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A Rule For Updating Ambiguous Beliefs

Citations

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Cited by:

  1. Michel Grabisch & Agnieszka Rusinowska, 2020. "A Survey on Nonstrategic Models of Opinion Dynamics," Games, MDPI, vol. 11(4), pages 1-29, December.
  2. Matthew Kovach, 2024. "Ambiguity and partial Bayesian updating," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(1), pages 155-180, August.
  3. Li, Wenhui & Wilde, Christian, 2020. "Belief formation and belief updating under ambiguity: Evidence from experiments," SAFE Working Paper Series 251, Leibniz Institute for Financial Research SAFE, revised 2020.
  4. 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.
  5. Eichberger, Jurgen & Grant, Simon & Kelsey, David, 2005. "CEU preferences and dynamic consistency," Mathematical Social Sciences, Elsevier, vol. 49(2), pages 143-151, March.
  6. Mayumi Horie, 2016. "Bayesian Updating for Complementarily Additive Beliefs under Ambiguity," KIER Working Papers 935, Kyoto University, Institute of Economic Research.
  7. Cosmin Ilut & Rosen Valchev & Nicolas Vincent, 2020. "Paralyzed by Fear: Rigid and Discrete Pricing Under Demand Uncertainty," Econometrica, Econometric Society, vol. 88(5), pages 1899-1938, September.
  8. Alexander Zimper, 2012. "The emergence of “fifty-fifty” probability judgements in a conditional Savage world," Working Papers 291, Economic Research Southern Africa.
  9. De Filippis, Roberta & Guarino, Antonio & Jehiel, Philippe & Kitagawa, Toru, 2022. "Non-Bayesian updating in a social learning experiment," Journal of Economic Theory, Elsevier, vol. 199(C).
  10. Addison Pan, 2019. "A Note on Pivotality," Games, MDPI, vol. 10(2), pages 1-8, June.
  11. ,, 2011. "Dynamic choice under ambiguity," Theoretical Economics, Econometric Society, vol. 6(3), September.
  12. Adam Dominiak & Jean-Philippe Lefort, 2011. "Unambiguous events and dynamic Choquet preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(3), pages 401-425, April.
  13. Simona Fabrizi & Steffen Lippert & Addison Pan & Matthew Ryan, 2022. "A theory of unanimous jury voting with an ambiguous likelihood," Theory and Decision, Springer, vol. 93(3), pages 399-425, October.
  14. Konstantinos Georgalos, 2019. "An experimental test of the predictive power of dynamic ambiguity models," Journal of Risk and Uncertainty, Springer, vol. 59(1), pages 51-83, August.
  15. Kathleen Ngangoué, M., 2021. "Learning under ambiguity: An experiment in gradual information processing," Journal of Economic Theory, Elsevier, vol. 195(C).
  16. Takao Asano & Hiroyuki Kojima, 2019. "Consequentialism and dynamic consistency in updating ambiguous beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(1), pages 223-250, July.
  17. Beauchêne, Dorian & Li, Jian & Li, Ming, 2019. "Ambiguous persuasion," Journal of Economic Theory, Elsevier, vol. 179(C), pages 312-365.
  18. Konstantinos Georgalos, 2016. "Dynamic decision making under ambiguity," Working Papers 112111041, Lancaster University Management School, Economics Department.
  19. Eichberger, Jürgen & Grant, Simon & Lefort, Jean-Philippe, 2008. "Neo-additive capacities and updating," Sonderforschungsbereich 504 Publications 08-31, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  20. Spyros Galanis, 2021. "Dynamic consistency, valuable information and subjective beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1467-1497, June.
  21. Riedel, Frank & Tallon, Jean-Marc & Vergopoulos, Vassili, 2018. "Dynamically consistent preferences under imprecise probabilistic information," Journal of Mathematical Economics, Elsevier, vol. 79(C), pages 117-124.
  22. Takashi Ui, 2023. "Strategic Ambiguity in Global Games," Papers 2303.12263, arXiv.org, revised Nov 2024.
  23. Zimper, Alexander, 2009. "Half empty, half full and why we can agree to disagree forever," Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 283-299, August.
  24. Chambers, Robert G. & Melkonyan, Tigran, 2009. "Smoothing preference kinks with information," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 173-189, September.
  25. Lorenzo Bastianello & José Heleno Faro, 2023. "Choquet expected discounted utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(4), pages 1071-1098, May.
  26. Marciano Siniscalchi, 2009. "Vector Expected Utility and Attitudes Toward Variation," Econometrica, Econometric Society, vol. 77(3), pages 801-855, May.
  27. Takao Asano & Hiroyuki Kojima, 2018. "Consequentialism and Dynamic Consistency in Updating Ambiguous Beliefs," KIER Working Papers 987, Kyoto University, Institute of Economic Research.
  28. Alain Chateauneuf & Thibault Gajdos & Jean-Yves Jaffray, 2011. "Regular updating," Theory and Decision, Springer, vol. 71(1), pages 111-128, July.
  29. Carvalho, M., 2011. "Essays in behavioral microeconomic theory," Other publications TiSEM 97fbb10e-5f12-420b-b8c4-e, Tilburg University, School of Economics and Management.
  30. Ludwig, Alexander & Zimper, Alexander, 2006. "Investment behavior under ambiguity: The case of pessimistic decision makers," Mathematical Social Sciences, Elsevier, vol. 52(2), pages 111-130, September.
  31. Xiaoyu Cheng, 2020. "Ambiguous Persuasion: An Ex-Ante Formulation," Papers 2010.05376, arXiv.org, revised Nov 2023.
  32. Eichberger, Jurgen & Grant, Simon & Kelsey, David, 2007. "Updating Choquet beliefs," Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 888-899, September.
  33. Matthew Ryan, 2021. "Feddersen and Pesendorfer meet Ellsberg," Theory and Decision, Springer, vol. 90(3), pages 543-577, May.
  34. Frick, Mira & Iijima, Ryota & Le Yaouanq, Yves, 2022. "Objective rationality foundations for (dynamic) α-MEU," Journal of Economic Theory, Elsevier, vol. 200(C).
  35. Hanany Eran & Klibanoff Peter, 2009. "Updating Ambiguity Averse Preferences," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 9(1), pages 1-53, November.
  36. repec:mea:meawpa:13270 is not listed on IDEAS
  37. Grant Simon & Guerdjikova Ani & Quiggin John, 2021. "Ambiguity and Awareness: A Coherent Multiple Priors Model," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 21(2), pages 571-612, June.
  38. Bose, Subir & Daripa, Arup, 2009. "A dynamic mechanism and surplus extraction under ambiguity," Journal of Economic Theory, Elsevier, vol. 144(5), pages 2084-2114, September.
  39. Roberta De Filippis & Antonio Guarino & Philippe Jehiel & Toru Kitagawa, 2016. "Updating ambiguous beliefs in a social learning experiment," CeMMAP working papers 18/16, Institute for Fiscal Studies.
  40. André Lapied & Pascal Tocquebeuf, 2007. "Consistent Dynamice Choice And Non-Expected Utility Preferences," Working Papers halshs-00353880, HAL.
  41. Xiaoyu Cheng, 2021. "A Concavification Approach to Ambiguous Persuasion," Papers 2106.11270, arXiv.org, revised Oct 2021.
  42. 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.
  43. Antonio Mele & Francesco Sangiorgi, 2015. "Uncertainty, Information Acquisition, and Price Swings in Asset Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(4), pages 1533-1567.
  44. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2013. "Ambiguous Survival Beliefs and Hyperbolic Discounting in a Life-Cycle Model," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79878, Verein für Socialpolitik / German Economic Association.
  45. Larry G Epstein & Yoram Halevy, 2024. "Hard-to-Interpret Signals," Journal of the European Economic Association, European Economic Association, vol. 22(1), pages 393-427.
  46. Alexander Ludwig & Alexander Zimper, 2013. "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Annals of Finance, Springer, vol. 9(4), pages 625-665, November.
  47. Xiaoyu Cheng, 2022. "Robust Data-Driven Decisions Under Model Uncertainty," Papers 2205.04573, arXiv.org.
  48. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2016. "A life-cycle model with ambiguous survival beliefs," Journal of Economic Theory, Elsevier, vol. 162(C), pages 137-180.
  49. Li, Jian, 2019. "The K-armed bandit problem with multiple priors," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 22-38.
  50. Brian Hill, 2022. "Updating confidence in beliefs," Post-Print hal-03503986, HAL.
  51. Dominiak, Adam & Duersch, Peter & Lefort, Jean-Philippe, 2012. "A dynamic Ellsberg urn experiment," Games and Economic Behavior, Elsevier, vol. 75(2), pages 625-638.
  52. Jonas Hedlund & T. Florian Kauffeldt & Malte Lammert, 2021. "Persuasion under ambiguity," Theory and Decision, Springer, vol. 90(3), pages 455-482, May.
  53. Michael Hoy & Richard Peter & Andreas Richter, 2014. "Take-up for genetic tests and ambiguity," Journal of Risk and Uncertainty, Springer, vol. 48(2), pages 111-133, April.
  54. Mira Frick & Ryota Iijima & Yves Le Yaouanq, 2020. "Objective rationality foundations for (dynamic) alpha-MEU," Cowles Foundation Discussion Papers 2244R, Cowles Foundation for Research in Economics, Yale University, revised Jul 2021.
  55. Zheng, Mingli & Wang, Chong & Li, Chaozheng, 2015. "Optimal nonlinear pricing by a monopolist with information ambiguity," International Journal of Industrial Organization, Elsevier, vol. 40(C), pages 60-66.
  56. Hill, Brian, 2022. "Updating confidence in beliefs," Journal of Economic Theory, Elsevier, vol. 199(C).
  57. Zimper, Alexander, 2012. "Asset pricing in a Lucas fruit-tree economy with the best and worst in mind," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 610-628.
  58. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(2), pages 335-361, September.
  59. Li, Jian, 2020. "Preferences for partial information and ambiguity," Theoretical Economics, Econometric Society, vol. 15(3), July.
  60. Alexander Zimper, 2008. "Asset pricing in a Lucas ‘fruit-tree’ economy with non-additive beliefs," Working Papers 092, Economic Research Southern Africa.
  61. Carvalho, M., 2012. "Static vs Dynamic Auctions with Ambiguity Averse Bidders," Discussion Paper 2012-022, Tilburg University, Center for Economic Research.
  62. Georgalos, Konstantinos, 2021. "Dynamic decision making under ambiguity: An experimental investigation," Games and Economic Behavior, Elsevier, vol. 127(C), pages 28-46.
  63. Faruk Gul & Wolfgang Pesendorfer, 2018. "Evaluating Ambiguous Random Variables and Updating by Proxy," Working Papers 2018-7, Princeton University. Economics Department..
  64. Grant, Simon & Stauber, Ronald, 2022. "Delegation and ambiguity in correlated equilibrium," Games and Economic Behavior, Elsevier, vol. 132(C), pages 487-509.
  65. Subir Bose & Suresh Mutuswami, 2012. "Bilateral Bargaining in an Ambiguous Environment," Discussion Papers in Economics 12/10, Division of Economics, School of Business, University of Leicester.
  66. Federica Ceron & Vassili Vergopoulos, 2021. "On stochastic independence under ambiguity," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(3), pages 925-960, April.
  67. Xiaoyu Cheng, 2021. "Extended Relative Maximum Likelihood Updating of Choquet Beliefs," Papers 2109.02597, arXiv.org.
  68. Kai Barron, 2021. "Belief updating: does the ‘good-news, bad-news’ asymmetry extend to purely financial domains?," Experimental Economics, Springer;Economic Science Association, vol. 24(1), pages 31-58, March.
  69. Cheng, Xiaoyu, 2022. "Relative Maximum Likelihood updating of ambiguous beliefs," Journal of Mathematical Economics, Elsevier, vol. 99(C).
  70. Marinacci Massimo & Principi Giulio & Stanca Lorenzo, 2023. "Recursive Preferences and Ambiguity Attitudes," Working papers 082, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
  71. Horie, Mayumi, 2013. "Reexamination on updating Choquet beliefs," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 467-470.
  72. Gerrit Bauch, 2023. "Underreaction and dynamic inconsistency in communication games under noise," Papers 2311.12496, arXiv.org.
  73. Spyros Galanis & Christos A Ioannou & Stelios Kotronis, 2024. "Information Aggregation Under Ambiguity: Theory and Experimental Evidence," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(6), pages 3423-3467.
  74. Nihad Aliyev & Xue-Zhong He, 2017. "Ambiguous Market Making," Research Paper Series 383, Quantitative Finance Research Centre, University of Technology, Sydney.
  75. Joseph Halpern & Samantha Leung, 2015. "Weighted sets of probabilities and minimax weighted expected regret: a new approach for representing uncertainty and making decisions," Theory and Decision, Springer, vol. 79(3), pages 415-450, November.
  76. Feng, Xin, 2024. "Ambiguous persuasion in contests," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 182-201.
  77. Hill, Brian, 2020. "Dynamic consistency and ambiguity: A reappraisal," Games and Economic Behavior, Elsevier, vol. 120(C), pages 289-310.
  78. Faro, José Heleno & Lefort, Jean-Philippe, 2019. "Dynamic objective and subjective rationality," Theoretical Economics, Econometric Society, vol. 14(1), January.
  79. Dominiak, Adam & Tserenjigmid, Gerelt, 2022. "Ambiguity under growing awareness," Journal of Economic Theory, Elsevier, vol. 199(C).
  80. Massimo Marinacci & Giulio Principi & Lorenzo Stanca, 2023. "Recursive Preferences and Ambiguity Attitudes," Carlo Alberto Notebooks 695 JEL Classification: C, Collegio Carlo Alberto.
  81. Carvalho, M., 2012. "Static vs Dynamic Auctions with Ambiguity Averse Bidders," Other publications TiSEM 1f078e67-88ec-46e3-ae18-1, Tilburg University, School of Economics and Management.
  82. Siniscalchi, Marciano, 2006. "A behavioral characterization of plausible priors," Journal of Economic Theory, Elsevier, vol. 128(1), pages 91-135, May.
  83. Daniel Heyen, 2018. "Ambiguity aversion under maximum-likelihood updating," Theory and Decision, Springer, vol. 84(3), pages 373-386, May.
  84. Spyros Galanis & Christos A. Ioannou & Stelios Kotronis, 2023. "Supplementary appendix to Information Aggregation Under Ambiguity: Theory and Experimental Evidence," Department of Economics Working Papers 2023_05, Durham University, Department of Economics.
  85. Kocherlakota, Narayana R. & Song, Yangwei, 2019. "Public goods with ambiguity in large economies," Journal of Economic Theory, Elsevier, vol. 182(C), pages 218-246.
  86. Mayumi Horie, 2007. "Reexamination on Updating Choquet Beliefs," KIER Working Papers 643, Kyoto University, Institute of Economic Research.
  87. A. Ludwig & A. Zimper, 2013. "A parsimonious model of subjective life expectancy," Theory and Decision, Springer, vol. 75(4), pages 519-541, October.
  88. Xiaoyu Cheng, 2019. "Relative Maximum Likelihood Updating of Ambiguous Beliefs," Papers 1911.02678, arXiv.org, revised Oct 2021.
  89. repec:dau:papers:123456789/7323 is not listed on IDEAS
  90. Shishkin, Denis & Ortoleva, Pietro, 2023. "Ambiguous information and dilation: An experiment," Journal of Economic Theory, Elsevier, vol. 208(C).
  91. José Heleno Faro & Ana Santos, 2023. "Updating variational (Bewley) preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 207-228, January.
  92. repec:dau:papers:123456789/7333 is not listed on IDEAS
  93. Heyen, Daniel, 2018. "Ambiguity aversion under maximum-likelihood updating," LSE Research Online Documents on Economics 80342, London School of Economics and Political Science, LSE Library.
  94. Longjian Li, 2022. "Ambiguous Cheap Talk," Papers 2209.08494, arXiv.org.
  95. Ke, Shaowei & Wu, Brian & Zhao, Chen, 2024. "Learning from a black box," Journal of Economic Theory, Elsevier, vol. 221(C).
  96. Alexander Zimper & Alexander Ludwig, 2009. "On attitude polarization under Bayesian learning with non-additive beliefs," Journal of Risk and Uncertainty, Springer, vol. 39(2), pages 181-212, October.
  97. Alexander Zimper, 2011. "Do Bayesians Learn Their Way Out of Ambiguity?," Decision Analysis, INFORMS, vol. 8(4), pages 269-285, December.
  98. Raffaella Giacomini & Toru Kitagawa & Harald Uhlig, 2019. "Estimation Under Ambiguity," CeMMAP working papers CWP24/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  99. Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2007. "Revealed Ambiguity and Its Consequences: Updating," Carlo Alberto Notebooks 44, Collegio Carlo Alberto.
  100. Ma, Jinling & Zhao, Chen, 2024. "Logic-based updating," Journal of Economic Theory, Elsevier, vol. 221(C).
  101. repec:dau:papers:123456789/7332 is not listed on IDEAS
  102. Takashi Ui, 2021. "Strategic Ambiguity in Global Games," Working Papers on Central Bank Communication 032, University of Tokyo, Graduate School of Economics.
  103. repec:dau:papers:123456789/7357 is not listed on IDEAS
  104. Auster, Sarah & Kellner, Christian, 2022. "Robust bidding and revenue in descending price auctions," Journal of Economic Theory, Elsevier, vol. 199(C).
  105. Rui Tang, 2020. "A Theory of Updating Ambiguous Information," Papers 2012.13650, arXiv.org.
  106. Aliyev, Nihad & He, Xue-Zhong, 2023. "Ambiguous price formation," Journal of Mathematical Economics, Elsevier, vol. 106(C).
  107. Massimo Marinacci & Giulio Principi & Lorenzo Stanca, 2023. "Recursive Preferences and Ambiguity Attitudes," Papers 2304.06830, arXiv.org, revised Jul 2024.
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