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Information and ambiguity : toward a foundation of nonexpected utility

Amarante, Massimiliano - In: Mathematics of operations research 42 (2017) 4, pp. 1254-1279

Persistent link: https://www.econbiz.de/10011773318

Developments in non-expected utility theories : an empirical study of risk aversion

Ben Aissia, Dorsaf - In: Journal of economics and finance 40 (2016) 2, pp. 299-318

Persistent link: https://www.econbiz.de/10011658819

Estimating ambiguity aversion in a portfolio choice experiment

Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223

specification includes two parameters: one for ambiguity attitudes and another for risk attitudes. We also estimate a three … null hypothesis of subjective expected utility for a majority of subjects. Most of the remaining subjects exhibit …

Persistent link: https://www.econbiz.de/10011757224

Benchmarking the utility theory : a data envelopment approach

Dalalah, Doraid; Al-Rawabdeh, Wasfi - In: Benchmarking : an international journal ; BIJ 24 (2017) 2, pp. 318-340

Persistent link: https://www.econbiz.de/10011626161

A minimal extension of Bayesian decision theory

Binmore, Ken - In: Theory and decision : an international journal for … 80 (2016) 3, pp. 341-362

Persistent link: https://www.econbiz.de/10011593717

An expected utility theory for state-dependent preferences

Karni, Edi; Schmeidler, David - In: Theory and decision : an international journal for … 81 (2016) 4, pp. 467-478

Persistent link: https://www.econbiz.de/10011594119

Arrow-Debreu equilibria for rank-dependent utilities

Xia, Jianming; Zhou, Xun Yu - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 558-588

Persistent link: https://www.econbiz.de/10011583603

Subjective independence and concave expected utility

Lehrer, Ehud; Teper, Roee - In: Journal of economic theory 158 (2015), pp. 33-53

Persistent link: https://www.econbiz.de/10011548598

Expected utility with uncertain probabilities theory

Izhakian, Yehuda - In: Journal of mathematical economics 69 (2017), pp. 91-103

Persistent link: https://www.econbiz.de/10011825902

A dual approach to ambiguity aversion

Bommier, Antoine - In: Journal of mathematical economics 71 (2017), pp. 104-118

Persistent link: https://www.econbiz.de/10011833204