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Risk, Ambiguity, and the Rank-Dependence Axioms

Citations

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Cited by:

  1. Özgür Evren, 2017. "Cautious and Globally Ambiguity Averse," Working Papers w0236, Center for Economic and Financial Research (CEFIR).
  2. Madhav Chandrasekher & Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2022. "Dual‐Self Representations of Ambiguity Preferences," Econometrica, Econometric Society, vol. 90(3), pages 1029-1061, May.
  3. André Lapied & Pascal Toquebeuf, 2011. "Dynamically consistent CEU preferences," Working Papers halshs-00856193, HAL.
  4. ,, 2012. "The ex-ante aggregation of opinions under uncertainty," Theoretical Economics, Econometric Society, vol. 7(3), September.
  5. Roee Teper, 2015. "Subjective Independence and Concave Expected Utility," Working Paper 5865, Department of Economics, University of Pittsburgh.
  6. David B. BROWN & Enrico G. DE GIORGI & Melvyn SIM, 2009. "A Satiscing Alternative to Prospect Theory," Swiss Finance Institute Research Paper Series 09-19, Swiss Finance Institute.
  7. Fan Wang, 2022. "Rank-Dependent Utility Under Multiple Priors," Management Science, INFORMS, vol. 68(11), pages 8166-8183, November.
  8. Kops, Christopher & Borah, Abhinash, 2014. "Preferences under Ambiguity Without Event-Separability," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100629, Verein für Socialpolitik / German Economic Association.
  9. Patrick DeJarnette & David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2020. "Time Lotteries and Stochastic Impatience," Econometrica, Econometric Society, vol. 88(2), pages 619-656, March.
  10. Lapied, André & Toquebeuf, Pascal, 2012. "Dynamically consistent CEU preferences on f-convex events," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 252-256.
  11. König-Kersting, Christian & Kops, Christopher & Trautmann, Stefan T., 2023. "A test of (weak) certainty independence," Journal of Economic Theory, Elsevier, vol. 209(C).
  12. Jewitt, Ian & Mukerji, Sujoy, 2017. "Ordering ambiguous acts," Journal of Economic Theory, Elsevier, vol. 171(C), pages 213-267.
  13. Blavatskyy, Pavlo R., 2013. "Two examples of ambiguity aversion," Economics Letters, Elsevier, vol. 118(1), pages 206-208.
  14. Francesco Fabbri & Giulio Principi & Lorenzo Stanca, 2024. "Absolute and Relative Ambiguity Attitudes," Papers 2406.01343, arXiv.org, revised Jun 2024.
  15. Wakker, Peter P., 2023. "A criticism of Bernheim & Sprenger's (2020) tests of rank dependence," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 107(C).
  16. Jörg Oechssler & Alex Roomets, 2021. "Savage vs. Anscombe-Aumann: an experimental investigation of ambiguity frameworks," Theory and Decision, Springer, vol. 90(3), pages 405-416, May.
  17. Hammond, Peter J & Zank, Horst, 2013. "Rationality and Dynamic Consistency under Risk and Uncertainty," The Warwick Economics Research Paper Series (TWERPS) 1033, University of Warwick, Department of Economics.
  18. Christoph Bühren & Fabian Meier & Marco Pleßner, 2023. "Ambiguity aversion: bibliometric analysis and literature review of the last 60 years," Management Review Quarterly, Springer, vol. 73(2), pages 495-525, June.
  19. José Lara Resende & George Wu, 2010. "Competence effects for choices involving gains and losses," Journal of Risk and Uncertainty, Springer, vol. 40(2), pages 109-132, April.
  20. Junyi Chai & Zhiquan Weng & Wenbin Liu, 2021. "Behavioral Decision Making in Normative and Descriptive Views: A Critical Review of Literature," JRFM, MDPI, vol. 14(10), pages 1-14, October.
  21. Keiran Sharpe, 2023. "On the Ellsberg and Machina paradoxes," Theory and Decision, Springer, vol. 95(4), pages 539-573, November.
  22. Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2019. "Dispersed Behavior and Perceptions in Assortative Societies," Cowles Foundation Discussion Papers 2180, Cowles Foundation for Research in Economics, Yale University.
  23. Meng, Jingyi & Webb, Craig S. & Zank, Horst, 2024. "Mixture independence foundations for expected utility," Journal of Mathematical Economics, Elsevier, vol. 111(C).
  24. Nicolas Jacquemet & Olivier L’Haridon & Isabelle Vialle, 2014. "Marché du travail, évaluation et économie expérimentale," Revue française d'économie, Presses de Sciences-Po, vol. 0(1), pages 189-226.
  25. Patrick DeJarnette & David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2014. "Time Lotteries, Second Version," PIER Working Paper Archive 15-026v2, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 12 Jan 2018.
  26. Grant, Simon & Rich, Patricia & Stecher, Jack, 2022. "Bayes and Hurwicz without Bernoulli," Journal of Economic Theory, Elsevier, vol. 199(C).
  27. Lehrer, Ehud & Teper, Roee, 2015. "Subjective independence and concave expected utility," Journal of Economic Theory, Elsevier, vol. 158(PA), pages 33-53.
  28. Laure Cabantous & Denis Hilton & Howard Kunreuther & Erwann Michel-Kerjan, 2011. "Is imprecise knowledge better than conflicting expertise? Evidence from insurers’ decisions in the United States," Journal of Risk and Uncertainty, Springer, vol. 42(3), pages 211-232, June.
  29. Chiu, W. Henry, 2019. "Comparative statics in an ordinal theory of choice under risk," Mathematical Social Sciences, Elsevier, vol. 101(C), pages 113-123.
  30. Chen, Daniel L. & Schonger, Martin, 2016. "Testing axiomatizations of ambiguity aversion," TSE Working Papers 16-717, Toulouse School of Economics (TSE).
  31. Ghirardato, Paolo & Siniscalchi, Marciano, 2018. "Risk sharing in the small and in the large," Journal of Economic Theory, Elsevier, vol. 175(C), pages 730-765.
  32. David Dillenberger & Uzi Segal, 2012. "Recursive Ambiguity and Machina’s Examples," PIER Working Paper Archive 12-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  33. Ying He, 2021. "Revisiting Ellsberg’s and Machina’s Paradoxes: A Two-Stage Evaluation Model Under Ambiguity," Management Science, INFORMS, vol. 67(11), pages 6897-6914, November.
  34. Frick, Mira & Iijima, Ryota & Le Yaouanq, Yves, 2019. "Boolean Representations of Preferences under Ambiguity," Rationality and Competition Discussion Paper Series 173, CRC TRR 190 Rationality and Competition.
  35. Laurent Denant-Boemont & Olivier L’Haridon, 2013. "La rationalité à l'épreuve de l'économie comportementale," Revue française d'économie, Presses de Sciences-Po, vol. 0(2), pages 35-89.
  36. Shunying Zhao & Qiang Yang & Hohjin Im & Baojuan Ye & Yadi Zeng & Zhinan Chen & Lu Liu & Dawu Huang, 2022. "The impulsive online shopper: effects of COVID-19 burnout, uncertainty, self-control, and online shopping trust," Future Business Journal, Springer, vol. 8(1), pages 1-15, December.
  37. Florian H. Schneider & Martin Schonger, 2019. "An Experimental Test of the Anscombe–Aumann Monotonicity Axiom," Management Science, INFORMS, vol. 65(4), pages 1667-1677, April.
  38. Evren, Özgür, 2019. "Recursive non-expected utility: Connecting ambiguity attitudes to risk preferences and the level of ambiguity," Games and Economic Behavior, Elsevier, vol. 114(C), pages 285-307.
  39. David Dillenberger & Uzi Segal, 2015. "Recursive Ambiguity And Machina'S Examples," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(1), pages 55-61, February.
  40. Kfir Eliaz & Pietro Ortoleva, 2016. "Multidimensional Ellsberg," Management Science, INFORMS, vol. 62(8), pages 2179-2197, August.
  41. Xiangyu Qu, 2015. "Purely subjective extended Bayesian models with Knightian unambiguity," Theory and Decision, Springer, vol. 79(4), pages 547-571, December.
  42. Grant, S. & Kline, J. & Meneghel, I. & Quiggin, J. & Tourky, R., 2016. "A theory of robust experiments for choice under uncertainty," Journal of Economic Theory, Elsevier, vol. 165(C), pages 124-151.
  43. Chambers, Robert G. & Grant, Simon & Polak, Ben & Quiggin, John, 2014. "A two-parameter model of dispersion aversion," Journal of Economic Theory, Elsevier, vol. 150(C), pages 611-641.
  44. Nicolas Jacquemet & Olivier L’Haridon & Isabelle Vialle, 2014. "Marché du travail, évaluation et économie expérimentale," Revue française d'économie, Presses de Sciences-Po, vol. 0(1), pages 189-226.
  45. Enrico G. De Giorgi & David B. Brown & Melvyn Sim, 2010. "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.
  46. Blavatskyy, Pavlo, 2016. "Probability weighting and L-moments," European Journal of Operational Research, Elsevier, vol. 255(1), pages 103-109.
  47. Bommier, Antoine, 2017. "A dual approach to ambiguity aversion," Journal of Mathematical Economics, Elsevier, vol. 71(C), pages 104-118.
  48. Aurélien Baillon & Han Bleichrodt & Zhenxing Huang & Rogier Potter van Loon, 2017. "Measuring ambiguity attitude: (Extended) multiplier preferences for the American and the Dutch population," Journal of Risk and Uncertainty, Springer, vol. 54(3), pages 269-281, June.
  49. Adam Dominiak & Jean-Philippe Lefort, 2021. "Ambiguity and Probabilistic Information," Management Science, INFORMS, vol. 67(7), pages 4310-4326, July.
  50. Mohammed Abdellaoui & Horst Zank, 2022. "Source and Rank-dependent Utility," Post-Print hal-03924295, HAL.
  51. Peysakhovich, Alexander & Naecker, Jeffrey, 2017. "Using methods from machine learning to evaluate behavioral models of choice under risk and ambiguity," Journal of Economic Behavior & Organization, Elsevier, vol. 133(C), pages 373-384.
  52. Abhinash Borah & Christopher Kops, 2016. "The Anscombe–Aumann representation and the independence axiom: a reconsideration," Theory and Decision, Springer, vol. 80(2), pages 211-226, February.
  53. Hammond, Peter J. & Zank, Horst, 2013. "Rationality and Dynamic Consistency under Risk and Uncertainty," Economic Research Papers 270426, University of Warwick - Department of Economics.
  54. Alexandre Street, 2010. "On the Conditional Value-at-Risk probability-dependent utility function," Theory and Decision, Springer, vol. 68(1), pages 49-68, February.
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