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Citations for "Ambiguity Aversion, Robustness, and the Variational Representation of Preferences"

by Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini

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  1. Karni, Edi, 2009. "A reformulation of the maxmin expected utility model with application to agency theory," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 97-112, January.
  2. Nengjiu Ju & Jianjun Miao, 2012. "Ambiguity, Learning, and Asset Returns," Econometrica, Econometric Society, vol. 80(2), pages 559-591, 03.
  3. Tomasz, Strzalecki, 2011. "Probabilistic sophistication and variational preferences," Journal of Economic Theory, Elsevier, vol. 146(5), pages 2117-2125, September.
  4. 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).
  5. Rose-Anne Dana & Cuong Le Van, 2010. "Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00470670, HAL.
  6. Chateauneuf, Alain & Faro, José Heleno, 2009. "Ambiguity through confidence functions," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 535-558, September.
  7. Coutts, Alexander, 2015. "Testing Models of Belief Bias: An Experiment," MPRA Paper 67507, University Library of Munich, Germany.
  8. Cosmin Ilut, 2012. "Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(3), pages 33-65, July.
  9. Simone Cerreia-Vioglio & Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2010. "Rational Preferences under Ambiguity," Carlo Alberto Notebooks 169, Collegio Carlo Alberto.
    • Simone Cerreia-Vioglio & Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2011. "Rational preferences under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 341-375, October.
  10. 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.
  11. 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.
  12. Anat Bracha & Donald J. Brown, 2008. "Affective Decision Making and the Ellsberg Paradox," Cowles Foundation Discussion Papers 1667, Cowles Foundation for Research in Economics, Yale University.
  13. 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 and International Relations Area.
  14. Bade, Sophie, 2011. "Ambiguous act equilibria," Games and Economic Behavior, Elsevier, vol. 71(2), pages 246-260, March.
  15. 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.
  16. Laetitia Placido & Aurélien Baillon & Olivier L'Haridon, 2011. "Ambiguity models and the Machina paradoxes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00645899, HAL.
  17. Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2014. "Economic Models as Analogies," Economic Journal, Royal Economic Society, vol. 124(578), pages F513-F533, 08.
  18. Berliant, Marcus, 2009. "Misbehavioral urban economics," MPRA Paper 14951, University Library of Munich, Germany.
  19. Huang, Yi-Chieh & Tzeng, Larry Y. & Zhao, Lin, 2015. "Comparative ambiguity aversion and downside ambiguity aversion," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 257-269.
  20. David Dillenberger & Uzi Segal, 2015. "Skewed Noise," PIER Working Paper Archive 15-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  21. Dominiak, Adam & Schnedler, Wendelin, 2010. "Attitudes towards Uncertainty and Randomization: An Experimental Study," Working Papers 0494, University of Heidelberg, Department of Economics.
  22. Hill, Brian, 2009. "Confidence and ambiguity," Les Cahiers de Recherche 914, HEC Paris.
  23. Friederike Mengel & Elias Tsakas & Alexander Vostroknutov, 2016. "Past experience of uncertainty affects risk aversion," Experimental Economics, Springer, vol. 19(1), pages 151-176, March.
  24. Martins-da-Rocha, Victor Filipe, 2009. "Interim efficiency with MEU-preferences," Economics Working Papers (Ensaios Economicos da EPGE) 696, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
  25. BERGER, Loïc & BLEICHRODT, Han & EECKHOUDT, Louis, . "Treatment decisions under ambiguity," CORE Discussion Papers RP 2494, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  26. 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.
  27. Abhinash Borah & Christopher Kops, 2016. "The Anscombe–Aumann representation and the independence axiom: a reconsideration," Theory and Decision, Springer, vol. 80(2), pages 211-226, February.
  28. Loïc Berger, 2011. "Smooth Ambiguity Aversion in the Small and in the Large," Working Papers ECARES ECARES 2011-020, ULB -- Universite Libre de Bruxelles.
  29. Kellner, Christian, 2015. "Tournaments as a response to ambiguity aversion in incentive contracts," Journal of Economic Theory, Elsevier, vol. 159(PA), pages 627-655.
  30. Eric André, 2014. "Crisp Fair Gambles," Working Papers halshs-00984352, HAL.
  31. Giammarino, Flavia & Barrieu, Pauline, 2011. "Indifference pricing with uncertainty averse preferences," MPRA Paper 40636, University Library of Munich, Germany, revised 09 Mar 2012.
  32. Ortoleva, Pietro, 2010. "Status quo bias, multiple priors and uncertainty aversion," Games and Economic Behavior, Elsevier, vol. 69(2), pages 411-424, July.
  33. Daniele Pennesi, 2015. "Costly information acquisition and the temporal resolution of uncertainty," THEMA Working Papers 2015-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  34. Geoffrey Heal & Antony Millner, 2013. "Uncertainty and decision in climate change economics," GRI Working Papers 108, Grantham Research Institute on Climate Change and the Environment.
  35. Laeven, R.J.A. & Stadje, M.A., 2011. "Entropy Coherent and Entropy Convex Measures of Risk," Discussion Paper 2011-031, Tilburg University, Center for Economic Research.
  36. Anat Bracha & Donald J. Brown, 2007. "Affective Decision Making: A Behavioral Theory of Choice," Cowles Foundation Discussion Papers 1633R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2009.
  37. Monika Bier & Daniel Engelage, 2010. "Merging of Opinions under Uncertainty," Bonn Econ Discussion Papers bgse11_2010, University of Bonn, Germany.
  38. Dominiak, Adam & Eichberger, Jürgen & Lefort, Jean-Philippe, 2012. "Agreeable trade with optimism and pessimism," Mathematical Social Sciences, Elsevier, vol. 64(2), pages 119-126.
  39. Ozdenoren, Emre & Peck, James, 2008. "Ambiguity aversion, games against nature, and dynamic consistency," Games and Economic Behavior, Elsevier, vol. 62(1), pages 106-115, January.
  40. Alexander Schied, 2013. "Model-free CPPI," Papers 1305.5915, arXiv.org, revised Jan 2014.
  41. Werner, Jan, 2011. "Risk aversion for variational and multiple-prior preferences," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 382-390.
  42. Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2007. "Probabilities in Economic Modeling," PIER Working Paper Archive 07-023, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  43. Sujoy Mukerji & Robin Cubitt & Gijs van de Kuilen, 2014. "Discriminating between Models of Ambiguity Attitude: A Qualitative Test," Economics Series Working Papers 692, University of Oxford, Department of Economics.
  44. Godfrey Charles-Cadogan, 2012. "Representation Theory for Risk On Markowitz-Tversky-Kahneman Topology," Papers 1206.2665, arXiv.org.
  45. Laurent Denant-Boèmont & Olivier l'Haridon, 2013. "La rationalité à l’épreuve de l’économie comportementale," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201323, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  46. Hackbarth, Dirk & Miao, Jianjun, 2012. "The dynamics of mergers and acquisitions in oligopolistic industries," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 585-609.
  47. Marciano Siniscalchi, 2007. "Vector Expected Utility and Attitudes toward Variation," Discussion Papers 1455, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  48. Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2011. "Definitions of ambiguous events and the smooth ambiguity model," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 399-424, October.
  49. Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
  50. Azrieli, Yaron & Teper, Roee, 2009. "Uncertainty aversion and equilibrium existence in games with incomplete information," MPRA Paper 17617, University Library of Munich, Germany.
  51. Jianjun Miao, 2004. "Risk, uncertainty and option exercise," Finance 0410013, EconWPA.
  52. Hansen, Lars Peter, 2013. "Uncertainty Outside and Inside Economic Models," Nobel Prize in Economics documents 2013-7, Nobel Prize Committee.
  53. Eisei Ohtaki & Hiroyuki Ozaki, 2013. "Monetary Equilibria and Knightian Uncertainty," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-032, Keio/Kyoto Joint Global COE Program.
  54. Hans F\"ollmer & Alexander Schied, 2013. "Probabilistic aspects of finance," Papers 1309.7759, arXiv.org.
  55. Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2013. "Ignorance and Competence in Choices Under Uncertainty," Insper Working Papers wpe_323, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  56. Burks, Stephen V. & Carpenter, Jeffrey P. & Götte, Lorenz & Rustichini, Aldo, 2008. "Cognitive Skills Explain Economic Preferences, Strategic Behavior, and Job Attachment," IZA Discussion Papers 3609, Institute for the Study of Labor (IZA).
  57. Gonçalo Faria & João Correia-da-Silva, 2012. "The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices," Annals of Finance, Springer, vol. 8(4), pages 507-531, November.
  58. Mohammed Abdellaoui & Aurelien Baillon & Laetitia Placido & Peter P. Wakker, 2011. "The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation," American Economic Review, American Economic Association, vol. 101(2), pages 695-723, April.
  59. Epstein, Larry G. & Halevy, Yoram, 2014. "No Two Experiments are Identical," Microeconomics.ca working papers yoram_halevy-2014-9, Vancouver School of Economics, revised 30 Dec 2014.
  60. Christopher J. Tyson, 2013. "Preference Symmetries, Partial Differential Equations, and Functional Forms for Utility," Working Papers 702, Queen Mary University of London, School of Economics and Finance.
  61. Anat Bracha & Donald J. Brown, 2008. "Affective Decision Making and the Ellsberg Paradox," Cowles Foundation Discussion Papers 1667R, Cowles Foundation for Research in Economics, Yale University, revised Aug 2008.
  62. Guy Mayraz, 2011. "Wishful Thinking," CEP Discussion Papers dp1092, Centre for Economic Performance, LSE.
  63. Michael Woodford, 2005. "Robustly Optimal Monetary Policy with Near Rational Expectations," NBER Working Papers 11896, National Bureau of Economic Research, Inc.
  64. Nascimento, Leandro, 2012. "The ex-ante aggregation of opinions under uncertainty," Theoretical Economics, Econometric Society, vol. 7(3), September.
  65. Steven Kou & Xianhua Peng, 2014. "On the Measurement of Economic Tail Risk," Papers 1401.4787, arXiv.org, revised Aug 2015.
  66. Benigno, Pierpaolo & Paciello, Luigi, 2014. "Monetary policy, doubts and asset prices," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 85-98.
  67. Anastasios G. Karantounias with Lars Peter Hansen & Thomas J. Sargent, 2009. "Managing expectations and fiscal policy," FRB Atlanta Working Paper 2009-29, Federal Reserve Bank of Atlanta.
  68. Ameur, H. Ben & Prigent, J.L., 2013. "Optimal portfolio positioning under ambiguity," Economic Modelling, Elsevier, vol. 34(C), pages 89-97.
  69. Hill, Brian, 2013. "Confidence and decision," Games and Economic Behavior, Elsevier, vol. 82(C), pages 675-692.
  70. Yehuda Izhakian & Zur Izhakian, 2015. "Decision making in phantom spaces," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(1), pages 59-98, January.
  71. Chambers, Christopher P. & Echenique, Federico, 2012. "When does aggregation reduce risk aversion?," Games and Economic Behavior, Elsevier, vol. 76(2), pages 582-595.
  72. Itzhak Gilboa, 2010. "Questions in Decision Theory," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 1-19, 09.
  73. Gumen, Anna & Savochkin, Andrei, 2013. "Dynamically stable preferences," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1487-1508.
  74. Rose-Anne Dana & Frank Riedel, 2010. "Intertemporal Equilibria with Knightian Uncertainty," Center for Mathematical Economics Working Papers 440, Center for Mathematical Economics, Bielefeld University.
  75. Xiangyu Qu, 2015. "A belief-based definition of ambiguity aversion," Theory and Decision, Springer, vol. 79(1), pages 15-30, July.
  76. Tianxiao Wang, 2012. "Risk minimizing of derivatives via dynamic g-expectation and related topics," Papers 1208.2068, arXiv.org.
  77. Kozhan, Roman & Salmon, Mark, 2009. "Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1106-1122, May.
  78. Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008. "On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility," Carlo Alberto Notebooks 79, Collegio Carlo Alberto.
  79. Eric André, 2013. "Optimal Portfolio with Vector Expected Utility," AMSE Working Papers 1308, Aix-Marseille School of Economics, Marseille, France, revised 11 Feb 2013.
  80. Hill, Brian, 2011. "Deferral, incomplete preferences and confidence," Les Cahiers de Recherche 940, HEC Paris.
  81. Schnedler, Wendelin & Dominiak, Adam, 2008. "Uncertainty Aversion and Preference for Randomization," Sonderforschungsbereich 504 Publications 08-39, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  82. Faro, José Heleno, 2011. "Variational Bewley Preferences," Insper Working Papers wpe_258, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  83. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Ambiguity and Robust Statistics," Working Papers 382, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  84. Jaromír Kovářík & Dan Levin & Tao Wang, 2016. "Ellsberg paradox: Ambiguity and complexity aversions compared," Journal of Risk and Uncertainty, Springer, vol. 52(1), pages 47-64, February.
  85. Eric Danan & Thibault Gajdos & Brian Hill & Jean-Marc Tallon, 2016. "Robust Social Decisions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01299076, HAL.
  86. Joseph Y. Halpern & Samantha Leung, 2016. "Maxmin weighted expected utility: a simpler characterization," Theory and Decision, Springer, vol. 80(4), pages 581-610, April.
  87. Dominiak, Adam & Dürsch, Peter & Lefort, Jean-Philippe, 2009. "A Dynamic Ellsberg Urn Experiment," Working Papers 0487, University of Heidelberg, Department of Economics.
  88. Eddie Dekel & Barton L. Lipman, 2010. "How (Not) to Do Decision Theory," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 257-282, 09.
  89. Luo, Yulei & Young, Eric, 2014. "Induced Uncertainty, Market Price of Risk, and the Dynamics of Consumption and Wealth," MPRA Paper 57111, University Library of Munich, Germany.
  90. Wilde, Christian & Krahnen, Jan Pieter & Ockenfels, Peter, 2014. "Measuring Ambiguity Aversion: A Systematic Experimental Approach," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100557, Verein für Socialpolitik / German Economic Association.
  91. Tomasz Strzalecki & Jan Werner, . "Efficient Allocations under Ambiguity," Working Paper 8325, Harvard University OpenScholar.
  92. Lin Zhao & Sweder van Wijnbergen, 2014. "Decision Making in Incomplete Markets with Ambiguity -- A Case Study of a Gas Field Acquisition," Tinbergen Institute Discussion Papers 14-149/VI, Tinbergen Institute.
  93. Brian Hill, 2012. "Unanimity and the aggregation of multiple prior opinions," Working Papers hal-00712015, HAL.
  94. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Uncertainty Averse Preferences," Carlo Alberto Notebooks 77, Collegio Carlo Alberto.
  95. Keck, Steffen & Diecidue, Enrico & Budescu, David V., 2014. "Group decisions under ambiguity: Convergence to neutrality," Journal of Economic Behavior & Organization, Elsevier, vol. 103(C), pages 60-71.
  96. Herzberg, Frederik, 2014. "Aggregating infinitely many probability measures," Center for Mathematical Economics Working Papers 499, Center for Mathematical Economics, Bielefeld University.
  97. Guerdjikova, Ani & Sciubba, Emanuela, 2015. "Survival with ambiguity," Journal of Economic Theory, Elsevier, vol. 155(C), pages 50-94.
  98. Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2011. "On the Smooth Ambiguity Model: A Reply," Working Papers 410, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  99. Massimo Marinacci, 2015. "Model Uncertainty," Journal of the European Economic Association, European Economic Association, vol. 13(6), pages 1022-1100, December.
  100. Gonçalo Faria & João Correia-da-Silva, 2014. "A closed-form solution for options with ambiguity about stochastic volatility," Review of Derivatives Research, Springer, vol. 17(2), pages 125-159, July.
  101. Nina Boyarchenko & Mario Cerrato & John Crosby & Stewart Hodges, 2013. "No Good Deals - No Bad Models," Working Papers 2013_04, Business School - Economics, University of Glasgow.
  102. Schneider, Mark A. & Nunez, Manuel A., 2015. "A simple mean–dispersion model of ambiguity attitudes," Journal of Mathematical Economics, Elsevier, vol. 58(C), pages 25-31.
  103. Leandro Nascimento & Gil Riella, 2013. "Second-order ambiguous beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(3), pages 1005-1037, April.
  104. Balbás, Raquel & Balbás, Beatriz, 2011. "CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure," INDEM - Working Paper Business Economic Series id-11-04, Instituto para el Desarrollo Empresarial (INDEM).
  105. Sarver, Todd & Ergin, Haluk, 2015. "Hidden actions and preferences for timing of resolution of uncertainty," Theoretical Economics, Econometric Society, vol. 10(2), May.
  106. Thomas Breuer & Imre Csiszar, 2013. "Measuring Model Risk," Papers 1301.4832, arXiv.org.
  107. Noemi Pace & John D Hey, 2011. "The Explanatory and Predictive Power of Non Two-Stage-Probability Theories of Decision Making Under Ambiguity," Working Papers 2011_12, Department of Economics, University of Venice "Ca' Foscari".
  108. Dominiak, Adam & Duersch, Peter, 2015. "Benevolent and Malevolent Ellsberg Games," Working Papers 0592, University of Heidelberg, Department of Economics.
  109. Daniele Pennesi, 2013. "Endogenous Status Quo," Carlo Alberto Notebooks 314, Collegio Carlo Alberto.
  110. Bier, Monika & Engelage, Daniel, 2011. "Merging of opinions under uncertainty," Center for Mathematical Economics Working Papers 433, Center for Mathematical Economics, Bielefeld University.
  111. Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2012. "Economic Models as Analogies, Third Version," PIER Working Paper Archive 13-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 27 Jan 2013.
  112. Isaac Kleshchelski & Nicolas Vincent, 2007. "Robust Equilibrium Yield Curves," Cahiers de recherche 08-02, HEC Montréal, Institut d'économie appliquée.
  113. David B. Brown & Enrico De Giorgi & Melvyn Sim, 2012. "Aspirational Preferences and Their Representation by Risk Measures," Management Science, INFORMS, vol. 58(11), pages 2095-2113, November.
  114. Anastasios G. Karantounias, 2009. "Ramsey Taxation and fear of misspecification," 2009 Meeting Papers 822, Society for Economic Dynamics.
  115. Daniel, Engelage, 2011. "Optimal stopping with dynamic variational preferences," Journal of Economic Theory, Elsevier, vol. 146(5), pages 2042-2074, September.
  116. Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2013. "Mixed Extensions of Decision Problems under Uncertainty," Working Papers 485, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  117. Ian Dew-Becker & Rhys Bidder, 2015. "Long-Run Risk is the Worst-Case Scenario," 2015 Meeting Papers 490, Society for Economic Dynamics.
  118. Julio Backhoff & Ulrich Horst, 2014. "Conditional Analysis and a Principal-Agent problem," Papers 1412.4698, arXiv.org, revised Jun 2016.
  119. Bade, Sophie, 2011. "Electoral competition with uncertainty averse parties," Games and Economic Behavior, Elsevier, vol. 72(1), pages 12-29, May.
  120. Loic Berger & Valentina Bosetti, 2016. "Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion," Working Papers 2016.37, Fondazione Eni Enrico Mattei.
  121. Treich, Nicolas, 2010. "The value of a statistical life under ambiguity aversion," Journal of Environmental Economics and Management, Elsevier, vol. 59(1), pages 15-26, January.
  122. Pauline Barrieu & Sinclair Desgagn�, 2009. "Economic policy when models disagree," GRI Working Papers 4, Grantham Research Institute on Climate Change and the Environment.
  123. Mark Schneider & Manuel Nunez, 2016. "Mean-Dispersion Preferences with a Specific Dispersion Function," Working Papers 16-10, Chapman University, Economic Science Institute.
  124. repec:ipg:wpaper:16 is not listed on IDEAS
  125. Anat Bracha & Donald J. Brown, 2010. "Affective Decision-Making: A Theory of Optimism-Bias," Cowles Foundation Discussion Papers 1759, Cowles Foundation for Research in Economics, Yale University.
  126. Mihm, Maximilian, 2016. "Reference dependent ambiguity," Journal of Economic Theory, Elsevier, vol. 163(C), pages 495-524.
  127. Joseph Halpern & Samantha Leung, 2015. "Weighted sets of probabilities and minimax weighted expected regret: a new approach for representing uncertainty and making decisions," Theory and Decision, Springer, vol. 79(3), pages 415-450, November.
  128. repec:dau:papers:123456789/7333 is not listed on IDEAS
  129. Kops, Christopher & Borah, Abhinash, 2014. "Preferences under Ambiguity Without Event-Separability," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100629, Verein für Socialpolitik / German Economic Association.
  130. Branger, Nicole & Mahayni, Antje & Zieling, Daniel, 2015. "Robustness of stable volatility strategies," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 134-151.
  131. Epstein, Larry G. & Marinacci, Massimo, 2007. "Mutual absolute continuity of multiple priors," Journal of Economic Theory, Elsevier, vol. 137(1), pages 716-720, November.
  132. Giuseppe De Marco & Maria Romaniello, 2013. "Games Equilibria and the Variational Representation of Preferences," CSEF Working Papers 336, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  133. Nascimento, Leandro & Riella, Gil, 2010. "On the uses of the monotonicity and independence axioms in models of ambiguity aversion," Mathematical Social Sciences, Elsevier, vol. 59(3), pages 326-329, May.
  134. Enrico G. De Giorgi & David B. Brown & Melvyn Sim, 2010. "Dual representation of choice and aspirational preferences," University of St. Gallen Department of Economics working paper series 2010 2010-07, Department of Economics, University of St. Gallen.
  135. José Faro, 2013. "Cobb-Douglas preferences under uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 273-285, October.
  136. Rinaldi, Francesca, 2009. "Endogenous incompleteness of financial markets: The role of ambiguity and ambiguity aversion," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 880-901, December.
  137. Herzberg, Frederik, 2013. "Arrovian aggregation of MBA preferences: An impossibility result," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79957, Verein für Socialpolitik / German Economic Association.
  138. repec:esx:essedp:770 is not listed on IDEAS
  139. Blavatskyy, Pavlo R., 2013. "Two examples of ambiguity aversion," Economics Letters, Elsevier, vol. 118(1), pages 206-208.
  140. Aflaki, Sam, 2013. "The effect of environmental uncertainty on the tragedy of the commons," Games and Economic Behavior, Elsevier, vol. 82(C), pages 240-253.
  141. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008. "Complete Monotone Quasiconcave Duality," Carlo Alberto Notebooks 80, Collegio Carlo Alberto.
  142. : Kostas Koufopoulos & : Roman Kozhan, 2012. "Optimal Insurance under Advserse Selection and Ambiguity Aversion," Working Papers wpn12-07, Warwick Business School, Finance Group.
  143. Raphaël Giraud, 2012. "Money matters: an axiomatic theory of the endowment effect," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(2), pages 303-339, June.
  144. Sigrid Kallblad & Jan Obloj & Thaleia Zariphopoulou, 2013. "Time--consistent investment under model uncertainty: the robust forward criteria," Papers 1311.3529, arXiv.org, revised Nov 2014.
  145. Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M. & Rustichini, A., 2015. "The structure of variational preferences," Journal of Mathematical Economics, Elsevier, vol. 57(C), pages 12-19.
  146. Karantounias, Anastasios G., 2013. "Managing pessimistic expectations and fiscal policy," Theoretical Economics, Econometric Society, vol. 8(1), January.
  147. repec:ipg:wpaper:2014-061 is not listed on IDEAS
  148. Philipp Karl ILLEDITSCH, 2009. "Ambiguous Information, Risk Aversion, and Asset Pricing," 2009 Meeting Papers 802, Society for Economic Dynamics.
  149. Sbuelz, Alessandro & Trojani, Fabio, 2008. "Asset prices with locally constrained-entropy recursive multiple-priors utility," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3695-3717, November.
  150. : Constantinos Antoniou & : Richard D.F. Harris & : Ruogu Zhang, 2013. "Ambiguity Aversion and Stock Market Participation: Evidence from Fund Flows," Working Papers wpn13-01, Warwick Business School, Finance Group.
  151. Itzhak Gilboa & Andrew W. Postlewaite & David Schmeidler, 2008. "Probability and Uncertainty in Economic Modeling," Journal of Economic Perspectives, American Economic Association, vol. 22(3), pages 173-88, Summer.
  152. repec:dau:papers:123456789/11268 is not listed on IDEAS
  153. repec:ipg:wpaper:2013-016 is not listed on IDEAS
  154. Takanori Adachi & Takao Asano, 2011. "Entrepreneurial Choice and Knightian Uncertainty with Borrowing Constraints," KIER Working Papers 803, Kyoto University, Institute of Economic Research.
  155. Sigrid K\"allblad, 2013. "Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals," Papers 1311.7419, arXiv.org.
  156. Lehrer, Ehud & Teper, Roee, 2011. "Justifiable preferences," Journal of Economic Theory, Elsevier, vol. 146(2), pages 762-774, March.
  157. repec:hal:journl:halshs-00470670 is not listed on IDEAS
  158. Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R., 2014. "General equilibrium, risk taking and volatility," Working Papers 2014-181, Department of Research, Ipag Business School.
  159. Carvalho, M., 2011. "Essays in behavioral microeconomic theory," Other publications TiSEM 97fbb10e-5f12-420b-b8c4-e, Tilburg University, School of Economics and Management.
  160. Rossen Rozenov, 2016. "Optimal Fiscal Adjustment under Uncertainty," IMF Working Papers 16/69, International Monetary Fund.
  161. Loic Berger & Valentina Bosetti, 2016. "Ellsberg re-revisited: An experiment disentangling model uncertainty and risk aversion," Working Papers 576, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  162. Dean, Mark & Ortoleva, Pietro, 0. "Allais, Ellsberg, and preferences for hedging," Theoretical Economics, Econometric Society.
  163. Grant, Simon & Polak, Ben, 2013. "Mean-dispersion preferences and constant absolute uncertainty aversion," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1361-1398.
  164. Alessandra Cillo & Philippe Delquié, 2013. "Mean-Risk Analysis with Enhanced Behavioral Content," Working Papers 498, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  165. repec:ipg:wpaper:201420 is not listed on IDEAS
  166. Sebastian Herrmann & Johannes Muhle-Karbe & Frank Thomas Seifried, 2016. "Hedging with Small Uncertainty Aversion," Papers 1605.06429, arXiv.org.
  167. Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015. "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers 15-03 [rev.], University of Cologne, Centre for Financial Research (CFR).
  168. Marco Pelliccia, 2013. "Ambiguous Networks," Birkbeck Working Papers in Economics and Finance 1303, Birkbeck, Department of Economics, Mathematics & Statistics.
  169. Simone Cerreia-Vioglio, 2011. "Objective Rationality and Uncertainty Averse Preferences," Working Papers 413, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  170. Joseph Y. Halpern & Samantha Leung, 2016. "Minimizing regret in dynamic decision problems," Theory and Decision, Springer, vol. 81(1), pages 123-151, June.
  171. Heller, Yuval, 2009. "Justifiable choice," MPRA Paper 15645, University Library of Munich, Germany.
  172. Robert Chambers & Tigran Melkonyan, 2008. "Eliciting beliefs," Theory and Decision, Springer, vol. 65(4), pages 271-284, December.
  173. repec:hal:wpaper:halshs-00648884 is not listed on IDEAS
  174. Dumav, Martin & Stinchcombe, Maxwell B., 2014. "The von Neumann/Morgenstern approach to ambiguity," Center for Mathematical Economics Working Papers 480, Center for Mathematical Economics, Bielefeld University.
  175. Berger, Loic & Bosetti, Valentina, 2016. "Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion," MITP: Mitigation, Innovation,and Transformation Pathways 236239, Fondazione Eni Enrico Mattei (FEEM).
  176. Gilles Angelsberg & Freddy Delbaen & Ivo Kaelin & Michael Kupper & Joachim Näf, 2011. "On a class of law invariant convex risk measures," Finance and Stochastics, Springer, vol. 15(2), pages 343-363, June.
  177. Sujoy Mukerji & Peter Klibanoff & Kyoungwon Seo, 2014. "Perceived Ambiguity and Relevant Measures," Economics Series Working Papers 711, University of Oxford, Department of Economics.
  178. Santiago I. Sautua, 2016. "Does Uncertainty Cause Inertia In Decision Making? An Experimental Study Of The Role Of Regret Aversion And Indecisiveness," DOCUMENTOS DE TRABAJO 014587, UNIVERSIDAD DEL ROSARIO.
  179. Li, Jian & Zhou, Junjie, 2016. "Blackwell's informativeness ranking with uncertainty-averse preferences," Games and Economic Behavior, Elsevier, vol. 96(C), pages 18-29.
  180. R.A Dana & C. Le Van, 2014. "Efficient allocations and Equilibria with short," Working Papers 2014-61, Department of Research, Ipag Business School.
  181. Carvalho, M., 2012. "Static vs Dynamic Auctions with Ambiguity Averse Bidders," Discussion Paper 2012-022, Tilburg University, Center for Economic Research.
  182. Bazovkin, Pavel, 2014. "Geometrical framework for robust portfolio optimization," Discussion Papers in Econometrics and Statistics 01/14, University of Cologne, Institute of Econometrics and Statistics.
  183. repec:esx:essedp:719 is not listed on IDEAS
  184. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2012. "Niveloids and Their Extensions:Risk Measures on Small Domains," Working Papers 458, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  185. Bracha, Anat & Brown, Donald J., 2012. "Affective decision making: A theory of optimism bias," Games and Economic Behavior, Elsevier, vol. 75(1), pages 67-80.
  186. Giuseppe Attanasi & Aldo Montesano, 2012. "The price for information about probabilities and its relation with risk and ambiguity," Theory and Decision, Springer, vol. 73(1), pages 125-160, July.
  187. Herzberg, Frederik, 2014. "Aggregation of Monotonic Bernoullian Archimedean preferences: Arrovian impossibility results," Center for Mathematical Economics Working Papers 488, Center for Mathematical Economics, Bielefeld University.
  188. Kami, Edi & Maccheroni, Fabio & Marinacci, Massimo, 2015. "Ambiguity and Nonexpected Utility," Handbook of Game Theory with Economic Applications, in: Handbook of Game Theory with Economic Applications, volume 4, chapter 17, pages 901-947 Elsevier.
  189. Denti, Tommaso & Mihm, Maximilian & de Oliveira, Henrique & Ozbek, Kemal, 0. "Rationally inattentive preferences and hidden information costs," Theoretical Economics, Econometric Society.
  190. Schneider, Judith C. & Schweizer, Nikolaus, 2015. "Robust measurement of (heavy-tailed) risks: Theory and implementation," Journal of Economic Dynamics and Control, Elsevier, vol. 61(C), pages 183-203.
  191. Schied, Alexander, 2014. "Model-free CPPI," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 84-94.
  192. Todd Sarver & Haluk Ergin, 2009. "A Subjective Model of Temporal Preferences," 2009 Meeting Papers 1183, Society for Economic Dynamics.
  193. repec:dau:papers:123456789/7357 is not listed on IDEAS
  194. Lars P. Hansen & Thomas J. Sargent, 2016. "Sets of Models and Prices of Uncertainty," NBER Working Papers 22000, National Bureau of Economic Research, Inc.
  195. Christian Bauer, 2012. "Products of non-additive measures: a Fubini-like theorem," Theory and Decision, Springer, vol. 73(4), pages 621-647, October.
  196. Giuseppe De Marco & Maria Romaniello, 2014. "Variational Preferences and Equilibria in Games under Ambiguous Beliefs Correspondences," CSEF Working Papers 363, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  197. Barillas, Francisco & Hansen, Lars Peter & Sargent, Thomas J., 2009. "Doubts or variability?," Journal of Economic Theory, Elsevier, vol. 144(6), pages 2388-2418, November.
  198. 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.
  199. repec:hal:journl:halshs-00281582 is not listed on IDEAS
  200. Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2014. "An experimental test of prospect theory for predicting choice under ambiguity," Journal of Risk and Uncertainty, Springer, vol. 48(1), pages 1-17, February.
  201. He, Wei & Yannelis, Nicholas C., 2015. "Equilibrium theory under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 86-95.
  202. Chambers, Robert G. & Melkonyan, Tigran, 2009. "Smoothing preference kinks with information," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 173-189, September.
  203. R. Luce & C. Ng & A. Marley & János Aczél, 2008. "Utility of gambling II: risk, paradoxes, and data," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 36(2), pages 165-187, August.
  204. Simon Grant & Atsushi Kajii, 2005. "Probabilistically Sophisticated Multiple Priors," KIER Working Papers 608, Kyoto University, Institute of Economic Research.
  205. Douglas Norton & R. Isaac, 2012. "Experts with a conflict of interest: a source of ambiguity?," Experimental Economics, Springer, vol. 15(2), pages 260-277, June.
  206. Thomas Knispel & Roger J. A. Laeven & Gregor Svindland, 2016. "Robust Optimal Risk Sharing and Risk Premia in Expanding Pools," Papers 1601.06979, arXiv.org.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.