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Ambiguity and Robust Statistics

Citations

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Cited by:

  1. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2011. "Classical Subjective Expected Utility," Working Papers 400, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  2. Richard J. Arend, 2020. "Strategic decision-making under ambiguity: a new problem space and a proposed optimization approach," Business Research, Springer;German Academic Association for Business Research, vol. 13(3), pages 1231-1251, November.
  3. Larry G Epstein & Yoram Halevy, 2019. "Ambiguous Correlation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(2), pages 668-693.
  4. Epstein, Larry G. & Seo, Kyoungwon, 2014. "De Finetti meets Ellsberg," Research in Economics, Elsevier, vol. 68(1), pages 11-26.
  5. ,, 2016. "Objective rationality and uncertainty averse preferences," Theoretical Economics, Econometric Society, vol. 11(2), May.
  6. Beißner, Patrick, 2013. "Coherent Price Systems and Uncertainty-Neutral Valuation," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80010, Verein für Socialpolitik / German Economic Association.
  7. Steven Kou & Xianhua Peng, 2014. "On the Measurement of Economic Tail Risk," Papers 1401.4787, arXiv.org, revised Aug 2015.
  8. Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "Self-Confirming Equilibrium and Model Uncertainty," American Economic Review, American Economic Association, vol. 105(2), pages 646-677, February.
  9. Pierpaolo Battigalli & Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2011. "Selfconfirming Equilibrium and Uncertainty," Working Papers 428, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  10. Felix-Benedikt Liebrich, 2024. "Risk sharing under heterogeneous beliefs without convexity," Finance and Stochastics, Springer, vol. 28(4), pages 999-1033, October.
  11. Loïc Berger & Valentina Bosetti, 2020. "Are Policymakers Ambiguity Averse?," The Economic Journal, Royal Economic Society, vol. 130(626), pages 331-355.
  12. Gaurab Aryal & Dong-Hyuk Kim, 2013. "Emprical Relevance of Ambiguity in First Price Auction Models," ANU Working Papers in Economics and Econometrics 2013-607, Australian National University, College of Business and Economics, School of Economics.
  13. Emanuele Borgonovo & Veronica Cappelli & Fabio Maccheroni & Massimo Marinacci, 2015. "Risk Analysis and Decision Theory: Foundations," Working Papers 556, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  14. Richard J. Arend, 2022. "Strategy under Ambiguity, and a New Type of Decision Dilemma," Administrative Sciences, MDPI, vol. 12(2), pages 1-17, March.
  15. R. R. Routledge & R. A. Edwards, 2020. "Ambiguity and price competition," Theory and Decision, Springer, vol. 88(2), pages 231-256, March.
  16. Marina Agranov & Anastasia Buyalskaya, 2022. "Deterrence Effects of Enforcement Schemes: An Experimental Study," Management Science, INFORMS, vol. 68(5), pages 3573-3589, May.
  17. Battigalli, P. & Francetich, A. & Lanzani, G. & Marinacci, M., 2019. "Learning and self-confirming long-run biases," Journal of Economic Theory, Elsevier, vol. 183(C), pages 740-785.
  18. Peter Klibanoff & Sujoy Mukerji & Kyoungwon Seo, 2014. "Perceived Ambiguity and Relevant Measures," Econometrica, Econometric Society, vol. 82, pages 1945-1978, September.
  19. Li, Jian, 2019. "The K-armed bandit problem with multiple priors," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 22-38.
  20. Edwards, Robert A. & Routledge, Robert R., 2022. "Information, Bertrand–Edgeworth competition and the law of one price," Journal of Mathematical Economics, Elsevier, vol. 101(C).
  21. Richard J. Arend, 2022. "Strategic decision-making under ambiguity: insights from exploring a simple linked two-game model," Operational Research, Springer, vol. 22(5), pages 5845-5861, November.
  22. Ruodu Wang & Johanna F. Ziegel, 2021. "Scenario-based risk evaluation," Finance and Stochastics, Springer, vol. 25(4), pages 725-756, October.
  23. Loic Berger & Valentina Bosetti, 2016. "Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion," Working Papers 2016.37, Fondazione Eni Enrico Mattei.
  24. Epstein, Larry G. & Seo, Kyoungwon, 2015. "Exchangeable capacities, parameters and incomplete theories," Journal of Economic Theory, Elsevier, vol. 157(C), pages 879-917.
  25. Massimo Marinacci, 2015. "Model Uncertainty," Journal of the European Economic Association, European Economic Association, vol. 13(6), pages 1022-1100, December.
  26. 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).
  27. Battigalli, P. & Catonini, E. & Lanzani, G. & Marinacci, M., 2019. "Ambiguity attitudes and self-confirming equilibrium in sequential games," Games and Economic Behavior, Elsevier, vol. 115(C), pages 1-29.
  28. Marcello Basili & Alain Chateauneuf & Giuliano Antonio & Giuseppe Scianna, 2023. "A representation of Keynes's long-term expectation in financial markets," Working Papers hal-03999320, HAL.
  29. Eric Ghysels & Jack Morgan, 2024. "On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models," Papers 2405.01479, arXiv.org, revised May 2024.
  30. Marcello Basili & Alain Chateauneuf & Giuseppe Scianna, 2019. "A consistent representation of Keynes’s long-term expectation in ?nancial market," Department of Economics University of Siena 808, Department of Economics, University of Siena.
  31. Emanuele Borgonovo & Veronica Cappelli & Fabio Maccheroni & Massimo Marinacci, 2016. "Model Uncertainty in Risk Analysis and Decision Theory: A Preliminary Investigation," Working Papers 592, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  32. Yu Gao & Zhenxing Huang & Ning Liu & Jia Yang, 2024. "Are physicians rational under ambiguity?," Journal of Risk and Uncertainty, Springer, vol. 68(2), pages 183-203, April.
  33. Ilke Aydogan & Loic Berger & Valentina Bosetti & Ning Liu, 2018. "Three layers of uncertainty: an experiment," Working Papers 623, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  34. Loic Berger & Valentina Bosetti, 2016. "Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion," Working Papers 2016.37, Fondazione Eni Enrico Mattei.
  35. Richard J. Arend, 2022. "The Costs of Ambiguity in Strategic Contexts," Administrative Sciences, MDPI, vol. 12(3), pages 1-19, August.
  36. Stefania Minardi & Andrei Savochkin, 2017. "Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data," Mathematics of Operations Research, INFORMS, vol. 42(1), pages 167-178, January.
  37. Massimiliano Amarante, 2017. "Information and Ambiguity: Toward a Foundation of Nonexpected Utility," Mathematics of Operations Research, INFORMS, vol. 42(4), pages 1254-1279, November.
  38. Kfir Eliaz & Pietro Ortoleva, 2011. "A Variation on Ellsberg," Working Papers 2011-6, Brown University, Department of Economics.
  39. Simone Cerreia vioglio & Fabio Maccheroni & Massimo Marinacci, 2013. "Ergodic Theorems for Lower Probabilities," Working Papers 500, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  40. Borgonovo, E. & Cappelli, V. & Maccheroni, F. & Marinacci, M., 2018. "Risk analysis and decision theory: A bridge," European Journal of Operational Research, Elsevier, vol. 264(1), pages 280-293.
  41. Epstein, Larry G. & Halevy, Yoram, 2014. "No Two Experiments are Identical," Microeconomics.ca working papers yoram_halevy-2014-9, Vancouver School of Economics, revised 15 Feb 2017.
  42. Fujii, Yoichiro & Osaki, Yusuke, 2019. "The willingness to pay for health improvement under comorbidity ambiguity," Journal of Health Economics, Elsevier, vol. 66(C), pages 91-100.
  43. He, Ying & Dyer, James S. & Butler, John C. & Jia, Jianmin, 2019. "An additive model of decision making under risk and ambiguity," Journal of Mathematical Economics, Elsevier, vol. 85(C), pages 78-92.
  44. Josef Falkinger, 2014. "In search of economic reality under the veil of financial markets," ECON - Working Papers 154, Department of Economics - University of Zurich.
  45. Ariel M. Viale & Antoine Giannetti & Luis Garcia-Feijoó, 2020. "The stock market’s reaction to macroeconomic news under ambiguity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(1), pages 65-97, March.
  46. Marcello Basili & Carlo Zappia, 2018. "Ellsberg’s Decision Rules and Keynes’s Long-Term Expectations," Department of Economics University of Siena 777, Department of Economics, University of Siena.
  47. Xiaoyu Cheng, 2023. "Improving Robust Decisions with Data," Papers 2310.16281, arXiv.org, revised Jul 2024.
  48. Al-Najjar, Nabil I. & De Castro, Luciano, 2014. "Parametric representation of preferences," Journal of Economic Theory, Elsevier, vol. 150(C), pages 642-667.
  49. Sujoy Mukerji & Peter Klibanoff and Kyoungwon Seo, 2011. "Relevance and Symmetry," Economics Series Working Papers 539, University of Oxford, Department of Economics.
  50. Kuzmics, Christoph, 2017. "Abraham Wald's complete class theorem and Knightian uncertainty," Games and Economic Behavior, Elsevier, vol. 104(C), pages 666-673.
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