-
1
-
-
0001157520
-
A definition of subjective probability
-
Anscombe FJ, Aumann RJ (1963) A definition of subjective probability. Ann Math Stat 34: 199-205.
-
(1963)
Ann Math Stat
, vol.34
, pp. 199-205
-
-
Anscombe, F.J.1
Aumann, R.J.2
-
3
-
-
0030545692
-
Choquet pricing for financial markets with frictions
-
Chateauneuf A, Kast R, Lapied A (1996) Choquet pricing for financial markets with frictions. Math Finance 6: 323-330.
-
(1996)
Math Finance
, vol.6
, pp. 323-330
-
-
Chateauneuf, A.1
Kast, R.2
Lapied, A.3
-
4
-
-
46149129172
-
An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
-
Dekel E (1986) An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom. J Econ Theory 40: 304-318.
-
(1986)
J Econ Theory
, vol.40
, pp. 304-318
-
-
Dekel, E.1
-
6
-
-
0000672689
-
Uncertainty aversion, risk aversion and the optimal choice of portfolio
-
Dow J, Werlang S (1992) Uncertainty aversion, risk aversion and the optimal choice of portfolio. Econometrica 60: 197-204.
-
(1992)
Econometrica
, vol.60
, pp. 197-204
-
-
Dow, J.1
Werlang, S.2
-
7
-
-
0000798483
-
Nash equilibrium under knightian uncertainty: Breaking down backward induction
-
Dow J, Werlang S (1994) Nash equilibrium under knightian uncertainty: Breaking down backward induction. J Econ Theory 64: 305-324.
-
(1994)
J Econ Theory
, vol.64
, pp. 305-324
-
-
Dow, J.1
Werlang, S.2
-
8
-
-
0030269003
-
Uncertainty aversion and preference for randomization
-
Eichberger J, Kelsey D (1996) Uncertainty aversion and preference for randomization. J Econ Theory 71: 31-43.
-
(1996)
J Econ Theory
, vol.71
, pp. 31-43
-
-
Eichberger, J.1
Kelsey, D.2
-
9
-
-
77952431787
-
Kelsey D Non-additive beliefs and game theory
-
forthcoming
-
Eichberger J, Kelsey D Non-additive beliefs and game theory. Games Econ Behav (forthcoming) [.
-
Games Econ Behav
-
-
Eichberger, J.1
-
10
-
-
84957363402
-
Risk, ambiguity, and the savage axioms
-
Ellsberg D (1961) Risk, ambiguity, and the savage axioms. Q J Econ 75: 643-669.
-
(1961)
Q J Econ
, vol.75
, pp. 643-669
-
-
Ellsberg, D.1
-
11
-
-
85045783851
-
A definition of uncertainty aversion
-
forthcoming
-
Epstein L A definition of uncertainty aversion. Rev Econ Stud (forthcoming).
-
Rev Econ Stud
-
-
Epstein, L.1
-
12
-
-
0000206041
-
Intertemporal asset pricing under knightian uncertainty
-
Epstein L, Wang T (1994) Intertemporal asset pricing under knightian uncertainty. Econometrica 62: 283-322.
-
(1994)
Econometrica
, vol.62
, pp. 283-322
-
-
Epstein, L.1
Wang, T.2
-
16
-
-
0001266334
-
Maxmin expected utility with non-unique prior
-
Gilboa I, Schmeidler D (1989) Maxmin expected utility with non-unique prior. J Math Econ 18: 141-153.
-
(1989)
J Math Econ
, vol.18
, pp. 141-153
-
-
Gilboa, I.1
Schmeidler, D.2
-
18
-
-
0348125922
-
Stochastic independence and uncertainty aversion
-
Northwestern University
-
Klibanoff P (1998) Stochastic independence and uncertainty aversion. CMS-EMS Discussion Paper 1212, Northwestern University.
-
(1998)
CMS-EMS Discussion Paper 1212
-
-
Klibanoff, P.1
-
19
-
-
0030295580
-
Equilibrium in beliefs under uncertainty
-
Lo KC (1996) Equilibrium in beliefs under uncertainty. J Econ Theory 71: 443-484.
-
(1996)
J Econ Theory
, vol.71
, pp. 443-484
-
-
Lo, K.C.1
-
21
-
-
0043283879
-
-
mimeo, Northwestern University
-
Marinacci M (1996) Ambiguous games, mimeo, Northwestern University.
-
(1996)
Ambiguous Games
-
-
Marinacci, M.1
-
22
-
-
0000195763
-
Ambiguity aversion and incompleteness of contractual form
-
Mukerji S (1998) Ambiguity aversion and incompleteness of contractual form. American Economic Review 88: 1207-1231.
-
(1998)
American Economic Review
, vol.88
, pp. 1207-1231
-
-
Mukerji, S.1
-
23
-
-
84968501330
-
Integral representation without additivity
-
Schmeidler D (1986) Integral representation without additivity. Proceedings of the Am Math Soc 97: 255-261.
-
(1986)
Proceedings of the Am Math Soc
, vol.97
, pp. 255-261
-
-
Schmeidler, D.1
-
24
-
-
0001333688
-
Subjective probability and expected utility without additivity
-
Schmeidler D (1989) Subjective probability and expected utility without additivity. Econometrica 57: 571-587.
-
(1989)
Econometrica
, vol.57
, pp. 571-587
-
-
Schmeidler, D.1
-
25
-
-
38249018154
-
Characterizing optimism and pessimism directly through como-notonicity
-
Wakker P (1990) Characterizing optimism and pessimism directly through como-notonicity. J Econ Theory 52: 453-463.
-
(1990)
J Econ Theory
, vol.52
, pp. 453-463
-
-
Wakker, P.1
|