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Cross risk apportionment and non-financial correlated background uncertainty

Asano, Takao; Osaki, Yusuke - 2023

Persistent link: https://www.econbiz.de/10014420566

Arrovian aggregation of MBA preferences : an impossibility result ; conference paper

Herzberg, Frederik - 2013

axiomatised preferences in the presence of ambiguity as Monotonic Bernoullian Archimedean (MBA) preferences. We investigate the …

Persistent link: https://www.econbiz.de/10010338890

An approximation approach to dynamic programming with unbounded returns

Bloise, Gaetano; Le Van, Cuong; Vailakis, Y. - In: Journal of mathematical economics 111 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015071665

Mean-risk analysis with enhanced behavioral content

Cillo, Alessandra; Delquié, Philippe - 2013 - This version: July, 2013

Persistent link: https://www.econbiz.de/10011814359

Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information

Postek, Krzysztof Stanisław; Ben-Tal, Aharon; Hertog, … - 2015

Persistent link: https://www.econbiz.de/10011350018

Random ambiguity

Lu, Jay - In: Theoretical economics : TE ; an open access journal in … 16 (2021) 2, pp. 539-570

We introduce a model of random ambiguity aversion. Choice is stochastic due to unobserved shocks to both information … and ambiguity aversion. This is modeled as a random set of beliefs in the maxmin expected utility model of Gilboa and … Schmeidler (1989). We characterize the model and show that the distribution of ambiguity aversion can be uniquely identified …

Persistent link: https://www.econbiz.de/10012587418