Risk, ambiguity, and state-preference theory
Year of publication: |
2011
|
---|---|
Authors: | Nau, Robert |
Published in: |
Economic Theory. - Springer. - Vol. 48.2011, 2, p. 437-467
|
Publisher: |
Springer |
Subject: | Risk aversion | Ambiguity aversion | Smooth model | Ellsberg’s paradox | Risk neutral probabilities | State-preference theory |
-
An interpretation of Ellsberg’s Paradox based on information and incompleteness
Castro, Luciano I. de, (2013)
-
Uncertainty Aversion with Second-Order Utilities and Probabilities
Nau, Robert F., (2006)
-
Risk aversion as risk-neutral pessimism : a simple proof
Heaton, J. B., (2018)
- More ...
-
Economic and environmental risk and uncertainty : new models and methods
Nau, Robert F., (2010)
-
Nau, Robert F., (1997)
-
Extensions of the subjective expected utility model
Nau, Robert F., (2006)
- More ...