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Citations

Cited by:

1. Klibanoff, Peter & Marinacci, Massimo & Mukerji, Sujoy, 2009. "Recursive smooth ambiguity preferences," Journal of Economic Theory, Elsevier, vol. 144(3), pages 930-976, May.
   • Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2006. "Recursive Smooth Ambiguity Preferences," Carlo Alberto Notebooks 17, Collegio Carlo Alberto, revised 2008.
2. Frank Riedel & Linda Sass, 2014. "Ellsberg games," Theory and Decision, Springer, vol. 76(4), pages 469-509, April.
   • Riedel, Frank & Sass, Linda, 2013. "Ellsberg Games," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80012, Verein für Socialpolitik / German Economic Association.
3. Cheaheon Lim, 2026. "Partially Identified Ambiguity," Papers 2602.07634, arXiv.org, revised Jun 2026.
4. Werner, Jan, 2022. "Speculative trade under ambiguity," Journal of Economic Theory, Elsevier, vol. 199(C).
   • Jan Werner, 2016. "Speculative Trade under Ambiguity," 2016 Meeting Papers 1607, Society for Economic Dynamics.
5. Larry G. Epstein & Martin Schneider, 2007. "Learning Under Ambiguity," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1275-1303.
   • Larry Epstein & Martin Schneider, 2002. "Learning Under Ambiguity," RCER Working Papers 497, University of Rochester - Center for Economic Research (RCER), revised Mar 2005.
   • Larry Epstein & Martin Schneider, 2006. "Learning Under Ambiguity," RCER Working Papers 527, University of Rochester - Center for Economic Research (RCER).
6. Ellis, Andrew, 2018. "On dynamic consistency in ambiguous games," Games and Economic Behavior, Elsevier, vol. 111(C), pages 241-249.
   • Ellis, Andrew, 2018. "On dynamic consistency in ambiguous games," LSE Research Online Documents on Economics 89387, London School of Economics and Political Science, LSE Library.
7. Paul Viefers, 2012. "Should I Stay or Should I Go?: A Laboratory Analysis of Investment Opportunities under Ambiguity," Discussion Papers of DIW Berlin 1228, DIW Berlin, German Institute for Economic Research.
8. Tatjana Chudjakow & Frank Riedel, 2013. "The best choice problem under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(1), pages 77-97, September.
   • Chudjakow, Tatjana & Riedel, Frank, 2010. "The Best Choice Problem under Ambiguity," Center for Mathematical Economics Working Papers 413, Center for Mathematical Economics, Bielefeld University.
9. Hansen, Lars Peter & Sargent, Thomas J., 2007. "Recursive robust estimation and control without commitment," Journal of Economic Theory, Elsevier, vol. 136(1), pages 1-27, September.
   • Hansen, Lars Peter & Sargent, Thomas J., 2005. "Recursive robust estimation and control without commitment," Discussion Paper Series 1: Economic Studies 2005,28, Deutsche Bundesbank.
10. Marinacci Massimo & Principi Giulio & Stanca Lorenzo, 2023. "Recursive Preferences and Ambiguity Attitudes," Working papers 082, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
11. Chen, Zengjing & Epstein, Larry G., 2022. "A central limit theorem for sets of probability measures," Stochastic Processes and their Applications, Elsevier, vol. 152(C), pages 424-451.
12. Daniele Pennesi, 2013. "Asset Prices in an Ambiguous Economy," Carlo Alberto Notebooks 315, Collegio Carlo Alberto.
13. Massimo Marinacci & Giulio Principi & Lorenzo Stanca, 2023. "Recursive Preferences and Ambiguity Attitudes," Carlo Alberto Notebooks 695 JEL Classification: C, Collegio Carlo Alberto.
14. Zerihun, Mulatu F. & Breitenbach, Marthinus C., 2016. "Nonlinear approaches in testing PPP: Evidence from Southern African development community," Economic Modelling, Elsevier, vol. 56(C), pages 162-167.
15. Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2012. "On the Smooth Ambiguity Model: A Reply," Econometrica, Econometric Society, vol. 80(3), pages 1303-1321, May.
    • Peter Klibano & Massimo Marinacci & Sujoy Mukerji, 2009. "On the Smooth Ambiguity Model: A Reply," Levine's Working Paper Archive 814577000000000344, David K. Levine.
    • 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.
    • Sujoy Mukerji & Peter Klibanoff & Massimo Marinacci, 2009. "On the Smooth Ambiguity Model: A Reply," Economics Series Working Papers 449, University of Oxford, Department of Economics.
16. Maximilian Blesch & Philipp Eisenhauer, 2021. "Robust decision-making under risk and ambiguity," Papers 2104.12573, arXiv.org, revised Oct 2021.
17. Feng, Chunrong & Wu, Panyu & Zhao, Huaizhong, 2020. "Ergodicity of invariant capacities," Stochastic Processes and their Applications, Elsevier, vol. 130(8), pages 5037-5059.
18. Martin Schneider, 2010. "The Research Agenda: Martin Schneider on Multiple Priors Preferences and Financial Markets," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 11(2), April.
19. Larry G. Epstein & Martin Schneider, 2008. "Ambiguity, Information Quality, and Asset Pricing," Journal of Finance, American Finance Association, vol. 63(1), pages 197-228, February.
    • Larry Epstein & Martin Schneider, 2004. "Ambiguity, Information Quality and Asset Pricing," RCER Working Papers 507, University of Rochester - Center for Economic Research (RCER).
    • Larry Epstein & Martin Schneider, 2005. "Ambiguity, Information Quality and Asset Pricing," RCER Working Papers 519, University of Rochester - Center for Economic Research (RCER).
20. Puhl, Martin & Savor, Pavel & Wilson, Mungo, 2024. "Uncertainty premia for small and large risks," Journal of Banking & Finance, Elsevier, vol. 167(C).
21. Ilut, Cosmin & Saijo, Hikaru, 2021. "Learning, confidence, and business cycles," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 354-376.
    • Hikaru Saijo & Cosmin Ilut, 2015. "Learning, Confidence, and Business Cycles," 2015 Meeting Papers 917, Society for Economic Dynamics.
    • Cosmin L. Ilut & Hikaru Saijo, 2016. "Learning, Confidence, and Business Cycles," NBER Working Papers 22958, National Bureau of Economic Research, Inc.
    • Hikaru Saijo & Cosmin Ilut, 2016. "Learning, Confidence and Business Cycle," 2016 Meeting Papers 664, Society for Economic Dynamics.
22. M. Trojanowska & P. M. Kort, 2010. "The Worst Case for Real Options," Journal of Optimization Theory and Applications, Springer, vol. 146(3), pages 709-734, September.
23. Abdellaoui, M. & Hill, B. & Kemel, E. & Maafi, H., 2025. "Learning under ambiguity: An experimental investigation," Journal of Economic Theory, Elsevier, vol. 230(C).
24. Kishishita, Daiki, 2020. "(Not) delegating decisions to experts: The effect of uncertainty," Journal of Economic Theory, Elsevier, vol. 190(C).
25. Yangwei Song, 2025. "Robust auctions with affiliated private values," Review of Economic Design, Springer;Society for Economic Design, vol. 29(2), pages 245-279, June.
26. Massimo Marinacci & Giulio Principi & Lorenzo Stanca, 2023. "Recursive Preferences and Ambiguity Attitudes," Papers 2304.06830, arXiv.org, revised Jan 2026.