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Uncertainty in Economic Theory

Citations

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Cited by:

  1. Massimiliano Amarante, 2016. "A representation of risk measures," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(1), pages 95-103, April.
  2. Itzhak Gilboa & Massimo Marinacci, 2011. "Ambiguity and the Bayesian Paradigm," Working Papers 379, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  3. Xia Han & Bin Wang & Ruodu Wang & Qinyu Wu, 2021. "Risk Concentration and the Mean-Expected Shortfall Criterion," Papers 2108.05066, arXiv.org, revised Apr 2022.
  4. Lang, Matthias & Wambach, Achim, 2013. "The fog of fraud – Mitigating fraud by strategic ambiguity," Games and Economic Behavior, Elsevier, vol. 81(C), pages 255-275.
  5. Alain Chateauneuf & Michèle Cohen, 2008. "Cardinal extensions of EU model based on the Choquet integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00348822, HAL.
  6. Nobusumi Sagara & Milan Vlach, 2011. "A new class of convex games on σ-algebras and the optimal partitioning of measurable spaces," International Journal of Game Theory, Springer;Game Theory Society, vol. 40(3), pages 617-630, August.
  7. Ghossoub, Mario, 2015. "Vigilant measures of risk and the demand for contingent claims," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 27-35.
  8. Bade, Sophie, 2011. "Electoral competition with uncertainty averse parties," Games and Economic Behavior, Elsevier, vol. 72(1), pages 12-29, May.
  9. McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2016. "Utilitarianism with and without expected utility," MPRA Paper 72578, University Library of Munich, Germany.
  10. Olivier L’Haridon & Lætitia Placido, 2010. "Betting on Machina’s reflection example: an experiment on ambiguity," Theory and Decision, Springer, vol. 69(3), pages 375-393, September.
  11. Ruodu Wang & Yunran Wei & Gordon E. Willmot, 2020. "Characterization, Robustness, and Aggregation of Signed Choquet Integrals," Mathematics of Operations Research, INFORMS, vol. 45(3), pages 993-1015, August.
  12. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Coping with imprecise information: a decision theoretic approach," Cahiers de la Maison des Sciences Economiques v04056, Université Panthéon-Sorbonne (Paris 1), revised May 2004.
  13. Dean, Mark & Ortoleva, Pietro, 2017. "Allais, Ellsberg, and preferences for hedging," Theoretical Economics, Econometric Society, vol. 12(1), January.
  14. Massimiliano Amarante & Mario Ghossoub & Edmund Phelps, 2012. "Contracting for Innovation under Knightian Uncertainty," Cahiers de recherche 18-2012, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  15. Fontini, Fulvio & Umgiesser, Georg & Vergano, Lucia, 2010. "The role of ambiguity in the evaluation of the net benefits of the MOSE system in the Venice lagoon," Ecological Economics, Elsevier, vol. 69(10), pages 1964-1972, August.
  16. Giuseppe Attanasi & Aldo Montesano, 2012. "The price for information about probabilities and its relation with risk and ambiguity," Theory and Decision, Springer, vol. 73(1), pages 125-160, July.
  17. Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M., 2015. "Put–Call Parity and market frictions," Journal of Economic Theory, Elsevier, vol. 157(C), pages 730-762.
  18. M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006. "Cores of non-atomic market games," International Journal of Game Theory, Springer;Game Theory Society, vol. 34(3), pages 399-424, October.
  19. Massimo Marinacci & Luigi Montrucchio, 2005. "On convexity and supermodularity," ICER Working Papers - Applied Mathematics Series 3-2005, ICER - International Centre for Economic Research.
  20. Aouani, Zaier & Chateauneuf, Alain & Ventura, Caroline, 2021. "Propensity for hedging and ambiguity aversion," Journal of Mathematical Economics, Elsevier, vol. 97(C).
  21. Elyès Jouini & Clotilde Napp, 2009. "Cognitive biases and the representative agent," Working Papers halshs-00488570, HAL.
  22. Ken Binmore & Lisa Stewart & Alex Voorhoeve, 2012. "How much ambiguity aversion?," Journal of Risk and Uncertainty, Springer, vol. 45(3), pages 215-238, December.
  23. Montrucchio, Luigi & Scarsini, Marco, 2007. "Large newsvendor games," Games and Economic Behavior, Elsevier, vol. 58(2), pages 316-337, February.
  24. Amarante, Massimiliano, 2014. "A characterization of exact non-atomic market games," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 59-62.
  25. Ayala Arad & Gabrielle Gayer, 2012. "Imprecise Data Sets as a Source of Ambiguity: A Model and Experimental Evidence," Management Science, INFORMS, vol. 58(1), pages 188-202, January.
  26. Amarante, Massimiliano & Ghossoub, Mario & Phelps, Edmund, 2015. "Ambiguity on the insurer’s side: The demand for insurance," Journal of Mathematical Economics, Elsevier, vol. 58(C), pages 61-78.
  27. Mukerji, Sujoy, 2009. "Foundations Of Ambiguity And Economic Modelling," Economics and Philosophy, Cambridge University Press, vol. 25(3), pages 297-302, November.
  28. Robin Cubitt & Gijs Kuilen & Sujoy Mukerji, 2018. "The strength of sensitivity to ambiguity," Theory and Decision, Springer, vol. 85(3), pages 275-302, October.
  29. Bade, Sophie, 2011. "Ambiguous act equilibria," Games and Economic Behavior, Elsevier, vol. 71(2), pages 246-260, March.
  30. Mario Ghossoub, 2015. "Equimeasurable Rearrangements with Capacities," Mathematics of Operations Research, INFORMS, vol. 40(2), pages 429-445, February.
  31. Massimiliano Amarante & Luigi Montrucchio, 2010. "The bargaining set of a large game," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(3), pages 313-349, June.
  32. 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.
  33. Johansson-Stenman, Olof, 2010. "Health Investments Under Risk And Ambiguity," Working Papers in Economics 443, University of Gothenburg, Department of Economics.
  34. Laskar, Daniel, 2012. "Uncertainty and central bank transparency: A non-Bayesian approach," Research in Economics, Elsevier, vol. 66(1), pages 82-96.
  35. 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.
  36. Massimo Marinacci & Luigi Montrucchio, 2006. "On Concavity and Supermodularity," Carlo Alberto Notebooks 5, Collegio Carlo Alberto.
  37. Peter Klibanoff & Sujoy Mukerji & Kyoungwon Seo, 2014. "Perceived Ambiguity and Relevant Measures," Econometrica, Econometric Society, vol. 82, pages 1945-1978, September.
  38. McCarthy, David & Mikkola, Kalle & Thomas, Teruji, 2017. "Representation of strongly independent preorders by vector-valued functions," MPRA Paper 80806, University Library of Munich, Germany.
  39. Martin G. Kocher & Stefan T. Trautmann, 2013. "Selection Into Auctions For Risky And Ambiguous Prospects," Economic Inquiry, Western Economic Association International, vol. 51(1), pages 882-895, January.
  40. Lo, Kin Chung, 2007. "Sharing beliefs about actions," Mathematical Social Sciences, Elsevier, vol. 53(2), pages 123-133, March.
  41. Dall'Aglio, Marco & Maccheroni, Fabio, 2009. "Disputed lands," Games and Economic Behavior, Elsevier, vol. 66(1), pages 57-77, May.
  42. Aylit Tina Romm, 2014. "An interpretation of focal point responses as non-additive beliefs," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 9(5), pages 387-402, September.
  43. Eisei Ohtaki & Hiroyuki Ozaki, 2015. "Monetary equilibria and Knightian uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 59(3), pages 435-459, August.
  44. M. Ali Khan & Metin Uyanik, 2020. "Binary Relations in Mathematical Economics: On the Continuity, Additivity and Monotonicity Postulates in Eilenberg, Villegas and DeGroot," Papers 2007.01952, arXiv.org.
  45. Amarante, M & Ghossoub, M & Phelps, E, 2013. "Innovation, Entrepreneurship and Knightian Uncertainty," Working Papers 12241, Imperial College, London, Imperial College Business School.
  46. repec:cup:judgdm:v:9:y:2014:i:5:p:387-402 is not listed on IDEAS
  47. Mark J. Machina, 2014. "Ambiguity Aversion with Three or More Outcomes," American Economic Review, American Economic Association, vol. 104(12), pages 3814-3840, December.
  48. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2012. "Choquet Integration on Riesz Spaces and Dual Comonotonicity," Working Papers 433, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  49. Polemarchakis, Herakles & Selden, Larry & Song, Xinxi, 2017. "The identification of attitudes towards ambiguity and risk from asset demand," CRETA Online Discussion Paper Series 28, Centre for Research in Economic Theory and its Applications CRETA.
  50. c{C}au{g}{i}n Ararat & Bar{i}c{s} Bilir & Elisa Mastrogiacomo, 2022. "Decomposable sums and their implications on naturally quasiconvex risk measures," Papers 2201.05686, arXiv.org.
  51. Sacha Bourgeois-Gironde & Raphaël Giraud, 2009. "Framing effects as violations of extensionality," Theory and Decision, Springer, vol. 67(4), pages 385-404, October.
  52. Massimiliano Amarante & Luigi Montrucchio, 2007. "Mas-Colell Bargaining Set of Large Games," Carlo Alberto Notebooks 63, Collegio Carlo Alberto.
  53. Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A., 2010. "Decision principles derived from risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 294-302, December.
  54. Nicole Bauerle & Antje Mahayni, 2023. "Optimal investment in ambiguous financial markets with learning," Papers 2303.08521, arXiv.org, revised Feb 2024.
  55. Lo, Kin Chung, 2009. "Correlated Nash equilibrium," Journal of Economic Theory, Elsevier, vol. 144(2), pages 722-743, March.
  56. Cerreia-Vioglio, S. & Maccheroni, F. & Marinacci, M. & Montrucchio, L., 2011. "Uncertainty averse preferences," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1275-1330, July.
  57. Rebille, Yann, 2007. "Patience in some non-additive models," Journal of Mathematical Economics, Elsevier, vol. 43(6), pages 749-763, August.
  58. Stefan Trautmann & Ferdinand Vieider & Peter Wakker, 2008. "Causes of ambiguity aversion: Known versus unknown preferences," Journal of Risk and Uncertainty, Springer, vol. 36(3), pages 225-243, June.
  59. 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.
  60. Karni, Edi & Maccheroni, Fabio & Marinacci, Massimo, 2015. "Ambiguity and Nonexpected Utility," Handbook of Game Theory with Economic Applications,, Elsevier.
  61. Lo, Kin Chung, 2011. "Possibility and permissibility," Mathematical Social Sciences, Elsevier, vol. 62(2), pages 109-113, September.
  62. Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger, 2006. "Risk measurement with equivalent utility principles," Statistics & Risk Modeling, De Gruyter, vol. 24(1), pages 1-25, July.
  63. Ghossoub, Mario, 2011. "Towards a Purely Behavioral Definition of Loss Aversion," MPRA Paper 37628, University Library of Munich, Germany, revised 23 Mar 2012.
  64. Massimiliano Amarante & Mario Ghossoub, 2016. "Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer," Risks, MDPI, vol. 4(1), pages 1-27, March.
  65. Feng, Chunrong & Wu, Panyu & Zhao, Huaizhong, 2020. "Ergodicity of invariant capacities," Stochastic Processes and their Applications, Elsevier, vol. 130(8), pages 5037-5059.
  66. Qi, Jin & Sim, Melvyn & Sun, Defeng & Yuan, Xiaoming, 2016. "Preferences for travel time under risk and ambiguity: Implications in path selection and network equilibrium," Transportation Research Part B: Methodological, Elsevier, vol. 94(C), pages 264-284.
  67. Basili, Marcello & Zappia, Carlo, 2009. "Keynes's "non-numerical" probabilities and non-additive measures," Journal of Economic Psychology, Elsevier, vol. 30(3), pages 419-430, June.
  68. Irma Machielse & Danielle Timmermans & Peter Wakker, 2007. "The effects of statistical information on risk ambiguity attitudes, and on rational insurance decisions," Natural Field Experiments 00338, The Field Experiments Website.
  69. Marcello Basili & Carlo Zappia, 2009. "Shackle And Modern Decision Theory," Metroeconomica, Wiley Blackwell, vol. 60(2), pages 245-282, May.
  70. Rosenberg, Dinah & Vieille, Nicolas, 2019. "Zero-sum games with ambiguity," Games and Economic Behavior, Elsevier, vol. 117(C), pages 238-249.
  71. Kopylov, Igor, 2007. "Subjective probabilities on "small" domains," Journal of Economic Theory, Elsevier, vol. 133(1), pages 236-265, March.
  72. Jonathan E. Alevy, 2011. "Ambiguity in Individual Choice and Market Environments: On the Importance of Comparative Ignorance," Working Papers 2011-04, University of Alaska Anchorage, Department of Economics.
  73. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.
  74. 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.
  75. Massimo Marinacci & Luigi Montrucchio, 2005. "Ultramodular Functions," Mathematics of Operations Research, INFORMS, vol. 30(2), pages 311-332, May.
  76. Azrieli, Yaron & Teper, Roee, 2011. "Uncertainty aversion and equilibrium existence in games with incomplete information," Games and Economic Behavior, Elsevier, vol. 73(2), pages 310-317.
  77. F. Centrone & A. Martellotti, 2014. "The Burkill-Cesari Integral on Spaces of Absolutely Continuous Games," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2014, pages 1-9, March.
  78. Ruodu Wang & Ričardas Zitikis, 2021. "An Axiomatic Foundation for the Expected Shortfall," Management Science, INFORMS, vol. 67(3), pages 1413-1429, March.
  79. Rigotti, Luca & Shannon, Chris, 2012. "Sharing risk and ambiguity," Journal of Economic Theory, Elsevier, vol. 147(5), pages 2028-2039.
  80. ,, 2013. "Endogenous indeterminacy and volatility of asset prices under ambiguity," Theoretical Economics, Econometric Society, vol. 8(3), September.
  81. Nicole Bauerle & An Chen, 2022. "Optimal investment under partial information and robust VaR-type constraint," Papers 2212.04394, arXiv.org, revised Sep 2023.
  82. Ken Binmore, 2017. "On the Foundations of Decision Theory," Homo Oeconomicus: Journal of Behavioral and Institutional Economics, Springer, vol. 34(4), pages 259-273, December.
  83. Laskar, Daniel, 2014. "Ambiguity and perceived coordination in a global game," Economics Letters, Elsevier, vol. 122(2), pages 317-320.
  84. Luigi Montrucchio & Patrizia Semeraro, 2008. "Refinement Derivatives and Values of Games," Mathematics of Operations Research, INFORMS, vol. 33(1), pages 97-118, February.
  85. Boonen, Tim J. & Ghossoub, Mario, 2021. "Optimal reinsurance with multiple reinsurers: Distortion risk measures, distortion premium principles, and heterogeneous beliefs," Insurance: Mathematics and Economics, Elsevier, vol. 101(PA), pages 23-37.
  86. Francesca Centrone, 2016. "Representation of Epstein-Marinacci derivatives of absolutely continuous TU games," Economics Bulletin, AccessEcon, vol. 36(2), pages 1149-1159.
  87. Giuseppe Attanasi & Christian Gollier & Aldo Montesano & Noemi Pace, 2014. "Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study," Theory and Decision, Springer, vol. 77(4), pages 485-530, December.
  88. Christian Kellner, 2017. "The principal-agent problem with smooth ambiguity," Review of Economic Design, Springer;Society for Economic Design, vol. 21(2), pages 83-119, June.
  89. Ghossoub, Mario, 2010. "Supplement to "Belief heterogeneity in the Arrow-Borch-Raviv insurance model"," MPRA Paper 37717, University Library of Munich, Germany, revised 22 Mar 2012.
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