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

### by Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini

- Gilles Angelsberg & Freddy Delbaen & Ivo Kaelin & Michael Kupper & Joachim Näf, 2011.
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**On a class of law invariant convex risk measures**," Finance and Stochastics, Springer, vol. 15(2), pages 343-363, June. - Rhys Bidder & Ian Dew-Becker, 2016.
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**Long-Run Risk Is the Worst-Case Scenario**," American Economic Review, American Economic Association, vol. 106(9), pages 2494-2527, September.- Ian Dew-Becker & Rhys Bidder, 2015.
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**Long-Run Risk is the Worst-Case Scenario**," 2015 Meeting Papers 490, Society for Economic Dynamics. - Rhys Bidder & Ian Dew-Becker, 2016.
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**Long-Run Risk is the Worst-Case Scenario**," NBER Working Papers 22416, National Bureau of Economic Research, Inc.

- Ian Dew-Becker & Rhys Bidder, 2015.
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- Hansen, Lars Peter, 2013.
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**Uncertainty Outside and Inside Economic Models**," Nobel Prize in Economics documents 2013-7, Nobel Prize Committee.- Lars Peter Hansen, 2014.
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**Uncertainty Outside and Inside Economic Models**," Working Papers 2014-06, Becker Friedman Institute for Research In Economics. - Lars Peter Hansen, 2014.
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**Uncertainty Outside and Inside Economic Models**," NBER Working Papers 20394, National Bureau of Economic Research, Inc.

- Lars Peter Hansen, 2014.
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- David Dillenberger & Uzi Segal, 2013.
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**Skewed Noise**," Boston College Working Papers in Economics 843, Boston College Department of Economics, revised 26 Jul 2016.- David Dillenberger & Uzi Segal, 2013.
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**Skewed Noise**," PIER Working Paper Archive 13-066, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. - David Dillenberger & Uzi Segal, 2015.
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**Skewed Noise**," PIER Working Paper Archive 15-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

- David Dillenberger & Uzi Segal, 2013.
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- Michael Woodford, 2005.
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**Robustly Optimal Monetary Policy with Near Rational Expectations**," NBER Working Papers 11896, National Bureau of Economic Research, Inc.- Woodford, Michael, 2005.
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**Robustly optimal monetary policy with near-rational expectations**," CFS Working Paper Series 2007/12, Center for Financial Studies (CFS).

- Woodford, Michael, 2005.
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- Itzhak Gilboa, 2010.
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**Questions in Decision Theory**," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 1-19, 09.- Itzhak Gilboa, 2009.
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**Questions in Decision Theory**," Levine's Working Paper Archive 814577000000000335, David K. Levine. - Itzhak Gilboa, 2010.
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**Questions in Decision Theory**," Post-Print hal-00635595, HAL.

- Itzhak Gilboa, 2009.
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- Giuseppe Attanasi & Aldo Montesano, 2010.
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**The Price for Information about Probabilities and its Relation with Capacities**," Labsi Experimental Economics Laboratory University of Siena 031, University of Siena.- Attanasi, Giuseppe & Montesano, Aldo, 2010.
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**The Price for Information about Probabilities and its Relation with Capacities**," LERNA Working Papers 10.16.322, LERNA, University of Toulouse. - Attanasi, Giuseppe & Montesano, Aldo, 2010.
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**The Price for Information about Probabilities and its Relation with Capacities**," TSE Working Papers 10-193, Toulouse School of Economics (TSE).

- Attanasi, Giuseppe & Montesano, Aldo, 2010.
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- Bier, Monika & Engelage, Daniel, 2011.
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**Merging of opinions under uncertainty**," Center for Mathematical Economics Working Papers 433, Center for Mathematical Economics, Bielefeld University. - Benigno, Pierpaolo & Paciello, Luigi, 2014.
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**Monetary policy, doubts and asset prices**," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 85-98.- Pierpaolo Benigno & Luigi Paciello, 2010.
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**Monetary Policy, Doubts and Asset Prices**," NBER Working Papers 16386, National Bureau of Economic Research, Inc. - Pierpaolo Benigno & Luigi Paciello, 2010.
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**Monetary Policy, Doubts and Asset Prices**," EIEF Working Papers Series 1024, Einaudi Institute for Economics and Finance (EIEF), revised Sep 2010. - Pierpaolo Beningo & Luigi Paciello, 2011.
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**Monetary Policy, Doubts and Asset Prices**," 2011 Meeting Papers 857, Society for Economic Dynamics.

- Pierpaolo Benigno & Luigi Paciello, 2010.
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- Rose-Anne Dana & Cuong Le Van, 2010.
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**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. - Klibanoff, Peter & Marinacci, Massimo & Mukerji, Sujoy, 2009.
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**Recursive smooth ambiguity preferences**," Journal of Economic Theory, Elsevier, vol. 144(3), pages 930-976, May.- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2006.
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**Recursive Smooth Ambiguity Preferences**," Carlo Alberto Notebooks 17, Collegio Carlo Alberto, revised 2008.

- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2006.
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- Gonçalo Faria & João Correia-da-Silva, 2014.
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**A closed-form solution for options with ambiguity about stochastic volatility**," Review of Derivatives Research, Springer, vol. 17(2), pages 125-159, July.- Gonçalo Faria & João Correia-da-Silva, 2011.
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**A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility**," FEP Working Papers 414, Universidade do Porto, Faculdade de Economia do Porto.

- Gonçalo Faria & João Correia-da-Silva, 2011.
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- Nascimento, Leandro, 2012.
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**The ex-ante aggregation of opinions under uncertainty**," Theoretical Economics, Econometric Society, vol. 7(3), September. - Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M. & Rustichini, A., 2015.
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**The structure of variational preferences**," Journal of Mathematical Economics, Elsevier, vol. 57(C), pages 12-19.- S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & A. Rustichini, 2014.
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**The Structure of Variational Preferences**," Working Papers 520, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- S. Cerreia-Vioglio & F. Maccheroni & M. Marinacci & A. Rustichini, 2014.
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- Nengjiu Ju & Jianjun Miao, 2012.
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**Ambiguity, Learning, and Asset Returns**," Econometrica, Econometric Society, vol. 80(2), pages 559-591, 03. - repec:hal:cesptp:hal-01241819 is not listed on IDEAS
- John Hey & Noemi Pace, 2014.
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**The explanatory and predictive power of non two-stage-probability theories of decision making under ambiguity**," Journal of Risk and Uncertainty, Springer, vol. 49(1), pages 1-29, August.- John D Hey & Noemi Pace, "undated".
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**The Explanatory and Predictive Power of Non Two-Stage-Probability Theories of Decision Making Under Ambiguity**," Discussion Papers 11/22, Department of Economics, University of York. - Noemi Pace & John D Hey, 2011.
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**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".

- John D Hey & Noemi Pace, "undated".
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- Daniel Bartl, 2016.
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**Exponential utility maximization under model uncertainty for unbounded endowments**," Papers 1610.00999, arXiv.org. - Dana, Rose-Anne & Riedel, Frank, 2013.
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**Intertemporal equilibria with Knightian uncertainty**," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1582-1605.- Rose-Anne Dana & Franck Riedel, 2013.
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**Intertemporal Equilibria with Knightian uncertainty**," Post-Print hal-00927170, HAL. - Dana, Rose-Anne & Riedel, Frank, 2017.
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**Intertemporal equilibria with Knightian uncertainty**," Center for Mathematical Economics Working Papers 440, Center for Mathematical Economics, Bielefeld University. - Rose Anne Dana & Frank Riedel, 2013.
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**Intertemporal equilibria with Knightian Uncertainty**," Working Papers 2013-16, Department of Research, Ipag Business School.

- Rose-Anne Dana & Franck Riedel, 2013.
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- Aloisio Araujo, 2015.
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**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. - Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2014.
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**Ignorance and competence in choices under uncertainty**," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 143-150.- Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2013.
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**Ignorance and Competence in Choices Under Uncertainty**," Insper Working Papers wpe_323, Insper Working Paper, Insper Instituto de Ensino e Pesquisa. - Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2013.
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**Ignorance and Competence in Choices Under Uncertainty**," Working Papers 2013-29, Department of Research, Ipag Business School. - Paulo Casaca & Alain Chateauneuf & José Heleno Faro, 2014.
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**Ignorance and competence in choices under uncertainty**," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01015299, HAL.

- Casaca, Paulo & Chateauneuf, Alain & Faro, José Heleno, 2013.
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- Guy Mayraz, 2011.
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**Wishful Thinking**," CEP Discussion Papers dp1092, Centre for Economic Performance, LSE.- Guy Mayraz, 2013.
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**Wishful Thinking**," Department of Economics - Working Papers Series 1172, The University of Melbourne.

- Guy Mayraz, 2013.
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- Massimo Guidolin & Francesca Rinaldi, 2010.
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**A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?**," Applied Financial Economics, Taylor & Francis Journals, vol. 20(1-2), pages 105-135.- Massimo Guidolin & Francesca Rinaldi, 2009.
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**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.

- Massimo Guidolin & Francesca Rinaldi, 2009.
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- Jianjun Miao & Neng Wang, 2004.
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**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.- Jianjun Miao & Neng Wang, 2010.
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**Risk, uncertainty,and option exercise**," Boston University - Department of Economics - Working Papers Series WP2010-029, Boston University - Department of Economics. - Jianjun Miao, 2004.
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**Risk, uncertainty and option exercise**," Finance 0410013, EconWPA. - Jianjun Miao & Neng Wang, 2007.
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**Risk, Uncertainty, and Option Exercise**," Boston University - Department of Economics - Working Papers Series WP2007-016, Boston University - Department of Economics.

- Jianjun Miao & Neng Wang, 2010.
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- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011.
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**Complete Monotone Quasiconcave Duality**," Mathematics of Operations Research, INFORMS, vol. 36(2), pages 321-339, May.- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008.
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**Complete Monotone Quasiconcave Duality**," Carlo Alberto Notebooks 80, Collegio Carlo Alberto.

- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008.
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- Wilde, Christian & Krahnen, Jan Pieter & Ockenfels, Peter, 2014.
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**Measuring Ambiguity Aversion: A Systematic Experimental Approach**," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100557, Verein für Socialpolitik / German Economic Association.- Krahnen, Jan Pieter & Ockenfels, Peter & Wilde, Christian, 2014.
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**Measuring ambiguity aversion: A systematic experimental approach**," SAFE Working Paper Series 55, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.

- Krahnen, Jan Pieter & Ockenfels, Peter & Wilde, Christian, 2014.
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- Pamela Giustinelli & Nicola Pavoni, 2017.
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**The Evolution of Awareness and Belief Ambiguity in the Process of High School Track Choice**," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 25, April.- Pamela Giustinelli & Nicola Pavoni, 2017.
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**Online Appendix to "The Evolution of Awareness and Belief Ambiguity in the Process of High School Track Choice"**," Technical Appendices 16-101, Review of Economic Dynamics.

- Pamela Giustinelli & Nicola Pavoni, 2017.
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- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011.
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**Ambiguity and Robust Statistics**," Working Papers 382, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. - Bracha, Anat & Brown, Donald J., 2012.
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**Affective decision making: A theory of optimism bias**," Games and Economic Behavior, Elsevier, vol. 75(1), pages 67-80.- Anat Bracha & Donald J. Brown, 2010.
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**Affective decision making: a theory of optimism bias**," Working Papers 10-16, Federal Reserve Bank of Boston. - Anat Bracha & Donald Brown, 2010.
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**Affective Decision-Making: A Theory of Optimism-Bias**," Levine's Working Paper Archive 661465000000000123, David K. Levine. - Anat Bracha & Donald J. Brown, 2010.
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**Affective Decision-Making: A Theory of Optimism-Bias**," Cowles Foundation Discussion Papers 1759, Cowles Foundation for Research in Economics, Yale University.

- Anat Bracha & Donald J. Brown, 2010.
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- Martins-da-Rocha, Victor Filipe, 2009.
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**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).- V. Filipe Martins-Da-Rocha & Yiannis Vailakis, 2010.
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**Interim efficiency with MEU-preferences**," Post-Print hal-01413020, HAL.

- V. Filipe Martins-Da-Rocha & Yiannis Vailakis, 2010.
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- Marcus Berliant, 2010.
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**Misbehavioral Urban Economics**," Journal of Regional Science, Wiley Blackwell, vol. 50(1), pages 93-101.- Berliant, Marcus, 2009.
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**Misbehavioral urban economics**," MPRA Paper 14951, University Library of Munich, Germany. - Berliant, Marcus, 2009.
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**Misbehavioral urban economics**," MPRA Paper 14140, University Library of Munich, Germany.

- Berliant, Marcus, 2009.
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- Cerreia-Vioglio, Simone, 2016.
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**Objective rationality and uncertainty averse preferences**," Theoretical Economics, Econometric Society, vol. 11(2), May.- Simone Cerreia-Vioglio, 2011.
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**Objective Rationality and Uncertainty Averse Preferences**," Working Papers 413, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- Simone Cerreia-Vioglio, 2011.
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- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2009.
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**Portfolio Selection With Monotone Mean-Variance Preferences**," Mathematical Finance, Wiley Blackwell, vol. 19(3), pages 487-521.- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004.
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**Portfolio Selection with Monotone Mean-Variance Preferences**," ICER Working Papers - Applied Mathematics Series 27-2004, ICER - International Centre for Economic Research, revised Dec 2004. - Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2008.
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**Portfolio Selection with Monotone Mean-Variance Preferences**," Temi di discussione (Economic working papers) 664, Bank of Italy, Economic Research and International Relations Area. - Massimo Marinacci & Fabio Maccheroni & Aldo Rustichini & Marco Taboga, 2005.
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**Portfolio Selection with Monotone Mean-Variance Preferences**," Finance 0502014, EconWPA. - Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004.
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**Portfolio Selection with Monotone Mean-Variance Preferences**," Carlo Alberto Notebooks 6, Collegio Carlo Alberto, revised 2007.

- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004.
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- repec:esx:essedp:719 is not listed on IDEAS
- Denti, Tommaso & Mihm, Maximilian & de Oliveira, Henrique & Ozbek, Kemal, 0.
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**Rationally inattentive preferences and hidden information costs**," Theoretical Economics, Econometric Society. - Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2012.
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**Probabilistic sophistication, second order stochastic dominance and uncertainty aversion**," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 271-283.- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2010.
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**Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion**," Carlo Alberto Notebooks 174, Collegio Carlo Alberto.

- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2010.
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- Zuber, Stéphane, 2016.
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**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.- Stéphane Zuber, 2015.
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**Harsanyi's theorem without the sure-thing principle: On the consistent aggregation of Monotonic Bernoullian and Archimedean preferences**," Documents de travail du Centre d'Economie de la Sorbonne 15069, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. - Stéphane Zuber, 2015.
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**Harsanyi's theorem without the sure-thing principle: On the consistent aggregation of Monotonic Bernoullian and Archimedean preferences**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01224145, HAL.

- Stéphane Zuber, 2015.
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- repec:hal:journl:halshs-01224145 is not listed on IDEAS
- Fosgerau, Mogens & Melo, Emerson & Shum, Matt, 2017.
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**Discrete Choice and Rational Inattention: a General Equivalence Result�**," MPRA Paper 76605, University Library of Munich, Germany. - Cosmin Ilut, 2012.
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**Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle**," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(3), pages 33-65, July.- Cosmin Ilut, 2009.
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**Ambiguity Aversion: Implications For The Uncovered Interest Rate Parity Puzzle**," 2009 Meeting Papers 328, Society for Economic Dynamics. - Cosmin L. Ilut, 2010.
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**Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle**," Working Papers 10-53, Duke University, Department of Economics.

- Cosmin Ilut, 2009.
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- Kops, Christopher & Borah, Abhinash, 2014.
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**Preferences under Ambiguity Without Event-Separability**," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100629, Verein für Socialpolitik / German Economic Association. - Godfrey Cadogan, 2012.
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**Representation theory for risk on markowitz-tversky-kahneman topology**," Economics Bulletin, AccessEcon, vol. 32(4), pages 1-34.- Godfrey Charles-Cadogan, 2012.
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**Representation Theory for Risk On Markowitz-Tversky-Kahneman Topology**," Papers 1206.2665, arXiv.org.

- Godfrey Charles-Cadogan, 2012.
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- Steven Kou & Xianhua Peng, 2014.
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**On the Measurement of Economic Tail Risk**," Papers 1401.4787, arXiv.org, revised Aug 2015. - Chambers, Robert G. & Melkonyan, Tigran, 2009.
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**Smoothing preference kinks with information**," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 173-189, September. - Marciano Siniscalchi, 2009.
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**Vector Expected Utility and Attitudes Toward Variation**," Econometrica, Econometric Society, vol. 77(3), pages 801-855, 05.- Marciano Siniscalchi, 2007.
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**Vector Expected Utility and Attitudes toward Variation**," Discussion Papers 1455, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

- Marciano Siniscalchi, 2007.
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- Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2011.
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**Economic Models as Analogies**," PIER Working Paper Archive 12-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.- Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2011.
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**Economic Models as Analogies, Second Version**," PIER Working Paper Archive 12-030, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 31 Jul 2012. - Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2012.
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**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.

- Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2011.
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- Amit Kothiyal & Vitalie Spinu & Peter Wakker, 2014.
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**An experimental test of prospect theory for predicting choice under ambiguity**," Journal of Risk and Uncertainty, Springer, vol. 48(1), pages 1-17, February. - Aurelien Baillon & Olivier L'Haridon & Laetitia Placido, 2011.
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**Ambiguity Models and the Machina Paradoxes**," American Economic Review, American Economic Association, vol. 101(4), pages 1547-1560, June.- Laetitia Placido & Aurélien Baillon & Olivier L'Haridon, 2011.
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**Ambiguity models and the Machina paradoxes**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00645899, HAL.

- Laetitia Placido & Aurélien Baillon & Olivier L'Haridon, 2011.
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- Vikas Agarwal & Eser Arisoy & Narayan Y Naik, 2015.
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**Volatility of Aggregate Volatility and Hedge Fund Returns**," Post-Print hal-01412976, HAL.- Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015.
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**Volatility of aggregate volatility and hedge funds returns**," CFR Working Papers 15-03 [rev.], University of Cologne, Centre for Financial Research (CFR). - Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015.
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**Volatility of aggregate volatility and hedge funds returns**," CFR Working Papers 15-03, University of Cologne, Centre for Financial Research (CFR).

- Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015.
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- Bade, Sophie, 2011.
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**Electoral competition with uncertainty averse parties**," Games and Economic Behavior, Elsevier, vol. 72(1), pages 12-29, May. - Burks, Stephen V. & Carpenter, Jeffrey P. & Götte, Lorenz & Rustichini, Aldo, 2008.
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**Cognitive Skills Explain Economic Preferences, Strategic Behavior, and Job Attachment**," IZA Discussion Papers 3609, Institute for the Study of Labor (IZA). - Dominiak, Adam & Eichberger, Jürgen & Lefort, Jean-Philippe, 2012.
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**Agreeable trade with optimism and pessimism**," Mathematical Social Sciences, Elsevier, vol. 64(2), pages 119-126. - Santiago I. Sautua, 2016.
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**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. - R. Luce & C. Ng & A. Marley & János Aczél, 2008.
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**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. - Schneider, Mark A. & Nunez, Manuel A., 2015.
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**A simple mean–dispersion model of ambiguity attitudes**," Journal of Mathematical Economics, Elsevier, vol. 58(C), pages 25-31. - He, Wei & Yannelis, Nicholas C., 2015.
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**Equilibrium theory under ambiguity**," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 86-95. - Carvalho, M., 2011.
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**Essays in behavioral microeconomic theory**," Other publications TiSEM 97fbb10e-5f12-420b-b8c4-e, Tilburg University, School of Economics and Management. - Raphaël Giraud, 2012.
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**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. - Diederik Aerts & Emmanuel Haven & Sandro Sozzo, 2016.
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**A Proposal to Extend Expected Utility in a Quantum Probabilistic Framework**," Papers 1612.08583, arXiv.org. - Dean, Mark & Ortoleva, Pietro, 2017.
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**Allais, Ellsberg, and preferences for hedging**," Theoretical Economics, Econometric Society, vol. 12(1), January.- Mark Dean & Pietro Ortoleva, 2012.
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**Allais, Ellsberg, and Preferences for Hedging**," Working Papers 2012-2, Brown University, Department of Economics.

- Mark Dean & Pietro Ortoleva, 2012.
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- Heller, Yuval, 2012.
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**Justifiable choice**," Games and Economic Behavior, Elsevier, vol. 76(2), pages 375-390.- Heller, Yuval, 2009.
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**Justifiable choice**," MPRA Paper 15645, University Library of Munich, Germany.

- Heller, Yuval, 2009.
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- Luo, Yulei & Young, Eric, 2014.
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**Induced Uncertainty, Market Price of Risk, and the Dynamics of Consumption and Wealth**," MPRA Paper 57111, University Library of Munich, Germany. - Friederike Mengel & Elias Tsakas & Alexander Vostroknutov, 2016.
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**Past experience of uncertainty affects risk aversion**," Experimental Economics, Springer;Economic Science Association, vol. 19(1), pages 151-176, March.- Friederike Mengel & Elias Tsakas & Alexander Vostroknutov, 2016.
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**Past experience of uncertainty affects risk aversion**," Experimental Economics, Springer;Economic Science Association, vol. 19(1), pages 151-176, March.

- Friederike Mengel & Elias Tsakas & Alexander Vostroknutov, 2016.
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- R.A Dana & C. Le Van, 2014.
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**Efficient allocations and Equilibria with short**," Working Papers 2014-61, Department of Research, Ipag Business School. - Giuseppe Attanasi & Aldo Montesano, 2012.
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**The price for information about probabilities and its relation with risk and ambiguity**," Theory and Decision, Springer, vol. 73(1), pages 125-160, July. - Giuseppe De Marco & Maria Romaniello, 2013.
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**Games Equilibria and the Variational Representation of Preferences**," CSEF Working Papers 336, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. - Ortoleva, Pietro, 2010.
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**Status quo bias, multiple priors and uncertainty aversion**," Games and Economic Behavior, Elsevier, vol. 69(2), pages 411-424, July.- Ortoleva, Pietro, 2008.
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**Status Quo Bias, Multiple Priors and Uncertainty Aversion**," MPRA Paper 12243, University Library of Munich, Germany.

- Ortoleva, Pietro, 2008.
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- Todd Sarver & Haluk Ergin, 2009.
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**A Subjective Model of Temporal Preferences**," 2009 Meeting Papers 1183, Society for Economic Dynamics. - Geoffrey Heal & Antony Millner, 2013.
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**Uncertainty and Decision in Climate Change Economics**," NBER Working Papers 18929, National Bureau of Economic Research, Inc.- Geoffrey Heal & Antony Millner, 2013.
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**Uncertainty and decision in climate change economics**," GRI Working Papers 108, Grantham Research Institute on Climate Change and the Environment.

- Geoffrey Heal & Antony Millner, 2013.
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- Gonçalo Faria & João Correia-da-Silva, 2012.
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**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.- Gonçalo Faria & João Correia-da-Silva, 2011.
"
**The Price of Risk and Ambiguity in an Intertemporal General Equilibrium Model of Asset Prices**," FEP Working Papers 399, Universidade do Porto, Faculdade de Economia do Porto.

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**Absolute and Relative Ambiguity Aversion: A Preferential Approach**," Working Papers 578, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. - Rose-Anne Dana & Cuong Le Van, 2008.
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**No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity**," Documents de travail du Centre d'Economie de la Sorbonne b08039, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Nov 2009.- Rose-Anne Dana & Cuong Le Van, 2009.
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**No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00281582, HAL.

- Rose-Anne Dana & Cuong Le Van, 2009.
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- Joseph Y. Halpern & Samantha Leung, 2016.
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**Minimizing regret in dynamic decision problems**," Theory and Decision, Springer, vol. 81(1), pages 123-151, June. - Tyson, Christopher J., 2013.
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**Preference symmetries, partial differential equations, and functional forms for utility**," Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 266-277.- Christopher J. Tyson, 2013.
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**Preference Symmetries, Partial Differential Equations, and Functional Forms for Utility**," Working Papers 702, Queen Mary University of London, School of Economics and Finance.

- Christopher J. Tyson, 2013.
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**Affective Decision Making: a Behavioral Theory of Choice**," Levine's Bibliography 122247000000001676, UCLA Department of Economics.- Anat Bracha & Donald J. Brown, 2007.
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**Affective Decision Making: A Behavioral Theory of Choice**," Cowles Foundation Discussion Papers 1633R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2009. - Anat Bracha & Donald J. Brown, 2007.
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**Affective Decision Making: A Behavioral Theory of Choice**," Cowles Foundation Discussion Papers 1633, Cowles Foundation for Research in Economics, Yale University.

- Anat Bracha & Donald J. Brown, 2007.
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- Tomasz Strzalecki, "undated".
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**Probabilistic Sophistication and Variational Preferences**," Working Paper 8337, Harvard University OpenScholar.- Strzalecki, Tomasz, 2011.
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**Probabilistic Sophistication and Variational Preferences**," Scholarly Articles 11352635, Harvard University Department of Economics.

- Strzalecki, Tomasz, 2011.
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**Ambiguity Aversion and Stock Market Participation: Evidence from Fund Flows**," Working Papers wpn13-01, Warwick Business School, Finance Group. - Leandro Nascimento & Gil Riella, 2009.
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**A Class of Incomplete and Ambiguity Averse Preferences**," Working Papers Series 180, Central Bank of Brazil, Research Department. - Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2011.
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**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.- Sujoy Mukerji & Peter Klibanoff and Massimo Marinacci, 2011.
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**Definitions of Ambiguous Events and the Smooth Ambiguity Model**," Economics Series Working Papers 525, University of Oxford, Department of Economics.

- Sujoy Mukerji & Peter Klibanoff and Massimo Marinacci, 2011.
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- Robert Chambers & Tigran Melkonyan, 2008.
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**Eliciting beliefs**," Theory and Decision, Springer, vol. 65(4), pages 271-284, December. - Sigrid Källblad, 2017.
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**Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals**," Finance and Stochastics, Springer, vol. 21(2), pages 397-425, April. - Werner, Jan, 2011.
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**Risk aversion for variational and multiple-prior preferences**," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 382-390. - I. Gilboa & A. W. Postlewaite & D. Schmeidler., 2009.
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**Probability and Uncertainty in Economic Modeling**," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 10.- Itzhak Gilboa & Andrew W. Postlewaite & David Schmeidler, 2008.
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**Probability and Uncertainty in Economic Modeling**," Journal of Economic Perspectives, American Economic Association, vol. 22(3), pages 173-188, Summer.

- Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2008.
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**Probability and Uncertainty in Economic Modeling**," Post-Print hal-00463394, HAL.

- Itzhak Gilboa & Andrew W. Postlewaite & David Schmeidler, 2008.
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- Bade, Sophie, 2011.
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**Ambiguous act equilibria**," Games and Economic Behavior, Elsevier, vol. 71(2), pages 246-260, March. - Massimo Guidolin & Francesca Rinaldi, 2013.
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**Ambiguity in asset pricing and portfolio choice: a review of the literature**," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.- Massimo Guidolin & Francesca Rinaldi, 2010.
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**Ambiguity in asset pricing and portfolio choice: a review of the literature**," Working Papers 2010-028, Federal Reserve Bank of St. Louis. - Massimo Guidolin & Francesca Rinaldi, 2011.
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**Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature**," Working Papers 417, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- Massimo Guidolin & Francesca Rinaldi, 2010.
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- Mohammed Abdellaoui & Laetitia Placido & Aurélien Baillon & P.P. Wakker, 2011.
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**The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00609214, HAL. - Xiangyu Qu, 2015.
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**A belief-based definition of ambiguity aversion**," Theory and Decision, Springer, vol. 79(1), pages 15-30, July. - Roger J. A. Laeven & Mitja Stadje, 2013.
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**Entropy Coherent and Entropy Convex Measures of Risk**," Mathematics of Operations Research, INFORMS, vol. 38(2), pages 265-293, May.- Laeven, R.J.A. & Stadje, M.A., 2011.
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**Entropy Coherent and Entropy Convex Measures of Risk**," Discussion Paper 2011-031, Tilburg University, Center for Economic Research.

- Laeven, R.J.A. & Stadje, M.A., 2011.
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- Sarver, Todd & Ergin, Haluk, 2015.
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**Hidden actions and preferences for timing of resolution of uncertainty**," Theoretical Economics, Econometric Society, vol. 10(2), May.- Haluk Ergin & Todd Sarver, 2012.
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**Hidden Actions and Preferences for Timing of Resolution of Uncertainty**," Discussion Papers 1567, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

- Haluk Ergin & Todd Sarver, 2012.
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- Lars P. Hansen & Thomas J. Sargent, 2016.
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**Sets of Models and Prices of Uncertainty**," NBER Working Papers 22000, National Bureau of Economic Research, Inc. - Pennesi, Daniele, 2015.
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**Costly information acquisition and the temporal resolution of uncertainty**," Journal of Mathematical Economics, Elsevier, vol. 60(C), pages 115-122.- Daniele Pennesi, 2015.
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**Costly information acquisition and the temporal resolution of uncertainty**," THEMA Working Papers 2015-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

- Daniele Pennesi, 2015.
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- Peter Klibanoff & Sujoy Mukerji & Kyoungwon Seo, 2014.
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**Perceived Ambiguity and Relevant Measures**," Econometrica, Econometric Society, vol. 82, pages 1945-1978, 09.- Sujoy Mukerji & Peter Klibanoff & Kyoungwon Seo, 2014.
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**Perceived Ambiguity and Relevant Measures**," Economics Series Working Papers 711, University of Oxford, Department of Economics.

- Sujoy Mukerji & Peter Klibanoff & Kyoungwon Seo, 2014.
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- Epstein, Larry G. & Marinacci, Massimo, 2007.
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**Mutual absolute continuity of multiple priors**," Journal of Economic Theory, Elsevier, vol. 137(1), pages 716-720, November.- Larry G. Epstein & Massimo Marinacci, 2006.
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**Mutual Absolute Continuity of Multiple Priors**," Carlo Alberto Notebooks 19, Collegio Carlo Alberto.

- Larry G. Epstein & Massimo Marinacci, 2006.
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- Philippe Bich, 2016.
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**Prudent Equilibria and Strategic Uncertainty in Discontinuous Games**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01337293, HAL. - Dominiak, Adam & Duersch, Peter & Lefort, Jean-Philippe, 2012.
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**A dynamic Ellsberg urn experiment**," Games and Economic Behavior, Elsevier, vol. 75(2), pages 625-638.- Dominiak, Adam & Dürsch, Peter & Lefort, Jean-Philippe, 2009.
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**A Dynamic Ellsberg Urn Experiment**," Working Papers 0487, University of Heidelberg, Department of Economics.

- Dominiak, Adam & Dürsch, Peter & Lefort, Jean-Philippe, 2009.
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- Aflaki, Sam, 2013.
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**The effect of environmental uncertainty on the tragedy of the commons**," Games and Economic Behavior, Elsevier, vol. 82(C), pages 240-253. - Chambers, Christopher P. & Echenique, Federico, 2012.
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**When does aggregation reduce risk aversion?**," Games and Economic Behavior, Elsevier, vol. 76(2), pages 582-595. - Faro, José Heleno, 2015.
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**Variational Bewley preferences**," Journal of Economic Theory, Elsevier, vol. 157(C), pages 699-729.- Faro, José Heleno, 2011.
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**Variational Bewley Preferences**," Insper Working Papers wpe_258, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

- Faro, José Heleno, 2011.
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- José Faro, 2013.
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**Cobb-Douglas preferences under uncertainty**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 273-285, October.- Faro, José Heleno, 2012.
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**Cobb-Douglas Preferences under Uncertainty**," Insper Working Papers wpe_278, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.

- Faro, José Heleno, 2012.
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- Tomasz Strzalecki & Jan Werner, "undated".
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**Efficient Allocations under Ambiguity**," Working Paper 8325, Harvard University OpenScholar.- Strzalecki, Tomasz & Werner, Jan, 2011.
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**Efficient Allocations under Ambiguity**," Scholarly Articles 11352637, Harvard University Department of Economics.

- Strzalecki, Tomasz & Werner, Jan, 2011.
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- Daniele Pennesi, 2013.
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**Endogenous Status Quo**," Carlo Alberto Notebooks 314, Collegio Carlo Alberto. - Ani Guerdijkova & Emanuela Sciubba, 2012.
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**Survival with Ambiguity**," Birkbeck Working Papers in Economics and Finance 1216, Birkbeck, Department of Economics, Mathematics & Statistics. - Treich, Nicolas, 2010.
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**The value of a statistical life under ambiguity aversion**," Journal of Environmental Economics and Management, Elsevier, vol. 59(1), pages 15-26, January.- Nicolas Treich, 2008.
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**The Value of a Statistical Life under Ambiguity Aversion**," CESifo Working Paper Series 2291, CESifo Group Munich. - TREICH Nicolas, 2008.
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**The value of a Statistical Life under Ambiguity Aversion**," LERNA Working Papers 08.05.249, LERNA, University of Toulouse.

- Nicolas Treich, 2008.
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- Chateauneuf, Alain & Faro, José Heleno, 2009.
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**Ambiguity through confidence functions**," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 535-558, September.- Alain Chateauneuf & José Heleno Faro, 2009.
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**Ambiguity through confidence functions**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00634651, HAL.

- Alain Chateauneuf & José Heleno Faro, 2009.
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- I. Gilboa & A. Postlewaite & L. Samuelson & D. Schmeidler., 2015.
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**Economic Models as Analogies**," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 4.- Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2014.
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**Economic Models as Analogies**," Economic Journal, Royal Economic Society, vol. 124(578), pages 513-533, 08.

- Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2011.
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**Economic Models as Analogies**," PIER Working Paper Archive 12-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

- Itzhak Gilboa & Andrew Postlewaite & Larry Samuelson & David Schmeidler, 2014.
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- André, Eric, 2014.
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**Optimal portfolio with vector expected utility**," Mathematical Social Sciences, Elsevier, vol. 69(C), pages 50-62.- Eric André, 2013.
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**Optimal Portfolio with Vector Expected Utility**," Working Papers halshs-00796482, HAL. - Eric André, 2013.
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**Optimal Portfolio with Vector Expected Utility**," AMSE Working Papers 1308, Aix-Marseille School of Economics, Marseille, France, revised 11 Feb 2013.

- Eric André, 2013.
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- Anat Bracha & Donald J. Brown, 2008.
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**Affective Decision Making and the Ellsberg Paradox**," Cowles Foundation Discussion Papers 1667, Cowles Foundation for Research in Economics, Yale University.- Anat Bracha & Donald J. Brown, 2008.
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**Affective Decision Making and the Ellsberg Paradox**," Cowles Foundation Discussion Papers 1667R, Cowles Foundation for Research in Economics, Yale University, revised Aug 2008. - Anat Bracha & Donald Brown, 2008.
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**Affective Decision Making and the Ellsberg Paradox**," Levine's Working Paper Archive 122247000000002291, David K. Levine.

- Anat Bracha & Donald J. Brown, 2008.
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- Simone Cerreia-Vioglio & Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2011.
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**Rational preferences under ambiguity**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 341-375, October.- Simone Cerreia-Vioglio & Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2010.
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**Rational Preferences under Ambiguity**," Carlo Alberto Notebooks 169, Collegio Carlo Alberto.

- Simone Cerreia-Vioglio & Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2010.
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- Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2007.
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**Probabilities in Economic Modeling**," Levine's Bibliography 843644000000000357, UCLA Department of Economics.- Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2008.
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**Probabilities in Economic Modelling**," Levine's Working Paper Archive 122247000000001976, David K. Levine. - Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2007.
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**Probabilities in Economic Modeling**," PIER Working Paper Archive 07-023, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. - Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2007.
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**Probability and Uncertainty in Economic Modeling, Second Version**," PIER Working Paper Archive 08-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 28 Jan 2008.

- Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2008.
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- Kozhan, Roman & Salmon, Mark, 2009.
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**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.- Mark Salmon & Roman Kozhan, 2008.
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**Uncertainty Aversion in a Heterogeneous AgentModel of Foreign Exchange Rate Formation**," Working Papers wp08-05, Warwick Business School, Finance Group.

- Mark Salmon & Roman Kozhan, 2008.
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- Thomas Knispel & Roger J. A. Laeven & Gregor Svindland, 2016.
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**Robust Optimal Risk Sharing and Risk Premia in Expanding Pools**," Papers 1601.06979, arXiv.org. - Kostas Koufopoulos & Roman Kozhan, 2016.
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**Optimal insurance under adverse selection and ambiguity aversion**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(4), pages 659-687, October. - Carvalho, M., 2012.
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**Static vs Dynamic Auctions with Ambiguity Averse Bidders**," Discussion Paper 2012-022, Tilburg University, Center for Economic Research. - Eisei Ohtaki & Hiroyuki Ozaki, 2015.
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**Monetary equilibria and Knightian uncertainty**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(3), pages 435-459, August.- Eisei Ohtaki & Hiroyuki Ozaki, 2013.
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**Monetary Equilibria and Knightian Uncertainty**," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-032, Keio/Kyoto Joint Global COE Program.

- Eisei Ohtaki & Hiroyuki Ozaki, 2013.
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- Epstein, Larry G. & Halevy, Yoram, 2017.
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**Ambiguous Correlation**," Microeconomics.ca working papers yoram_halevy-2017-2, Vancouver School of Economics, revised 15 Feb 2017. - Rinaldi, Francesca, 2009.
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**Endogenous incompleteness of financial markets: The role of ambiguity and ambiguity aversion**," Journal of Mathematical Economics, Elsevier, vol. 45(12), pages 880-901, December. - Loic Berger & Valentina Bosetti, 2016.
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**Ellsberg re-revisited: An experiment disentangling model uncertainty and risk aversion**," Working Papers 576, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.- Berger, Loic & Bosetti, Valentina, 2016.
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**Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion**," MITP: Mitigation, Innovation,and Transformation Pathways 236239, Fondazione Eni Enrico Mattei (FEEM). - Loic Berger & Valentina Bosetti, 2016.
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**Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion**," Working Papers 2016.37, Fondazione Eni Enrico Mattei.

- Berger, Loic & Bosetti, Valentina, 2016.
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**Uncertain equilibria and incomplete preferences**," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 48-54. - Černý, Aleš & Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2012.
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**On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility**," Journal of Mathematical Economics, Elsevier, vol. 48(6), pages 386-395.- Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008.
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**On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility**," Carlo Alberto Notebooks 79, Collegio Carlo Alberto.

- Ales Cerný & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2008.
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- Massimo Marinacci, 2015.
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**Model Uncertainty**," Working Papers 553, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. - Thomas Breuer & Imre Csiszar, 2013.
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**Measuring Model Risk**," Papers 1301.4832, arXiv.org. - Hengjie Ai & Ravi Bansal, 2016.
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**Risk Preferences and The Macro Announcement Premium**," NBER Working Papers 22527, National Bureau of Economic Research, Inc. - repec:hal:wpaper:halshs-01337293 is not listed on IDEAS
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**Attitude toward imprecise information**," Journal of Economic Theory, Elsevier, vol. 140(1), pages 27-65, May.- Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006.
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**Attitude toward imprecise information**," Cahiers de la Maison des Sciences Economiques v06081, Université Panthéon-Sorbonne (Paris 1). - Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2008.
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**Attitude toward imprecise information**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00451982, HAL. - Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006.
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**Attitude toward imprecise information**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00130179, HAL.

- Thibault Gajdos & Takashi Hayashi & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006.
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- Loïc Berger, 2011.
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**Smooth Ambiguity Aversion in the Small and in the Large**," Working Papers ECARES ECARES 2011-020, ULB -- Universite Libre de Bruxelles. - Ozdenoren, Emre & Peck, James, 2008.
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**Ambiguity aversion, games against nature, and dynamic consistency**," Games and Economic Behavior, Elsevier, vol. 62(1), pages 106-115, January. - Balbás, Raquel & Balbás, Beatriz, 2011.
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**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). - Herzberg, Frederik, 2014.
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**Aggregation of Monotonic Bernoullian Archimedean preferences: Arrovian impossibility results**," Center for Mathematical Economics Working Papers 488, Center for Mathematical Economics, Bielefeld University. - Joseph Halpern & Samantha Leung, 2015.
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**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. - Sujoy Mukerji & Robin Cubitt & Gijs van de Kuilen, 2014.
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**Discriminating between Models of Ambiguity Attitude: A Qualitative Test**," Economics Series Working Papers 692, University of Oxford, Department of Economics. - Coutts, Alexander, 2015.
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**Testing Models of Belief Bias: An Experiment**," MPRA Paper 67507, University Library of Munich, Germany. - Anna Gumena & Andrei Savochkin, 2012.
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**Dynamically Stable Preferences**," Carlo Alberto Notebooks 263, Collegio Carlo Alberto. - Pauline Barrieu & Sinclair Desgagnï¿½, 2009.
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**Economic policy when models disagree**," GRI Working Papers 4, Grantham Research Institute on Climate Change and the Environment. - repec:dau:papers:123456789/11268 is not listed on IDEAS
- Leandro Nascimento & Gil Riella, 2013.
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**Second-order ambiguous beliefs**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(3), pages 1005-1037, April. - Decerf, Benoit & Riedel, Frank, 2016.
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**Disambiguation of Ellsberg equilibria in 2x2 normal form games**," Center for Mathematical Economics Working Papers 554, Center for Mathematical Economics, Bielefeld University. - Christian Bauer, 2012.
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**Products of non-additive measures: a Fubini-like theorem**," Theory and Decision, Springer, vol. 73(4), pages 621-647, October. - Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2012.
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**On the Smooth Ambiguity Model: A Reply**," Econometrica, Econometric Society, vol. 80(3), pages 1303-1321, 05.- Peter Klibano & Massimo Marinacci & Sujoy Mukerji, 2009.
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**On the Smooth Ambiguity Model: A Reply**," Levine's Working Paper Archive 814577000000000344, David K. Levine. - Sujoy Mukerji & Peter Klibanoff, 2009.
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**On the Smooth Ambiguity Model: A Reply**," Economics Series Working Papers 449, University of Oxford, Department of Economics. - Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2011.
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**On the Smooth Ambiguity Model: A Reply**," Working Papers 410, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- Peter Klibano & Massimo Marinacci & Sujoy Mukerji, 2009.
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- Isaac Kleshchelski & Nicolas Vincent, 2007.
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**Robust Equilibrium Yield Curves**," Cahiers de recherche 08-02, HEC Montréal, Institut d'économie appliquée.- Isaac Kleshchelski & Nicolas Vincent, 2009.
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**Robust Equilibrium Yield Curves**," Cahiers de recherche 0907, CIRPEE. - Nicolas Vincent & Isaac Kleshchelski, 2008.
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**Robust Equilibrium Yield Curves**," 2008 Meeting Papers 486, Society for Economic Dynamics.

- Isaac Kleshchelski & Nicolas Vincent, 2009.
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**Mean-dispersion preferences and constant absolute uncertainty aversion**," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1361-1398.- Simon Grant & Ben Polak, 2011.
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**Mean-Dispersion Preferences and Constant Absolute Uncertainty Aversion**," Cowles Foundation Discussion Papers 1805, Cowles Foundation for Research in Economics, Yale University.

- Simon Grant & Ben Polak, 2011.
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- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2008.
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**Uncertainty Averse Preferences**," Carlo Alberto Notebooks 77, Collegio Carlo Alberto. - Karantounias, Anastasios G., 2013.
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**Managing pessimistic expectations and fiscal policy**," Theoretical Economics, Econometric Society, vol. 8(1), January. - Giuseppe De Marco & Maria Romaniello, 2014.
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**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. - Takanori Adachi & Takao Asano, 2011.
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**Entrepreneurial Choice and Knightian Uncertainty with Borrowing Constraints**," KIER Working Papers 803, Kyoto University, Institute of Economic Research. - Laurent Denant-Boemont & Olivier L’Haridon, 2013.
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**La rationalité à l'épreuve de l'économie comportementale**," Revue française d'économie, Presses de Sciences-Po, vol. 0(2), pages 35-89.- Laurent Denant-Boèmont & Olivier l'Haridon, 2013.
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**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. - Laurent Denant-Boèmont & Olivier L'Haridon, 2013.
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**La rationalité à l'épreuve de l'économie comportementale**," Post-Print halshs-00921070, HAL.

- Laurent Denant-Boèmont & Olivier l'Haridon, 2013.
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- Hill, Brian, 2013.
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**Confidence and decision**," Games and Economic Behavior, Elsevier, vol. 82(C), pages 675-692. - Adam Dominiak & Wendelin Schnedler, 2011.
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**Attitudes toward uncertainty and randomization: an experimental study**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 289-312, October.- Dominiak, Adam & Schnedler, Wendelin, 2010.
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**Attitudes towards Uncertainty and Randomization: An Experimental Study**," Working Papers 0494, University of Heidelberg, Department of Economics.

- Dominiak, Adam & Schnedler, Wendelin, 2010.
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- Roee Teper, 2016.
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**Who is a Bayesian?**," Working Paper 5861, Department of Economics, University of Pittsburgh. - Cillo, Alessandra & Delquié, Philippe, 2014.
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**Mean-risk analysis with enhanced behavioral content**," European Journal of Operational Research, Elsevier, vol. 239(3), pages 764-775.- Alessandra Cillo & Philippe Delquié, 2013.
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**Mean-Risk Analysis with Enhanced Behavioral Content**," Working Papers 498, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- Alessandra Cillo & Philippe Delquié, 2013.
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- Dumav, Martin & Stinchcombe, Maxwell B., 2014.
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**The von Neumann/Morgenstern approach to ambiguity**," Center for Mathematical Economics Working Papers 480, Center for Mathematical Economics, Bielefeld University. - Tianxiao Wang, 2012.
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**Risk minimizing of derivatives via dynamic g-expectation and related topics**," Papers 1208.2068, arXiv.org. - Anastasios G. Karantounias, 2009.
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**Ramsey Taxation and fear of misspecification**," 2009 Meeting Papers 822, Society for Economic Dynamics. - Joseph Y. Halpern & Samantha Leung, 2016.
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**Maxmin weighted expected utility: a simpler characterization**," Theory and Decision, Springer, vol. 80(4), pages 581-610, April. - Giammarino, Flavia & Barrieu, Pauline, 2013.
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**Indifference pricing with uncertainty averse preferences**," Journal of Mathematical Economics, Elsevier, vol. 49(1), pages 22-27.- Giammarino, Flavia & Barrieu, Pauline, 2011.
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**Indifference pricing with uncertainty averse preferences**," MPRA Paper 40636, University Library of Munich, Germany, revised 09 Mar 2012.

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**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. - repec:ipg:wpaper:16 is not listed on IDEAS
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**Model-free CPPI**," Papers 1305.5915, arXiv.org, revised Jan 2014. - Herzberg, Frederik, 2013.
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**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. - Lin Zhao & Sweder van Wijnbergen, 2014.
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**Decision Making in Incomplete Markets with Ambiguity -- A Case Study of a Gas Field Acquisition**," Tinbergen Institute Discussion Papers 14-149/VI, Tinbergen Institute. - repec:hal:journl:halshs-00281582 is not listed on IDEAS
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**How (Not) to Do Decision Theory**," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 257-282, 09.- Eddie Dekel & Barton L. Lipman, 2009.
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**How (Not) to Do Decision Theory**," Levine's Working Paper Archive 814577000000000339, David K. Levine.

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**Experimental evidence on valuation with multiple priors**," Journal of Risk and Uncertainty, Springer, vol. 53(1), pages 55-74, August. - Chatterjee Kalyan & Krishna R. Vijay, 2012.
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**Uniquely Representing "A Preference for Uniformity"**," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 12(1), pages 1-36, January. - Hill, Brian, 2016.
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**Incomplete preferences and confidence**," Journal of Mathematical Economics, Elsevier, vol. 65(C), pages 83-103.- Hill , Brian, 2014.
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**Incomplete Preferences and Confidence**," Les Cahiers de Recherche 1051, HEC Paris.

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**Hedging with small uncertainty aversion**," Finance and Stochastics, Springer, vol. 21(1), pages 1-64, January. - Hans F\"ollmer & Alexander Schied, 2013.
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**Probabilistic aspects of finance**," Papers 1309.7759, arXiv.org. - Masaaki Fukasawa & Mitja Stadje, 2017.
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**Perfect hedging under endogenous permanent market impacts**," Papers 1702.01385, arXiv.org. - S. Cerreia-Vioglio & A. Giarlotta & S. Greco & F. Maccheroni & M. Marinacci, 2016.
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**Rational Preference and Rationalizable Choice**," Working Papers 589, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. - Djeutem, Edouard, 2014.
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**Model uncertainty and the Forward Premium Puzzle**," Journal of International Money and Finance, Elsevier, vol. 46(C), pages 16-40. - : Kostas Koufopoulos & : Roman Kozhan, 2012.
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**Optimal Insurance under Advserse Selection and Ambiguity Aversion**," Working Papers wpn12-07, Warwick Business School, Finance Group. - Epstein, Larry G. & Halevy, Yoram, 2014.
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**No Two Experiments are Identical**," Microeconomics.ca working papers yoram_halevy-2014-9, Vancouver School of Economics, revised 15 Feb 2017. - Enrico G. De Giorgi & David B. Brown & Melvyn Sim, 2010.
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**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. - Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2012.
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**Niveloids and Their Extensions:Risk Measures on Small Domains**," Working Papers 458, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. - Araujo A. & Chateauneuf A. & Gama-Torres J. & Novinski R., 2014.
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**General equilibrium, risk taking and volatility**," Working Papers 2014-181, Department of Research, Ipag Business School. - repec:dau:papers:123456789/7333 is not listed on IDEAS
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**Decision making in phantom spaces**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(1), pages 59-98, January. - Sebastian Herrmann & Johannes Muhle-Karbe & Frank Thomas Seifried, 2016.
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**Hedging with Small Uncertainty Aversion**," Papers 1605.06429, arXiv.org. - Nascimento, Leandro & Riella, Gil, 2010.
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**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. - Sigrid K\"allblad, 2013.
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**Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals**," Papers 1311.7419, arXiv.org. - Schnedler, Wendelin & Dominiak, Adam, 2008.
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**Uncertainty Aversion and Preference for Randomization**," Sonderforschungsbereich 504 Publications 08-39, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.- Schnedler, Wendelin & Dominiak, Adam, 2008.
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**Uncertainty aversion and preference for randomization**," Papers 08-39, Sonderforschungsbreich 504.

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**Ambiguous Information, Risk Aversion, and Asset Pricing**," 2009 Meeting Papers 802, Society for Economic Dynamics. - Azrieli, Yaron & Teper, Roee, 2011.
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**Uncertainty aversion and equilibrium existence in games with incomplete information**," Games and Economic Behavior, Elsevier, vol. 73(2), pages 310-317.- Azrieli, Yaron & Teper, Roee, 2009.
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**Uncertainty aversion and equilibrium existence in games with incomplete information**," MPRA Paper 17617, University Library of Munich, Germany.

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**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. - Ravi Bansal & Hengjie Ai, 2016.
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**Macro Announcement Premium and Risk Preferences**," 2016 Meeting Papers 715, Society for Economic Dynamics. - Julio Backhoff & Ulrich Horst, 2014.
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**Conditional Analysis and a Principal-Agent problem**," Papers 1412.4698, arXiv.org, revised Jun 2016. - A. Jofré & R. T. Rockafellar & R. J-B. Wets, 2017.
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**General economic equilibrium with financial markets and retainability**," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(1), pages 309-345, January. - Bazovkin, Pavel, 2014.
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**Geometrical framework for robust portfolio optimization**," Discussion Papers in Econometrics and Statistics 01/14, University of Cologne, Institute of Econometrics and Statistics. - Frederik Herzberg, 2015.
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**Aggregating infinitely many probability measures**," Theory and Decision, Springer, vol. 78(2), pages 319-337, February.- Herzberg, Frederik, 2014.
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**Aggregating infinitely many probability measures**," Center for Mathematical Economics Working Papers 499, Center for Mathematical Economics, Bielefeld University.

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**Mixed Extensions of Decision Problems under Uncertainty**," Working Papers 485, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University. - Rossen Rozenov, 2016.
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**Optimal Fiscal Adjustment under Uncertainty**," IMF Working Papers 16/69, . - David B. Brown & Enrico De Giorgi & Melvyn Sim, 2012.
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**Aspirational Preferences and Their Representation by Risk Measures**," Management Science, INFORMS, vol. 58(11), pages 2095-2113, November. - Anastasios G. Karantounias with Lars Peter Hansen & Thomas J. Sargent, 2009.
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**Managing expectations and fiscal policy**," FRB Atlanta Working Paper 2009-29, Federal Reserve Bank of Atlanta. - Simon Grant & Atsushi Kajii, 2005.
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**Probabilistically Sophisticated Multiple Priors**," KIER Working Papers 608, Kyoto University, Institute of Economic Research. - Abhinash Borah & Christopher Kops, 2016.
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**The Anscombe–Aumann representation and the independence axiom: a reconsideration**," Theory and Decision, Springer, vol. 80(2), pages 211-226, February. - Mark Schneider & Manuel Nunez, 2016.
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**Mean-Dispersion Preferences with a Specific Dispersion Function**," Working Papers 16-10, Chapman University, Economic Science Institute. - Jaromír Kovářík & Dan Levin & Tao Wang, 2016.
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**Ellsberg paradox: Ambiguity and complexity aversions compared**," Journal of Risk and Uncertainty, Springer, vol. 52(1), pages 47-64, February. - André, Eric, 2016.
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**Crisp monetary acts in multiple-priors models of decision under ambiguity**," Journal of Mathematical Economics, Elsevier, vol. 67(C), pages 153-161. - Sigrid Kallblad & Jan Obloj & Thaleia Zariphopoulou, 2013.
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**Time--consistent investment under model uncertainty: the robust forward criteria**," Papers 1311.3529, arXiv.org, revised Nov 2014. - repec:hal:wpaper:halshs-00648884 is not listed on IDEAS
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**Experts with a conflict of interest: a source of ambiguity?**," Experimental Economics, Springer;Economic Science Association, vol. 15(2), pages 260-277, June. - Li, Jian & Zhou, Junjie, 2016.
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**Blackwell's informativeness ranking with uncertainty-averse preferences**," Games and Economic Behavior, Elsevier, vol. 96(C), pages 18-29.