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Subjective Probability and Expected Utility without Additivity

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Cited by:

  1. Mayag, Brice & Bouyssou, Denis, 2020. "Necessary and possible interaction between criteria in a 2-additive Choquet integral model," European Journal of Operational Research, Elsevier, vol. 283(1), pages 308-320.
  2. 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.
  3. Beißner, Patrick & Khan, M. Ali, 2019. "On Hurwicz–Nash equilibria of non-Bayesian games under incomplete information," Games and Economic Behavior, Elsevier, vol. 115(C), pages 470-490.
  4. Yam, Sheung Chi Phillip & Yang, Hailiang & Yuen, Fei Lung, 2016. "Optimal asset allocation: Risk and information uncertainty," European Journal of Operational Research, Elsevier, vol. 251(2), pages 554-561.
  5. repec:clg:wpaper:2013-27 is not listed on IDEAS
  6. Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean‐Marc Tallon, 2018. "Ambiguity and the historical equity premium," Quantitative Economics, Econometric Society, vol. 9(2), pages 945-993, July.
  7. Santiago I. Sautua, 2016. "Risk, Ambiguity, And Diversification," Documentos de Trabajo 014588, Universidad del Rosario.
  8. Ok, Efe A. & Zhou, Lin, 2000. "The Choquet Bargaining Solutions," Games and Economic Behavior, Elsevier, vol. 33(2), pages 249-264, November.
  9. repec:gam:jrisks:v:4:y:2016:i:1:p:8:d:66161 is not listed on IDEAS
  10. Simone Cerreia‐Vioglio & David Dillenberger & Pietro Ortoleva, 2015. "Cautious Expected Utility and the Certainty Effect," Econometrica, Econometric Society, vol. 83, pages 693-728, March.
  11. Li, Wenhui & Wilde, Christian, 2020. "Belief formation and belief updating under ambiguity: Evidence from experiments," SAFE Working Paper Series 251, Leibniz Institute for Financial Research SAFE.
  12. Dillenberger, David & Segal, Uzi, 2017. "Skewed noise," Journal of Economic Theory, Elsevier, vol. 169(C), pages 344-364.
  13. Gilboa, Itzhak & Samuelson, Larry & Schmeidler, David, 2013. "Dynamics of inductive inference in a unified framework," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1399-1432.
  14. Paolo Ghirardato & Massimo Marinacci, 2001. "Risk, Ambiguity, and the Separation of Utility and Beliefs," Mathematics of Operations Research, INFORMS, vol. 26(4), pages 864-890, November.
  15. 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).
  16. Filiz-Ozbay, Emel & Gulen, Huseyin & Masatlioglu, Yusufcan & Ozbay, Erkut Y., 2022. "Comparing ambiguous urns with different sizes," Journal of Economic Theory, Elsevier, vol. 199(C).
  17. Antoine Billot & Alain Chateauneuf & Itzhak Gilboa & Jean-Marc Tallon, 2000. "Sharing Beliefs: Between Agreeing and Disagreeing," Econometrica, Econometric Society, vol. 68(3), pages 685-694, May.
  18. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dual-self Representations of Ambiguity Preferences," Cowles Foundation Discussion Papers 2180R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2021.
  19. Berger, Loïc & Bleichrodt, Han & Eeckhoudt, Louis, 2013. "Treatment decisions under ambiguity," Journal of Health Economics, Elsevier, vol. 32(3), pages 559-569.
  20. David Kelsey & Tigran Melkonyan, 2018. "Contests with ambiguity," Oxford Economic Papers, Oxford University Press, vol. 70(4), pages 1148-1169.
  21. Grabisch, Michel & Kojadinovic, Ivan & Meyer, Patrick, 2008. "A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package," European Journal of Operational Research, Elsevier, vol. 186(2), pages 766-785, April.
  22. Qi Nan Zhai, 2015. "Asset Pricing Under Ambiguity and Heterogeneity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 16, July-Dece.
  23. Ralph W. Bailey & Jürgen Eichberger & David Kelsey, 2005. "Ambiguity and Public Good Provision in Large Societies," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 7(5), pages 741-759, December.
  24. Cary Deck & Harris Schlesinger, 2010. "Exploring Higher Order Risk Effects," Review of Economic Studies, Oxford University Press, vol. 77(4), pages 1403-1420.
  25. Sarin, Rakesh & Wakker, Peter P., 2000. "Cumulative dominance and probabilistic sophistication," Mathematical Social Sciences, Elsevier, vol. 40(2), pages 191-196, September.
  26. Assa, Hirbod & Zimper, Alexander, 2018. "Preferences over all random variables: Incompatibility of convexity and continuity," Journal of Mathematical Economics, Elsevier, vol. 75(C), pages 71-83.
  27. Mayumi Horie, 2016. "Bayesian Updating for Complementarily Additive Beliefs under Ambiguity," KIER Working Papers 935, Kyoto University, Institute of Economic Research.
  28. André Lapied & Pascal Toquebeuf, 2011. "Dynamically consistent CEU preferences," Working Papers halshs-00856193, HAL.
  29. Kai Barron & Luis F. Gamboa & Paul Rodríguez-Lesmes, 2019. "Behavioural Response to a Sudden Health Risk: Dengue and Educational Outcomes in Colombia," Journal of Development Studies, Taylor & Francis Journals, vol. 55(4), pages 620-644, April.
  30. Nascimento, Leandro, 2012. "The ex-ante aggregation of opinions under uncertainty," Theoretical Economics, Econometric Society, vol. 7(3), September.
  31. Hernández-Hernández Daniel & Schied Alexander, 2006. "Robust utility maximization in a stochastic factor model," Statistics & Risk Modeling, De Gruyter, vol. 24(1/2006), pages 1-17, July.
  32. Bastianello, Lorenzo & Chateauneuf, Alain, 2016. "About delay aversion," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 62-77.
  33. Eichberger, Jürgen & Spanjers, Willy, 2007. "Liquidity and ambiguity : banks or asset markets?," Papers 07-18, Sonderforschungsbreich 504.
  34. Biheng, Noé & Bonnisseau, Jean-Marc, 2015. "Regular economies with ambiguity aversion," Journal of Mathematical Economics, Elsevier, vol. 59(C), pages 24-36.
  35. Anwar, Sajid & Zheng, Mingli, 2012. "Competitive insurance market in the presence of ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 79-84.
  36. Guido Cozzi & Paolo Giordani, 2011. "Ambiguity attitude, R&D investments and economic growth," Journal of Evolutionary Economics, Springer, vol. 21(2), pages 303-319, May.
  37. Asano, Takao & Osaki, Yusuke, 2021. "Optimal investment under ambiguous technology shocks," European Journal of Operational Research, Elsevier, vol. 293(1), pages 304-311.
  38. John D. Hey & Noemi Pace, 2018. "The explanatory and predictive power of non two-stage-probability theories of decision making under ambiguity," World Scientific Book Chapters, in: Experiments in Economics Decision Making and Markets, chapter 6, pages 139-167, World Scientific Publishing Co. Pte. Ltd..
  39. Mike Farjam & Olexandr Nikolaychuk & Giangiacomo Bravo, 2018. "Does risk communication really decrease cooperation in climate change mitigation?," Climatic Change, Springer, vol. 149(2), pages 147-158, July.
  40. Brice Mayag & Michel Grabisch & Christophe Labreuche, 2009. "A characterization of the 2-additive Choquet integral through cardinal information," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00445132, HAL.
  41. Olga Metzger & Thomas Spengler, 2019. "Modeling rational decisions in ambiguous situations: a multi-valued logic approach," Business Research, Springer;German Academic Association for Business Research, vol. 12(1), pages 271-290, April.
  42. Boff, Hugo Pedro & Werlang, Sérgio Ribeiro da Costa, 1996. "Oligopolistic competition under knightian uncertainty," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 282, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
  43. Takao Asano & Akihisa Shibata, 2011. "Risk and uncertainty in health investment," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 12(1), pages 79-85, February.
  44. Nehring, Klaus, 1999. "Capacities and probabilistic beliefs: a precarious coexistence," Mathematical Social Sciences, Elsevier, vol. 38(2), pages 197-213, September.
  45. Houlding, B. & Coolen, F.P.A., 2012. "Nonparametric predictive utility inference," European Journal of Operational Research, Elsevier, vol. 221(1), pages 222-230.
  46. Gianluca Cassese, 2021. "Complete and competitive financial markets in a complex world," Finance and Stochastics, Springer, vol. 25(4), pages 659-688, October.
  47. Albrecht, Peter & Huggenberger, Markus, 2017. "The fundamental theorem of mutual insurance," Insurance: Mathematics and Economics, Elsevier, vol. 75(C), pages 180-188.
  48. Aloisio Araujo, 2015. "General equilibrium, preferences and financial institutions after the crisis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(2), pages 217-254, February.
  49. Alexander Zimper, 2012. "The emergence of "fifty-fifty" probability judgements in a conditional Savage world," Working Papers 201221, University of Pretoria, Department of Economics.
  50. Shi, Yun & Cui, Xiangyu & Zhou, Xunyu, 2020. "Beta and Coskewness Pricing: Perspective from Probability Weighting," SocArXiv 5rqhv, Center for Open Science.
  51. Bommier, Antoine & Kochov, Asen & Le Grand, François, 2019. "Ambiguity and endogenous discounting," Journal of Mathematical Economics, Elsevier, vol. 83(C), pages 48-62.
  52. Faruk Gul & Paulo Natenzon & Wolfgang Pesendorfer, 2021. "Random Evolving Lotteries and Intrinsic Preference for Information," Econometrica, Econometric Society, vol. 89(5), pages 2225-2259, September.
  53. Grant, Simon & Quiggin, John, 2005. "Increasing uncertainty: a definition," Mathematical Social Sciences, Elsevier, vol. 49(2), pages 117-141, March.
  54. Adam Dominiak & Jean-Philippe Lefort, 2011. "Unambiguous events and dynamic Choquet preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(3), pages 401-425, April.
  55. Xiao, Yu & Fukuda, Daisuke, 2015. "On the cost of misperceived travel time variability," Transportation Research Part A: Policy and Practice, Elsevier, vol. 75(C), pages 96-112.
  56. Levin, Dan & Ozdenoren, Emre, 2004. "Auctions with uncertain numbers of bidders," Journal of Economic Theory, Elsevier, vol. 118(2), pages 229-251, October.
  57. 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.
  58. Song, Yangwei, 2018. "Efficient implementation with interdependent valuations and maxmin agents," Journal of Economic Theory, Elsevier, vol. 176(C), pages 693-726.
  59. Gérard Mondello, 2020. "Building Belief Systems and Medical Ethics: The Covid-19 Controversies," GREDEG Working Papers 2020-35, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  60. 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.
  61. Konstantinos Georgalos, 2019. "An experimental test of the predictive power of dynamic ambiguity models," Journal of Risk and Uncertainty, Springer, vol. 59(1), pages 51-83, August.
  62. Alfred Galichon & Ivar Ekeland & Marc Henry, 2009. "Comonotonic measures of multivariates risks," Working Papers hal-00401828, HAL.
  63. Alain Chateauneuf & Michéle Cohen & Isaac Meilijson, 2005. "More pessimism than greediness: a characterization of monotone risk aversion in the rank-dependent expected utility model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 25(3), pages 649-667, April.
  64. Araujo, Aloisio & Chateauneuf, Alain & Faro, José Heleno, 2018. "Financial market structures revealed by pricing rules: Efficient complete markets are prevalent," Journal of Economic Theory, Elsevier, vol. 173(C), pages 257-288.
  65. Laslier, Jean-François & Núñez, Matías & Remzi Sanver, M., 2021. "A solution to the two-person implementation problem," Journal of Economic Theory, Elsevier, vol. 194(C).
  66. Takao Asano & Hiroyuki Kojima, 2019. "Consequentialism and dynamic consistency in updating ambiguous beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(1), pages 223-250, July.
  67. Wilde, Christian & Krahnen, Jan Pieter & Ockenfels, Peter, 2014. "Measuring Ambiguity Aversion: A Systematic Experimental Approach," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100557, Verein für Socialpolitik / German Economic Association.
  68. Yao Thibaut Kpegli & Brice Corgnet & Adam Zylbersztejn, 2020. "All at Once! A Comprehensive and Tractable Semi-Parametric Method to Elicit Prospect Theory Components," Working Papers 2034, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  69. Simon Grant & John Quiggin, 2015. "A preference model for choice subject to surprise," Theory and Decision, Springer, vol. 79(2), pages 167-180, September.
  70. Rasmusen, Eric, 2010. "Career concerns and ambiguity aversion," Economics Letters, Elsevier, vol. 108(2), pages 175-177, August.
  71. Yasuhiro Sakai, 2019. "Daniel Ellsberg on J.M. Keynes and F.H. Knight: risk ambiguity and uncertainty," Evolutionary and Institutional Economics Review, Springer, vol. 16(1), pages 1-18, June.
  72. Chateauneuf, Alain & Faro, José Heleno, 2009. "Ambiguity through confidence functions," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 535-558, September.
  73. Anna Conte & John D. Hey, 2018. "Assessing multiple prior models of behaviour under ambiguity," World Scientific Book Chapters, in: Experiments in Economics Decision Making and Markets, chapter 7, pages 169-188, World Scientific Publishing Co. Pte. Ltd..
  74. Konstantinos Georgalos, 2016. "Dynamic decision making under ambiguity," Working Papers 112111041, Lancaster University Management School, Economics Department.
  75. Martins-da-Rocha, V. Filipe, 2010. "Interim efficiency with MEU-preferences," Journal of Economic Theory, Elsevier, vol. 145(5), pages 1987-2017, September.
  76. Eric Danan & Thibault Gajdos & Brian Hill & Jean-Marc Tallon, 2016. "Robust Social Decisions," American Economic Review, American Economic Association, vol. 106(9), pages 2407-2425, September.
  77. Cerreia-Vioglio, Simone, 2016. "Objective rationality and uncertainty averse preferences," Theoretical Economics, Econometric Society, vol. 11(2), May.
  78. Ehud Lehrer, 2012. "Partially Specified Probabilities: Decisions and Games," American Economic Journal: Microeconomics, American Economic Association, vol. 4(1), pages 70-100, February.
  79. Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 191-214, October.
  80. Simone Cerreia-Vioglio & Lars Peter Hansen & Fabio Maccheroni & Massimo Marinacci, 2020. "Making Decisions under Model Misspecification," Papers 2008.01071, arXiv.org, revised Jun 2021.
  81. 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.
  82. Michèle Cohen & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "An experimental investigation of imprecision attitude and its relation with risk attitude and impatience," Theory and Decision, Springer, vol. 71(1), pages 81-109, July.
  83. Uhlig, Harald, 2010. "A model of a systemic bank run," Journal of Monetary Economics, Elsevier, vol. 57(1), pages 78-96, January.
  84. Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2019. "What are axiomatizations good for?," Theory and Decision, Springer, vol. 86(3), pages 339-359, May.
  85. Ganguli, Jayant & Heifetz, Aviad & Lee, Byung Soo, 2016. "Universal interactive preferences," Journal of Economic Theory, Elsevier, vol. 162(C), pages 237-260.
  86. Norio Takeoka & Takashi Ui, 2021. "Imprecise Information and Second-Order Beliefs," Working Papers on Central Bank Communication 037, University of Tokyo, Graduate School of Economics.
  87. Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018. "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
  88. Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2012. "Probabilistic sophistication, second order stochastic dominance and uncertainty aversion," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 271-283.
  89. Zuber, Stéphane, 2016. "Harsanyi’s theorem without the sure-thing principle: On the consistent aggregation of Monotonic Bernoullian and Archimedean preferences," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 78-83.
  90. Eichberger, Jürgen & Grant, Simon & Lefort, Jean-Philippe, 2008. "Neo-additive capacities and updating," Sonderforschungsbereich 504 Publications 08-31, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  91. Evan Piermont, 2021. "Hypothetical Expected Utility," Papers 2106.15979, arXiv.org, revised Jul 2021.
  92. Martina Nardon & Paolo Pianca, 2019. "Insurance premium calculation under continuous cumulative prospect theory," Working Papers 2019:03, Department of Economics, University of Venice "Ca' Foscari".
  93. Roee Teper, 2009. "Time Continuity and Nonadditive Expected Utility," Mathematics of Operations Research, INFORMS, vol. 34(3), pages 661-673, August.
  94. Gottardi, Piero & Tallon, Jean Marc & Ghirardato, Paolo, 2017. "Flexible contracts," Games and Economic Behavior, Elsevier, vol. 103(C), pages 145-167.
  95. Giraud, Raphaël, 2014. "Second order beliefs models of choice under imprecise risk: non-additive second order beliefs vs. nonlinear second order utility," Theoretical Economics, Econometric Society, vol. 9(3), September.
  96. Diecidue, Enrico & Wakker, Peter P, 2001. "On the Intuition of Rank-Dependent Utility," Journal of Risk and Uncertainty, Springer, vol. 23(3), pages 281-298, November.
  97. O’Callaghan, Patrick H., 2018. "Axioms for measuring utility on partial mixture sets," Journal of Mathematical Economics, Elsevier, vol. 77(C), pages 76-86.
  98. Bernd Scherer, 2021. "Adding alternative assets: return enhancement, diversification or hedging?," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 437-442, October.
  99. Spyros Galanis, 2021. "Dynamic consistency, valuable information and subjective beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1467-1497, June.
  100. Jordi Grau-Moya & Pedro A Ortega & Daniel A Braun, 2016. "Decision-Making under Ambiguity Is Modulated by Visual Framing, but Not by Motor vs. Non-Motor Context. Experiments and an Information-Theoretic Ambiguity Model," PLOS ONE, Public Library of Science, vol. 11(4), pages 1-21, April.
  101. Shiri Alon, 2014. "Derivation of a Cardinal Utility Through a Weak Trade-off Consistency Requirement," Mathematics of Operations Research, INFORMS, vol. 39(2), pages 290-300, May.
  102. Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2001. "Search under the Knightian Uncertainty," CIRJE F-Series CIRJE-F-112, CIRJE, Faculty of Economics, University of Tokyo.
  103. H Zank, 2004. "Deriving Rank-Dependent Expected Utility Through Probabilistic Consistency," Economics Discussion Paper Series 0409, Economics, The University of Manchester.
  104. Tommaso Denti & Luciano Pomatto, 2022. "Model and Predictive Uncertainty: A Foundation for Smooth Ambiguity Preferences," Econometrica, Econometric Society, vol. 90(2), pages 551-584, March.
  105. Sujoy Mukerji & Jean-Marc Tallon, 2001. "Ambiguity Aversion and Incompleteness of Financial Markets," Review of Economic Studies, Oxford University Press, vol. 68(4), pages 883-904.
  106. Fioretti, Guido, 2009. "Either, Or. Exploration of an Emerging Decision Theory," MPRA Paper 12897, University Library of Munich, Germany.
  107. Jean Baccelli, 2018. "Risk attitudes in axiomatic decision theory: a conceptual perspective," Theory and Decision, Springer, vol. 84(1), pages 61-82, January.
  108. 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.
  109. 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.
  110. Chambers, Christopher P. & Hayashi, Takashi, 2006. "Preference aggregation under uncertainty: Savage vs. Pareto," Games and Economic Behavior, Elsevier, vol. 54(2), pages 430-440, February.
  111. Horst Zank, 2001. "Cumulative Prospect Theory for Parametric and Multiattribute Utilities," Mathematics of Operations Research, INFORMS, vol. 26(1), pages 67-81, February.
  112. Ghossoub, Mario, 2019. "Budget-constrained optimal insurance with belief heterogeneity," Insurance: Mathematics and Economics, Elsevier, vol. 89(C), pages 79-91.
  113. Lovric, M. & Kaymak, U. & Spronk, J., 2008. "A Conceptual Model of Investor Behavior," ERIM Report Series Research in Management ERS-2008-030-F&A, 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 University Rotterdam.
  114. Anna Maffioletti & Michele Santoni, 2019. "Emotion and Knowledge in Decision Making under Uncertainty," Games, MDPI, vol. 10(4), pages 1-28, September.
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  117. Steven Kou & Xianhua Peng, 2014. "On the Measurement of Economic Tail Risk," Papers 1401.4787, arXiv.org, revised Aug 2015.
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  119. Phoebe Koundouri & Nikitas Pittis & Panagiotis Samartzis & Nikolaos Englezos & Andreas Papandreou, 2017. "Alternative Types of Ambiguity and their Effects on the Probabilistic Properties and Tail Risks of Environmental-Policy Variables," DEOS Working Papers 1703, Athens University of Economics and Business.
  120. Diederik Aerts & Emmanuel Haven & Sandro Sozzo, 2018. "A proposal to extend expected utility in a quantum probabilistic framework," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(4), pages 1079-1109, June.
  121. Ahsanuzzaman, & Priyo, Asad Karim Khan & Nuzhat, Kanti Ananta, 2022. "Effects of communication, group selection, and social learning on risk and ambiguity attitudes: Experimental evidence from Bangladesh," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 96(C).
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  124. Fabio Maccheroni & Fabio Maccheroni & Massimo Marinacci & Massimo Marinacci, 2003. "How to cut a pizza fairly: Fair division with decreasing marginal evaluations," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 20(3), pages 457-465, June.
  125. David Ahn & Syngjoo Choi & Douglas Gale & Shachar Kariv, 2014. "Estimating ambiguity aversion in a portfolio choice experiment," Quantitative Economics, Econometric Society, vol. 5, pages 195-223, July.
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  128. Matthias Lang, 2017. "First-Order and Second-Order Ambiguity Aversion," Management Science, INFORMS, vol. 63(4), pages 1254-1269, April.
  129. Agliardi, Elettra & Agliardi, Rossella & Spanjers, Willem, 2016. "Corporate financing decisions under ambiguity: Pecking order and liquidity policy implications," Journal of Business Research, Elsevier, vol. 69(12), pages 6012-6020.
  130. Attanasi, Giuseppe & Montesano, Aldo, 2010. "The Price for Information about Probabilities and its Relation with Capacities," LERNA Working Papers 10.16.322, LERNA, University of Toulouse.
  131. Veronica Cappelli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Stefania Minardi, 2021. "Sources of Uncertainty and Subjective Prices," Journal of the European Economic Association, European Economic Association, vol. 19(2), pages 872-912.
  132. Abhijit Banerjee & Sylvain Chassang & Erik Snowberg, 2016. "Decision Theoretic Approaches to Experiment Design and External Validity," NBER Working Papers 22167, National Bureau of Economic Research, Inc.
  133. Vassili Vergopoulos, 2014. "A Behavioral Definition of States of the World," Documents de travail du Centre d'Economie de la Sorbonne 14047, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  134. Rigotti, L., 1998. "Imprecise Beliefs in a Principal Agent Model," Discussion Paper 1998-128, Tilburg University, Center for Economic Research.
  135. Driesen, Bram & Lombardi, Michele & Peters, Hans, 2016. "Feasible sets, comparative risk aversion, and comparative uncertainty aversion in bargaining," Journal of Mathematical Economics, Elsevier, vol. 67(C), pages 162-170.
  136. Belles-Sampera, Jaume & Merigó, José M. & Guillén, Montserrat & Santolino, Miguel, 2013. "The connection between distortion risk measures and ordered weighted averaging operators," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 411-420.
  137. Johanna Etner & Meglena Jeleva & Jean‐Marc Tallon, 2012. "Decision Theory Under Ambiguity," Journal of Economic Surveys, Wiley Blackwell, vol. 26(2), pages 234-270, April.
  138. Lo, Kin Chung, 1996. "Equilibrium in Beliefs under Uncertainty," Journal of Economic Theory, Elsevier, vol. 71(2), pages 443-484, November.
  139. Moti Michaeli, 2014. "Riskiness for sets of gambles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 515-547, August.
  140. Massimiliano AMARANTE, 2014. "What is Ambiguity?," Cahiers de recherche 04-2014, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
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