Search Results - subject:"MaxMin Expected Utility"

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Strength of preference over complementary pairs axiomatizes alpha-MEU preferences

Hartmann, Lorenz - In: Journal of economic theory 213 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014472055

Optimal insurance under maxmin expected utility

Birghila, Corina; Boonen, Tim J.; Ghossoub, Mario - In: Finance and stochastics 27 (2023) 2, pp. 467-501

Persistent link: https://www.econbiz.de/10014253653

Maxmin expected utility in Savage's framework

Borie, Dino - In: Journal of economic theory 210 (2023), pp. 1-31

Persistent link: https://www.econbiz.de/10014422597

Recursive objective and subjective multiple priors

Ceron, Federica; Vergopoulos, Vassilios - 2020

Persistent link: https://www.econbiz.de/10012244580

Robust decision theory and econometrics

Chamberlain, Gary - In: Annual review of economics 12 (2020), pp. 239-271

Persistent link: https://www.econbiz.de/10012404575

Market allocations under ambiguity: A survey

Billot, Antoine; Mukerji, Sujoy; Tallon, Jean-Marc - 2019

(Choquet expected utility and maxmin expected utility) in competitive market settings. We start with the portfolio inertia …

Persistent link: https://www.econbiz.de/10012144241

Dynamic objective and subjective rationality

José Faro, Heleno; Lefort, Jean-Philippe - In: Theoretical Economics 14 (2019) 1, pp. 1-14

unanimity rule and maxmin expected utility, respectively, with a common set of priors and the same utility over consequences. We … use this setup with two preference relations to develop a novel rationale for full Bayesian updating of maxmin expected … utility preferences. …

Persistent link: https://www.econbiz.de/10012215287