,"
Game Theory and Information
0504004, EconWPA.
[Downloadable!]
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!]
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)
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!]
Kin Chung Lo, 2006.
"A robust definition of possibility for biseparable preferences ,"
Economics Bulletin ,
AccessEcon, vol. 4(37), pages 1-7.
[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!]
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: Massimiliano Amarante & Fabio Maccheroni, 2004.
"The Knob of the Discord ,"
Discussion Papers
0405-14, Columbia University, Department of Economics.
[Downloadable!]
Kin Chung Lo, 1995.
"Nash Equilibrium without Mutual Knowledge of Rationality ,"
Working Papers
ecpap-95-04, University of Toronto, 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!]
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)
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!]
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)
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: 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: 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!]
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)
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!]
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: 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)
Kislaya Prasad, 2003.
"Non-robustness of some economic models ,"
The B.E. Journal of Theoretical Economics ,
Berkeley Electronic Press, vol. 0(1).
[Downloadable!]
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)
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!]
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!]
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!]
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!]
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)
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:
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