Uncertainty Aversion and Dynamic Consistency
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- Jürgen Eichberger & Simon Grant & David Kelsey, 2012. "When is ambiguity–attitude constant?," Journal of Risk and Uncertainty, Springer, vol. 45(3), pages 239-263, December.
- Eichberger, Jurgen & Grant, Simon & Kelsey, David, 2005.
"CEU preferences and dynamic consistency,"
Mathematical Social Sciences,
Elsevier, vol. 49(2), pages 143-151, March.
- 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.
- Grant, Simon & Eichberger, Jürgen & Kelsey, David, 2004. "CEU preferences and dynamic consistency," Papers 04-47, Sonderforschungsbreich 504.
- André Lapied & Pascal Toquebeuf, 2011. "Dynamically consistent CEU preferences," Working Papers halshs-00856193, HAL.
- Eichberger, Jürgen & Oechssler, Jörg & Schnedler, Wendelin, 2012. "How do people cope with an ambiguous situation when it becomes even more ambiguous?," Working Papers 0528, University of Heidelberg, Department of Economics.
- Lapied, André & Toquebeuf, Pascal, 2012. "Dynamically consistent CEU preferences on f-convex events," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 252-256.
- 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.
- Dominiak, Adam & Duersch, Peter & Lefort, Jean-Philippe, 2012. "A dynamic Ellsberg urn experiment," Games and Economic Behavior, Elsevier, vol. 75(2), pages 625-638.
- repec:dau:papers:123456789/7333 is not listed on IDEAS
- Heyen, Daniel, 2017. "Ambiguity aversion under maximum-likelihood updating," LSE Research Online Documents on Economics 80342, London School of Economics and Political Science, LSE Library.
- Jürgen Eichberger & David Kelsey, 1999. "E-Capacities and the Ellsberg Paradox," Theory and Decision, Springer, vol. 46(2), pages 107-138, April.
- Rakesh Sarin & Peter Wakker, 1997.
"A Single-Stage Approach to Anscombe and Aumann's Expected Utility,"
Review of Economic Studies,
Oxford University Press, vol. 64(3), pages 399-409.
- Sarin, R. & Wakker, P.P., 1996. "A Single-Stage Approach to Anscombe and Aumann's Expected Utility," Discussion Paper 1996-45, Tilburg University, Center for Economic Research.
- Riedel, Frank, 2010. "Optimal Stopping under Ambiguity," Center for Mathematical Economics Working Papers 390, Center for Mathematical Economics, Bielefeld University.
- Werlang, Sérgio Ribeiro da Costa, 2000. "A notion of subgame perfect Nash equilibrium under knightian uncertainty," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 376, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Gumen, Anna & Savochkin, Andrei, 2013. "Dynamically stable preferences," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1487-1508.
- repec:dau:papers:123456789/7357 is not listed on IDEAS
- Eichberger, Jürgen & Güth, Werner & Müller, Wieland, 1999. "Dynamic decision structure and risk taking," SFB 373 Discussion Papers 1999,95, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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