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Recursive smooth ambiguity preferences

Citations

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Cited by:

  1. Hansen, Lars Peter & Sargent, Thomas J., 2022. "Structured ambiguity and model misspecification," Journal of Economic Theory, Elsevier, vol. 199(C).
  2. repec:clg:wpaper:2013-27 is not listed on IDEAS
  3. Kräussl, Roman & Lucas, André & Siegmann, Arjen, 2012. "Risk aversion under preference uncertainty," Finance Research Letters, Elsevier, vol. 9(1), pages 1-7.
  4. Peter, Richard, 2019. "Revisiting precautionary saving under ambiguity," Economics Letters, Elsevier, vol. 174(C), pages 123-127.
  5. Nengjiu Ju & Jianjun Miao, 2012. "Ambiguity, Learning, and Asset Returns," Econometrica, Econometric Society, vol. 80(2), pages 559-591, March.
  6. Hening Liu, 2013. "Optimal Consumption and Portfolio Choice under Ambiguity for a Mean-reverting Risk Premium in Complete Markets," Annals of Economics and Finance, Society for AEF, vol. 14(1), pages 21-52, May.
  7. Borgonovo, Emanuele & Marinacci, Massimo, 2015. "Decision analysis under ambiguity," European Journal of Operational Research, Elsevier, vol. 244(3), pages 823-836.
  8. Asano, Takao & Osaki, Yusuke, 2021. "Optimal investment under ambiguous technology shocks," European Journal of Operational Research, Elsevier, vol. 293(1), pages 304-311.
  9. Guan, Guohui & Li, Bin, 2022. "Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
  10. Larry G. Epstein & Martin Schneider, 2010. "Ambiguity and Asset Markets," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 315-346, December.
  11. Epstein Larry G & Seo Kyoungwon, 2011. "Symmetry or Dynamic Consistency?," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 11(1), pages 1-14, June.
  12. Kast, Robert & Lapied, André & Roubaud, David, 2014. "Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions," Economic Modelling, Elsevier, vol. 38(C), pages 495-503.
  13. Xepapadeas, Anastasios, 2024. "Uncertainty and climate change: The IPCC approach vs decision theory," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 109(C).
  14. Suzuki, Masataka, 2018. "Continuous-time smooth ambiguity preferences," Journal of Economic Dynamics and Control, Elsevier, vol. 90(C), pages 30-44.
  15. Miao, Jianjun & Wang, Neng, 2011. "Risk, uncertainty, and option exercise," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 442-461, April.
  16. Konstantinos Georgalos, 2019. "An experimental test of the predictive power of dynamic ambiguity models," Journal of Risk and Uncertainty, Springer, vol. 59(1), pages 51-83, August.
  17. 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.
  18. Kathleen Ngangoué, M., 2021. "Learning under ambiguity: An experiment in gradual information processing," Journal of Economic Theory, Elsevier, vol. 195(C).
  19. repec:upd:utmpwp:037 is not listed on IDEAS
  20. Emanuele Borgonovo & An Chen & Massimo Marinacci & Shihao Zhu, 2026. "Nonconcave Portfolio Choice under Smooth Ambiguity," Papers 2603.08552, arXiv.org.
  21. Spyros Galanis, 2021. "Dynamic consistency, valuable information and subjective beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1467-1497, June.
  22. Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
  23. Athanassoglou, Stergios & Xepapadeas, Anastasios, 2012. "Pollution control with uncertain stock dynamics: When, and how, to be precautious," Journal of Environmental Economics and Management, Elsevier, vol. 63(3), pages 304-320.
  24. Michael Johannes & Lars Lochstoer & Pierre Collin-Dufresne, 2015. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," 2015 Meeting Papers 647, Society for Economic Dynamics.
  25. Bloise, G. & Van, C. Le & Vailakis, Y., 2024. "An approximation approach to dynamic programming with unbounded returns," Journal of Mathematical Economics, Elsevier, vol. 111(C).
  26. Shi, Zhan, 2019. "Time-varying ambiguity, credit spreads, and the levered equity premium," Journal of Financial Economics, Elsevier, vol. 134(3), pages 617-646.
  27. Katsutoshi WAKAI, 2019. "On Identification of Ambiguity Premium," Discussion papers e-18-009, Graduate School of Economics , Kyoto University.
  28. Lemoine, Derek & Traeger, Christian P., 2016. "Ambiguous tipping points," Journal of Economic Behavior & Organization, Elsevier, vol. 132(PB), pages 5-18.
  29. Hui Chen & Nengjiu Ju & Jianjun Miao, 2014. "Dynamic Asset Allocation with Ambiguous Return Predictability," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(4), pages 799-823, October.
  30. Traeger, Christian P., 2011. "Discounting and confidence," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt61m836d1, Department of Agricultural & Resource Economics, UC Berkeley.
  31. Ellis, Andrew, 2018. "On dynamic consistency in ambiguous games," Games and Economic Behavior, Elsevier, vol. 111(C), pages 241-249.
  32. Tommi Ekholm & Erin Baker, 2022. "Multiple Beliefs, Dominance and Dynamic Consistency," Management Science, INFORMS, vol. 68(1), pages 529-540, January.
  33. Araujo, Aloisio & da Silva, Pietro & Faro, José Heleno, 2016. "Ambiguity aversion in the long run: “To disagree, we must also agree”," Journal of Economic Theory, Elsevier, vol. 165(C), pages 242-256.
  34. Simon Quemin, 2016. "Intertemporal abatement decisions under ambiguity aversion in a cap and trade," Working Papers 1604, Chaire Economie du climat.
  35. Chen, Qiang & Han, Yu, 2023. "Options market ambiguity and its information content," Journal of Financial Markets, Elsevier, vol. 64(C).
  36. Bhattacharjee, Swagata, 2022. "Dynamic contracting for innovation under ambiguity," Games and Economic Behavior, Elsevier, vol. 132(C), pages 534-552.
  37. Atsushi Kajii & Jingyi Xue, 2016. "Precautionary Saving with Changing Income Ambiguity," Economics and Statistics Working Papers 2-2017, Singapore Management University, School of Economics.
  38. Birghila, Corina & Pflug, Georg Ch., 2019. "Optimal XL-insurance under Wasserstein-type ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 30-43.
  39. Andrew J. Keith & Darryl K. Ahner, 2021. "A survey of decision making and optimization under uncertainty," Annals of Operations Research, Springer, vol. 300(2), pages 319-353, May.
  40. Iverson, Terrence, 2013. "Minimax regret discounting," Journal of Environmental Economics and Management, Elsevier, vol. 66(3), pages 598-608.
  41. Hansen, Peter G., 2022. "New formulations of ambiguous volatility with an application to optimal dynamic contracting," Journal of Economic Theory, Elsevier, vol. 199(C).
  42. Hanany Eran & Klibanoff Peter, 2009. "Updating Ambiguity Averse Preferences," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 9(1), pages 1-53, November.
  43. Lemoine, Derek M. & Traeger, Christian P., "undated". "Tipping Points and Ambiguity in the Economics of Climate Change," CUDARE Working Papers 98127, University of California, Berkeley, Department of Agricultural and Resource Economics.
  44. Antoine Bommier & Francois Le Grand, "undated". "A Robust Approach to Risk Aversion," Working Papers ETH-RC-13-002, ETH Zurich, Chair of Systems Design.
  45. Anat Bracha & Donald J Brown, 2007. "Affective Decision Making: a Behavioral Theory of Choice," Levine's Bibliography 122247000000001676, UCLA Department of Economics.
  46. Bose, Subir & Daripa, Arup, 2009. "A dynamic mechanism and surplus extraction under ambiguity," Journal of Economic Theory, Elsevier, vol. 144(5), pages 2084-2114, September.
  47. Guan, Guohui & Hu, Xiang, 2022. "Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  48. Traeger, Christian P., 2011. "Subjective Risk, Confidence, and Ambiguity," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0gw7t7vn, Department of Agricultural & Resource Economics, UC Berkeley.
  49. W. Botzen & Jeroen Bergh, 2014. "Specifications of Social Welfare in Economic Studies of Climate Policy: Overview of Criteria and Related Policy Insights," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 58(1), pages 1-33, May.
  50. Arnon Archankul & Jacco J. J. Thijssen, 2025. "Singular Control in Inventory Management with Smooth Ambiguity," Papers 2505.07761, arXiv.org.
  51. Seth Neumuller & Casey Rothschild, 2017. "Financial Sophistication and Portfolio Choice over the Life Cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 243-262, October.
  52. Christopher Anderson, 2012. "Ambiguity aversion in multi-armed bandit problems," Theory and Decision, Springer, vol. 72(1), pages 15-33, January.
  53. Larry G Epstein & Yoram Halevy, 2024. "Hard-to-Interpret Signals," Journal of the European Economic Association, European Economic Association, vol. 22(1), pages 393-427.
  54. Hansen, Lars Peter & Sargent, Thomas J., 2011. "Robustness and ambiguity in continuous time," Journal of Economic Theory, Elsevier, vol. 146(3), pages 1195-1223, May.
  55. Rasouli, Mohammad & Saghafian, Soroush, 2018. "Robust Partially Observable Markov Decision Processes," Working Paper Series rwp18-027, Harvard University, John F. Kennedy School of Government.
  56. Spyros Galanis, 2021. "Speculative trade and the value of public information," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 23(1), pages 53-68, February.
  57. Michèle Cohen & Johanna Etner & Meglena Jeleva, 2008. "Dynamic Decision Making when Risk Perception Depends on Past Experience," Theory and Decision, Springer, vol. 64(2), pages 173-192, March.
  58. Julian Thimme & Clemens Völkert, 2015. "High order smooth ambiguity preferences and asset prices," Review of Financial Economics, John Wiley & Sons, vol. 27(1), pages 1-15, November.
  59. Pınar, Mustafa Ç., 2014. "Equilibrium in an ambiguity-averse mean–variance investors market," European Journal of Operational Research, Elsevier, vol. 237(3), pages 957-965.
  60. Hippolyte d’Albis & Emmanuel Thibault, 2018. "Ambiguous life expectancy and the demand for annuities," Theory and Decision, Springer, vol. 85(3), pages 303-319, October.
  61. Suen, Richard M. H., 2022. "Precautionary Saving Behaviour under Ambiguity," MPRA Paper 114382, University Library of Munich, Germany.
  62. Traeger, Christian P., "undated". "Discounting and confidence," CUDARE Working Papers 120418, University of California, Berkeley, Department of Agricultural and Resource Economics.
  63. Michael Barnett & William Brock & Lars Peter Hansen, 2022. "Climate Change Uncertainty Spillover in the Macroeconomy," NBER Macroeconomics Annual, University of Chicago Press, vol. 36(1), pages 253-320.
  64. Kellerer, Belinda, 2019. "Portfolio Optimization and Ambiguity Aversion," Junior Management Science (JUMS), Junior Management Science e. V., vol. 4(3), pages 305-338.
  65. Sujoy Mukerji & Han N. Ozsoylev & Jean‐Marc Tallon, 2023. "Trading Ambiguity: A Tale Of Two Heterogeneities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(3), pages 1127-1164, August.
  66. Traeger, Christian P., 2009. "The Social Discount Rate under Intertemporal Risk Aversion and Ambiguity," CUDARE Working Papers 55785, University of California, Berkeley, Department of Agricultural and Resource Economics.
  67. Rezai, Armon & van der Ploeg, Frederick, 2017. "Climate policies under climate model uncertainty: Max-min and min-max regret," Energy Economics, Elsevier, vol. 68(S1), pages 4-16.
  68. Victor Filipe Martins da Rocha & Rafael Mouallem Rosa, 2021. "Complete Markets with Bankruptcy Risk and Pecuniary Default Penalties," Working Papers hal-02921220, HAL.
  69. Li, Jian, 2020. "Preferences for partial information and ambiguity," Theoretical Economics, Econometric Society, vol. 15(3), July.
  70. Li, Bin & Li, Danping & Xiong, Dewen, 2016. "Alpha-robust mean-variance reinsurance-investment strategy," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 101-123.
  71. Georgalos, Konstantinos, 2021. "Dynamic decision making under ambiguity: An experimental investigation," Games and Economic Behavior, Elsevier, vol. 127(C), pages 28-46.
  72. V. Filipe Martins-da-Rocha & Rafael Mouallem Rosa, 2023. "Complete markets with bankruptcy risk and pecuniary default punishments," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(3), pages 625-640, April.
  73. Zhang, Jian & Kong, Dongmin & Liu, Hening & Wu, Ji, 2019. "Asset pricing with time varying pessimism and rare disasters," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 165-175.
  74. Saghafian, Soroush, 2018. "Ambiguous partially observable Markov decision processes: Structural results and applications," Journal of Economic Theory, Elsevier, vol. 178(C), pages 1-35.
  75. Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan, 2014. "Ambiguity and Reality," Working Papers on Finance 1418, University of St. Gallen, School of Finance.
  76. A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2015. "Measuring Ambiguity Aversion," Finance and Economics Discussion Series 2015-105, Board of Governors of the Federal Reserve System (U.S.).
  77. Traeger, Christian P., 2010. "Subjective Risk, Confidence, and Ambiguity," CUDARE Working Papers 90461, University of California, Berkeley, Department of Agricultural and Resource Economics.
  78. He, Ying, 2024. "Recursive two-stage evaluation model for dynamic decision making under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 113(C).
  79. Antony Millner & Simon Dietz & Geoffrey Heal, 2010. "Ambiguity and Climate Policy," NBER Working Papers 16050, National Bureau of Economic Research, Inc.
  80. Giulia Piccillo & Poramapa Poonpakdee, 2023. "Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis," CESifo Working Paper Series 10646, CESifo.
  81. Alistair Macaulay & Chenchuan Shi, 2026. "Ambiguity Aversion, Portfolio Choice, and Life Expectancy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 67(2), pages 633-655, May.
  82. Meyer, Steffen & Uhr, Charline, 2024. "Ambiguity and private investors’ behavior after forced fund liquidations," Journal of Financial Economics, Elsevier, vol. 156(C).
  83. Moreno Othón M., 2014. "Consumption of Durable Goods under Ambiguity," Working Papers 2014-02, Banco de México.
  84. Hengjie Ai & Ravi Bansal, 2016. "Risk Preferences and The Macro Announcement Premium," NBER Working Papers 22527, National Bureau of Economic Research, Inc.
  85. Guanlong Ren & John Stachurski, 2018. "Dynamic Programming with Recursive Preferences: Optimality and Applications," Papers 1812.05748, arXiv.org, revised Jun 2020.
  86. Bond, Craig A. & Iverson, Terrence, 2011. "Modeling Information in Environmental Decision-Making," Western Economics Forum, Western Agricultural Economics Association, vol. 10(2), pages 1-17.
  87. Minnich, Aljoscha & Roggenkamp, Hauke & Lange, Andreas, 2024. "Ambiguity attitudes and surprises: Experimental evidence on communicating new information within a large population sample," Journal of Economic Behavior & Organization, Elsevier, vol. 228(C).
  88. Klibanoff, Peter & Mukerji, Sujoy & Seo, Kyoungwon & Stanca, Lorenzo, 2022. "Foundations of ambiguity models under symmetry: α-MEU and smooth ambiguity," Journal of Economic Theory, Elsevier, vol. 199(C).
  89. Peter G. Hansen, 2021. "New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting," Papers 2101.12306, arXiv.org.
  90. Menachem Brenner & Yehuda Izhakian, 2011. "Asset Priving and Ambiguity: Empirical Evidence," Working Papers 11-10, New York University, Leonard N. Stern School of Business, Department of Economics.
  91. Te Bao & John Duffy & Jiahua Zhu, 2025. "Information Ambiguity, Market Institutions, and Asset Prices: Experimental Evidence," Management Science, INFORMS, vol. 71(4), pages 3232-3252, April.
  92. Hansen, Lars Peter, 2022. "Central banking challenges posed by uncertain climate change and natural disasters," Journal of Monetary Economics, Elsevier, vol. 125(C), pages 1-15.
  93. Hansen, Lars Peter & Sargent, Thomas J., 2015. "Four types of ignorance," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 97-113.
  94. Kartik B. Athreya & Xuan S. Tam & Eric Young, 2009. "Are harsh penalties for default really better?," Working Paper 09-11, Federal Reserve Bank of Richmond.
  95. 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.
  96. Daniele Pennesi, 2013. "Asset Prices in an Ambiguous Economy," Carlo Alberto Notebooks 315, Collegio Carlo Alberto.
  97. Backus, David & Ferriere, Axelle & Zin, Stanley, 2015. "Risk and ambiguity in models of business cycles," Journal of Monetary Economics, Elsevier, vol. 69(C), pages 42-63.
  98. Chiaki Hara & Toshiki Honda, 2022. "Implied Ambiguity: Mean-Variance Inefficiency and Pricing Errors," Management Science, INFORMS, vol. 68(6), pages 4246-4260, June.
  99. Hill, Brian, 2020. "Dynamic consistency and ambiguity: A reappraisal," Games and Economic Behavior, Elsevier, vol. 120(C), pages 289-310.
  100. Johanna Etner & Meglena Jeleva & Olivier Renault, 2024. "Dynamic decision-making when ambiguity attitudes depend on exogenous events," Theory and Decision, Springer, vol. 96(2), pages 269-295, March.
  101. Christian Traeger, 2014. "Why uncertainty matters: discounting under intertemporal risk aversion and ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 56(3), pages 627-664, August.
  102. Bleichrodt, Han & Eichberger, Jürgen & Grant, Simon & Kelsey, David & Li, Chen, 2021. "Testing dynamic consistency and consequentialism under ambiguity," European Economic Review, Elsevier, vol. 134(C).
  103. Jianjun Miao, 2022. "Introduction to the special issue in honor of Larry Epstein," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 329-333, September.
  104. Thomas J. Sargent & John Stachurski, 2024. "Dynamic Programming: Finite States," Papers 2401.10473, arXiv.org.
  105. Berger, Loïc, 2014. "Precautionary saving and the notion of ambiguity prudence," Economics Letters, Elsevier, vol. 123(2), pages 248-251.
  106. Manel Baucells & Rakesh K. Sarin, 2019. "The Myopic Property in Decision Models," Decision Analysis, INFORMS, vol. 16(2), pages 128-141, June.
  107. Swagata Bhattacharjee, 2019. "Dynamic Contracting for Innovation Under Ambiguity," Working Papers 1022, Ashoka University, Department of Economics, revised Aug 2019.
  108. Benigno, Pierpaolo & Paciello, Luigi, 2014. "Monetary policy, doubts and asset prices," Journal of Monetary Economics, Elsevier, vol. 64(C), pages 85-98.
  109. Thimme, Julian & Völkert, Clemens, 2015. "High order smooth ambiguity preferences and asset prices," Review of Financial Economics, Elsevier, vol. 27(C), pages 1-15.
  110. Christensen, Timothy M., 2022. "Existence and uniqueness of recursive utilities without boundedness," Journal of Economic Theory, Elsevier, vol. 200(C).
  111. Danilo Cascaldi-Garcia & Cisil Sarisoy & Juan M. Londono & Bo Sun & Deepa D. Datta & Thiago Ferreira & Olesya Grishchenko & Mohammad R. Jahan-Parvar & Francesca Loria & Sai Ma & Marius Rodriguez & Ilk, 2023. "What Is Certain about Uncertainty?," Journal of Economic Literature, American Economic Association, vol. 61(2), pages 624-654, June.
  112. Mukerji, Sujoy, 2009. "Foundations Of Ambiguity And Economic Modelling," Economics and Philosophy, Cambridge University Press, vol. 25(3), pages 297-302, November.
  113. Larry G. Epstein & Shaolin Ji, 2017. "Optimal Learning and Ellsberg’s Urns," Boston University - Department of Economics - Working Papers Series WP2017-010, Boston University - Department of Economics.
  114. Luca De Gennaro Aquino & Sascha Desmettre & Yevhen Havrylenko & Mogens Steffensen, 2025. "Equilibrium investment under dynamic preference uncertainty," Papers 2512.21149, arXiv.org.
  115. Corbae, Dean & Marimon, Ramon, 2011. "Introduction to Incompleteness and Uncertainty in Economics," Journal of Economic Theory, Elsevier, vol. 146(3), pages 775-784, May.
  116. Karni, Edi & Maccheroni, Fabio & Marinacci, Massimo, 2015. "Ambiguity and Nonexpected Utility," Handbook of Game Theory with Economic Applications,, Elsevier.
  117. 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.
  118. Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2013. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," NBER Working Papers 19705, National Bureau of Economic Research, Inc.
  119. Ellis, Andrew, 2018. "Foundations for optimal inattention," Journal of Economic Theory, Elsevier, vol. 173(C), pages 56-94.
  120. Guohui Guan & Zongxia Liang & Jianming Xia, 2025. "Equilibrium Portfolio Selection for Smooth Ambiguity Preferences," Mathematics of Operations Research, INFORMS, vol. 50(2), pages 1042-1071, May.
  121. Loïc Berger & Johannes Emmerling & Massimo Tavoni, 2017. "Managing Catastrophic Climate Risks Under Model Uncertainty Aversion," Post-Print hal-03027150, HAL.
  122. Iverson, Terrence, 2012. "Communicating Trade-offs amid Controversial Science: Decision Support for Climate Policy," Ecological Economics, Elsevier, vol. 77(C), pages 74-90.
  123. Eric André & Antoine Bommier & François Le Grand, 2022. "The impact of risk aversion and ambiguity aversion on annuity and saving choices," Journal of Risk and Uncertainty, Springer, vol. 65(1), pages 33-56, August.
  124. Shishkin, Denis & Ortoleva, Pietro, 2023. "Ambiguous information and dilation: An experiment," Journal of Economic Theory, Elsevier, vol. 208(C).
  125. Sascha Desmettre & Mogens Steffensen, 2023. "Equilibrium investment with random risk aversion," Mathematical Finance, Wiley Blackwell, vol. 33(3), pages 946-975, July.
  126. Hening Liu & Yuzhao Zhang, 2022. "Financial Uncertainty with Ambiguity and Learning," Management Science, INFORMS, vol. 68(3), pages 2120-2140, March.
  127. Ngo Van Long, 2019. "Managing, Inducing, and Preventing Regime Shifts: A Review of the Literature," CESifo Working Paper Series 7749, CESifo.
  128. Guohui Guan & Zongxia Liang & Yilun Song, 2022. "The continuous-time pre-commitment KMM problem in incomplete markets," Papers 2210.13833, arXiv.org, revised Feb 2023.
  129. Dong Yan & Charles Sims, 2025. "Irreversible Adaptation and Knightian Climate Uncertainty," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 88(3), pages 681-707, March.
  130. Lars Peter Hansen & Jianjun Miao, 2023. "Correction to: Asset pricing under smooth ambiguity in continuous time," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 291-292, January.
  131. Souza, Waldemar & Palazzi, Rafeal & Campani, Carlos Heitor & Bohl, Martin, 2019. "Evaluation of Ambiguity in Commodity Futures Markets: Analysis of Corn and Coffee Futures Prices," 2019 Conference, April 15-16, 2019, Minneapolis, Minnesota 309636, NCR-134/ NCCC-134 Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  132. Soroush Saghafian & Brian Tomlin, 2016. "The Newsvendor under Demand Ambiguity: Combining Data with Moment and Tail Information," Operations Research, INFORMS, vol. 64(1), pages 167-185, February.
  133. Ceron, Federica & Vergopoulos, Vassili, 2022. "Objective rationality and recursive multiple priors," Journal of Mathematical Economics, Elsevier, vol. 102(C).
  134. Loïc Berger & Johannes Emmerling & Massimo Tavoni, 2017. "Managing Catastrophic Climate Risks Under Model Uncertainty Aversion," Management Science, INFORMS, vol. 63(3), pages 749-765, March.
  135. Peter von zur Muehlen, 2022. "Prices and Taxes in a Ramsey Climate Policy Model under Heterogeneous Beliefs and Ambiguity," Economies, MDPI, vol. 10(10), pages 1-56, October.
  136. Michael C. Nwogugu, 2020. "Decision-Making, Sub-Additive Recursive "Matching" Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences," Papers 2005.01708, arXiv.org.
  137. Guidolin, Massimo & Liu, Hening, 2016. "Ambiguity Aversion and Underdiversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(4), pages 1297-1323, August.
  138. Horváth, Ferenc, 2017. "Essays on robust asset pricing," Other publications TiSEM e54d7b33-1f27-4b0e-9f84-f, Tilburg University, School of Economics and Management.
  139. Aljoscha Minnich & Hauke Roggenkamp & Andreas Lange, 2023. "Ambiguity Attitudes and Surprises: Experimental Evidence on Communicating New Information within a Large Population Sample," CESifo Working Paper Series 10783, CESifo.
  140. A. Lopez & E. Suckling & F. Otto & A. Lorenz & D. Rowlands & M. Allen, 2015. "Towards a typology for constrained climate model forecasts," Climatic Change, Springer, vol. 132(1), pages 15-29, September.
  141. Schlag, Karl H. & Zapechelnyuk, Andriy, 2021. "Robust sequential search," Theoretical Economics, Econometric Society, vol. 16(4), November.
  142. Boortz, Christopher, 2016. "Irrational exuberance and herding in financial markets," SFB 649 Discussion Papers 2016-016, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  143. repec:hum:wpaper:sfb649dp2016-016 is not listed on IDEAS
  144. Daniela Grieco, 2018. "Innovation and stock market performance: A model with ambiguity-averse agents," Journal of Evolutionary Economics, Springer, vol. 28(2), pages 287-303, April.
  145. Larry G. Epstein & Shaolin Ji, 2022. "Optimal Learning Under Robustness and Time-Consistency," Operations Research, INFORMS, vol. 70(3), pages 1317-1329, May.
  146. Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2016. "Parameter Learning in General Equilibrium: The Asset Pricing Implications," American Economic Review, American Economic Association, vol. 106(3), pages 664-698, March.
  147. Asano, Takao, 2010. "Optimal tax policy and foreign direct investment under ambiguity," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 185-200, March.
  148. Loïc Berger, 2016. "The impact of ambiguity and prudence on prevention decisions," Theory and Decision, Springer, vol. 80(3), pages 389-409, March.
  149. Loïc Berger, 2011. "Does Ambiguity Aversion Raise the Optimal Level of Effort? A Two-Period Model," Working Papers ECARES ECARES 2011-021, ULB -- Universite Libre de Bruxelles.
  150. 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.
  151. Shuoqing Deng & Xiang Yu & Jiacheng Zhang, 2023. "On time-consistent equilibrium stopping under aggregation of diverse discount rates," Papers 2302.07470, arXiv.org, revised Oct 2025.
  152. Eran Hanany & Peter Klibanoff & Sujoy Mukerji, 2020. "Incomplete Information Games with Ambiguity Averse Players," American Economic Journal: Microeconomics, American Economic Association, vol. 12(2), pages 135-187, May.
  153. Guangyu PEI, 2019. "Uncertainty, Pessimism and Economic Fluctuations," 2019 Meeting Papers 1494, Society for Economic Dynamics.
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