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Maximum Expected Utility over Savage Acts with a Set of Priors

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Cited by:

  1. Paolo Ghirardato & Massimo Marinacci, 2001. "Risk, Ambiguity, and the Separation of Utility and Beliefs," Mathematics of Operations Research, INFORMS, vol. 26(4), pages 864-890, November.
  2. Mayumi Horie, 2016. "Bayesian Updating for Complementarily Additive Beliefs under Ambiguity," KIER Working Papers 935, Kyoto University, Institute of Economic Research.
  3. Levin, Dan & Ozdenoren, Emre, 2004. "Auctions with uncertain numbers of bidders," Journal of Economic Theory, Elsevier, vol. 118(2), pages 229-251, October.
  4. Ghirardato, Paolo & Marinacci, Massimo, 2002. "Ambiguity Made Precise: A Comparative Foundation," Journal of Economic Theory, Elsevier, vol. 102(2), pages 251-289, February.
  5. Alon, Shiri & Schmeidler, David, 2014. "Purely subjective Maxmin Expected Utility," Journal of Economic Theory, Elsevier, vol. 152(C), pages 382-412.
  6. Gerasimou, Georgios, 2015. "A Characterization of Risk-Neutral and Ambiguity-Averse Behavior," MPRA Paper 68159, University Library of Munich, Germany.
  7. André Lapied & Pascal Tocquebeuf, 2007. "Consistent Dynamice Choice And Non-Expected Utility Preferences," Working Papers halshs-00353880, HAL.
  8. Ozdenoren, Emre, 2002. "Completing the State Space with Subjective States," Journal of Economic Theory, Elsevier, vol. 105(2), pages 531-539, August.
  9. Marciano Siniscalchi, 2009. "Vector Expected Utility and Attitudes Toward Variation," Econometrica, Econometric Society, vol. 77(3), pages 801-855, May.
  10. Takao Asano, 2004. "Portfolio Inertia under Ambiguity," ISER Discussion Paper 0609, Institute of Social and Economic Research, Osaka University.
  11. Qu, Xiangyu, 2013. "Maxmin expected utility with additivity on unambiguous events," Journal of Mathematical Economics, Elsevier, vol. 49(3), pages 245-249.
  12. Wakai, Katsutoshi, 2011. "Modeling nonmonotone preferences: The case of utility smoothing," Journal of Mathematical Economics, Elsevier, vol. 47(2), pages 213-226, March.
  13. Dong, Xueqi, 2021. "Uncertainty Aversion and Convexity in Portfolio Choice," MPRA Paper 108264, University Library of Munich, Germany.
  14. Luciano Castro & Alain Chateauneuf, 2011. "Ambiguity aversion and trade," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 243-273, October.
  15. Eisei Ohtaki & Hiroyuki Ozaki, 2014. "Optimality in a Stochastic OLG Model with Ambiguity," Working Papers e069, Tokyo Center for Economic Research.
  16. Casadesus-Masanell, Ramon & Klibanoff, Peter & Ozdenoren, Emre, 2000. "Maxmin expected utility through statewise combinations," Economics Letters, Elsevier, vol. 66(1), pages 49-54, January.
  17. David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005. "Exotic Preferences for Macroeconomists," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414, National Bureau of Economic Research, Inc.
  18. Takao Asano, 2004. "Portfolio Inertia and [Epsilon]-Contaminations," ISER Discussion Paper 0610, Institute of Social and Economic Research, Osaka University.
  19. Horie, Mayumi, 2013. "Reexamination on updating Choquet beliefs," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 467-470.
  20. Wang, Tan, 2003. "Conditional preferences and updating," Journal of Economic Theory, Elsevier, vol. 108(2), pages 286-321, February.
  21. Gilboa, Itzhak & Marianacci, Massimo, 2011. "Ambiguity and the Bayesian Paradigm," Foerder Institute for Economic Research Working Papers 275755, Tel-Aviv University > Foerder Institute for Economic Research.
  22. Dominiak, Adam & Duersch, Peter, 2015. "Benevolent and Malevolent Ellsberg Games," Working Papers 0592, University of Heidelberg, Department of Economics.
  23. Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci & Marciano Siniscalchi, 2003. "A Subjective Spin on Roulette Wheels," Econometrica, Econometric Society, vol. 71(6), pages 1897-1908, November.
  24. Gregorio Curello & Ludvig Sinander, 2019. "The preference lattice," Papers 1902.07260, arXiv.org, revised Jan 2025.
  25. R. Luce & A. Marley, 2005. "Ranked Additive Utility Representations of Gambles: Old and New Axiomatizations," Journal of Risk and Uncertainty, Springer, vol. 30(1), pages 21-62, January.
  26. Veronika Köbberling & Peter P. Wakker, 2003. "Preference Foundations for Nonexpected Utility: A Generalized and Simplified Technique," Mathematics of Operations Research, INFORMS, vol. 28(3), pages 395-423, August.
  27. Yehuda Izhakian & Zur Izhakian, 2015. "Decision making in phantom spaces," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 58(1), pages 59-98, January.
  28. Schnedler, Wendelin & Dominiak, Adam, 2008. "Uncertainty Aversion and Preference for Randomization," Sonderforschungsbereich 504 Publications 08-39, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  29. Dean, Mark & Ortoleva, Pietro, 2017. "Allais, Ellsberg, and preferences for hedging," Theoretical Economics, Econometric Society, vol. 12(1), January.
  30. Yang, Chun-Lei & Yao, Lan, 2011. "Ellsberg Paradox and Second-order Preference Theories on Ambiguity: Some New Experimental Evidence," MPRA Paper 28531, University Library of Munich, Germany.
  31. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  32. Xiangyu Qu, 2015. "Purely subjective extended Bayesian models with Knightian unambiguity," Theory and Decision, Springer, vol. 79(4), pages 547-571, December.
  33. Chambers, Robert G. & Melkonyan, Tigran, 2009. "Smoothing preference kinks with information," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 173-189, September.
  34. Peter Klibanoff, 1998. "Stochastic Independence and Uncertainty Aversion," Discussion Papers 1212, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  35. Yan Chen & Peter Katuscak & Emre Ozdenoren, 2005. "Sealed Bid Auctions with Ambiguity: An Experimental Study," CERGE-EI Working Papers wp269, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  36. Massimo Marinacci, 2002. "Probabilistic Sophistication and Multiple Priors," Econometrica, Econometric Society, vol. 70(2), pages 755-764, March.
  37. Eisei Ohtaki, 2023. "Optimality in an OLG model with nonsmooth preferences," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 611-659, September.
  38. Gul, Faruk & Pesendorfer, Wolfgang, 2020. "Calibrated uncertainty," Journal of Economic Theory, Elsevier, vol. 188(C).
  39. Claude HENRY & Marc HENRY, 2002. "Formalization and Applications of the Precuationary Principle," LIDAM Discussion Papers IRES 2002009, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  40. José Faro, 2013. "Cobb-Douglas preferences under uncertainty," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 54(2), pages 273-285, October.
  41. 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.
  42. Craig S. Webb, 2017. "Purely subjective variational preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(1), pages 121-137, June.
  43. Pivato, Marcus & Vergopoulos, Vassili, 2017. "Subjective expected utility representations for Savage preferences on topological spaces," MPRA Paper 77359, University Library of Munich, Germany.
  44. Thomas Breuer & Imre Csiszar, 2013. "Measuring Model Risk," Papers 1301.4832, arXiv.org.
  45. Dong, Xueqi & Liu, Shuo Li, 2021. "Proportional Tax under Ambiguity," MPRA Paper 107668, University Library of Munich, Germany.
  46. Pavlo Blavatskyy, 2013. "A Simple Behavioral Characterization of Subjective Expected Utility," Operations Research, INFORMS, vol. 61(4), pages 932-940, August.
  47. Eisei Ohtaki, 2016. "Optimality of the Friedman rule under ambiguity," Working Papers e103, Tokyo Center for Economic Research.
  48. Mayumi Horie, 2007. "A General Update Rule for Convex Capacities," KIER Working Papers 644, Kyoto University, Institute of Economic Research.
  49. Takao Asano, 2010. "Portfolio Inertia and Epsilon-Contaminations," Theory and Decision, Springer, vol. 68(3), pages 341-365, March.
  50. André Lapied & Pascal Toquebeuf, 2010. "Atemporal non-expected utility preferences, dynamic consistency and consequentialism," Economics Bulletin, AccessEcon, vol. 30(2), pages 1661-1669.
  51. Marciano Siniscalchi, "undated". "Vector-Adjusted Expected Utility," Working Papers 191, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  52. Thomas Breuer & Martin Summer, 2013. "Stress Test Robustness: Recent Advances and Open Problems," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 25, pages 74-86.
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