Crisp monetary acts in multiple-priors models of decision under ambiguity

Journal of Mathematical Economics - Tập 67 - Trang 153-161 - 2016
Eric André1
1EMLYON Business School, 23 Avenue Guy de Collongue, 69134 Ecully, France

Tài liệu tham khảo

Aliprantis, 2006 Anscombe, 1963, A definition of subjective probability, Ann. Math. Statist., 34, 199, 10.1214/aoms/1177704255 Bewley, 1986 Boyle, 2012, Keynes meets Markowitz: The trade-off between familiarity and diversification, Manage. Sci., 58, 253, 10.1287/mnsc.1110.1349 Cerreia-Vioglio, 2011, Rational preferences under ambiguity, Econom. Theory, 48, 341, 10.1007/s00199-011-0643-5 Cerreia-Vioglio, 2011, Uncertainty averse preferences, J. Econom. Theory, 146, 1275, 10.1016/j.jet.2011.05.006 Chateauneuf, 2009, Ambiguity through Confidence Functions, J. Math. Econom., 45, 535, 10.1016/j.jmateco.2009.05.001 Chateauneuf, 2005, Monotone continuous multiple priors, Econom. Theory, 26, 973, 10.1007/s00199-004-0540-2 Dunford, 1988 Eichberger, 2007, Differentiating ambiguity: an expository note, Econom. Theory, 36, 327, 10.1007/s00199-007-0278-8 Ekeland, 1999 Epstein, 1999, A definition of uncertainty aversion, Rev. Econom. Stud., 66, 579, 10.1111/1467-937X.00099 Epstein, 2001, Subjective probabilities on subjectively unambiguous events, Econometrica, 69, 265, 10.1111/1468-0262.00193 Föllmer, 2011 Gänssler, 1971, Compactness and sequential compactness in spaces of measures, Probab. Theory Related Fields, 17, 124 Ghirardato, 2004, Differentiating ambiguity and ambiguity attitude, J. Econom. Theory, 118, 133, 10.1016/j.jet.2003.12.004 Ghirardato, 2003, A subjective spin on roulette wheels, Econometrica, 71, 1897, 10.1111/1468-0262.00472 Ghirardato, 2002, Ambiguity made precise: A comparative foundation, J. Econom. Theory, 102, 251, 10.1006/jeth.2001.2815 Ghirardato, 2012, Ambiguity in the small and in the large, Econometrica, 80, 2827, 10.3982/ECTA9367 Gilboa, 2010, Objective and subjective rationality in a multiple prior model, Econometrica, 78, 755, 10.3982/ECTA8223 Gilboa, 1989, Maxmin expected utility with non-unique prior, J. Math. Econom., 18, 141, 10.1016/0304-4068(89)90018-9 Guidolin, 2013, Ambiguity in asset pricing and portfolio choice: a review of the literature, Theory and Decision, 74, 183, 10.1007/s11238-012-9343-2 Hansen, 2001, Robust control and model uncertainty, Amer. Econ. Rev., 91, 60, 10.1257/aer.91.2.60 Klibanoff, 2005, A smooth model of decision making under ambiguity, Econometrica, 73, 1849, 10.1111/j.1468-0262.2005.00640.x Kreps, 1988 Maccheroni, 2013, Alpha as ambiguity: Robust mean–variance portfolio analysis, Econometrica, 81, 1075, 10.3982/ECTA9678 Maccheroni, 2006, Ambiguity aversion, robustness, and the variational representation of preferences, Econometrica, 74, 1447, 10.1111/j.1468-0262.2006.00716.x Megginson, 1998, Number 183 Nehring, 1999, Capacities and probabilistic beliefs: a precarious coexistence, Math. Social Sci., 38, 197, 10.1016/S0165-4896(97)00017-6 Rockafellar, 1970, Number 28 Savage, 1954 Schmeidler, 1989, Subjective probability and expected utility without additivity, Econometrica, 57, 571, 10.2307/1911053 Siniscalchi, 2009, Vector expected utility and attitudes toward variation, Econometrica, 77, 801, 10.3982/ECTA7564 Strzalecki, 2011, Axiomatic foundations of multiplier preferences, Econometrica, 79, 47, 10.3982/ECTA8155 Zhang, 2002, Subjective ambiguity, expected utility and choquet expected utility, Econom. Theory, 20, 159, 10.1007/s001990100207