-
1
-
-
0036521060
-
Positivity of bid-ask spreads and symmetrical monotone risk aversion
-
Abouda M., and Chateauneuf A. Positivity of bid-ask spreads and symmetrical monotone risk aversion. Theory and Decision 52 (2002) 149-170
-
(2002)
Theory and Decision
, vol.52
, pp. 149-170
-
-
Abouda, M.1
Chateauneuf, A.2
-
3
-
-
0000672689
-
Uncertainty aversion, risk aversion, and the optimal choice of portfolio
-
Dow J., and Werlang S.R.C. Uncertainty aversion, risk aversion, and the optimal choice of portfolio. Econometrica 60 (1992) 197-204
-
(1992)
Econometrica
, vol.60
, pp. 197-204
-
-
Dow, J.1
Werlang, S.R.C.2
-
4
-
-
0000798483
-
Nash equilibrium under Knightian uncertainty: breaking down backward induction
-
Dow J., and Werlang S.R.C. Nash equilibrium under Knightian uncertainty: breaking down backward induction. Journal of Economic Theory 64 (1994) 305-324
-
(1994)
Journal of Economic Theory
, vol.64
, pp. 305-324
-
-
Dow, J.1
Werlang, S.R.C.2
-
5
-
-
84957363402
-
Risk, ambiguity, and the savage axioms
-
Ellsberg D. Risk, ambiguity, and the savage axioms. Quarterly Journal of Economics 75 (1961) 643-669
-
(1961)
Quarterly Journal of Economics
, vol.75
, pp. 643-669
-
-
Ellsberg, D.1
-
6
-
-
0001478807
-
A definition of uncertainty aversion
-
Epstein L.G. A definition of uncertainty aversion. Review of Economic Studies 66 (1999) 579-608
-
(1999)
Review of Economic Studies
, vol.66
, pp. 579-608
-
-
Epstein, L.G.1
-
7
-
-
0000206041
-
Intertemporal asset pricing under Knightian uncertainty
-
Epstein L.G., and Wang T. Intertemporal asset pricing under Knightian uncertainty. Econometrica 62 (1994) 283-322
-
(1994)
Econometrica
, vol.62
, pp. 283-322
-
-
Epstein, L.G.1
Wang, T.2
-
8
-
-
0001931927
-
Uncertainty, risk-neutral measures and security price booms and crashes
-
Epstein L.G., and Wang T. Uncertainty, risk-neutral measures and security price booms and crashes. Journal of Economic Theory 67 (1995) 40-82
-
(1995)
Journal of Economic Theory
, vol.67
, pp. 40-82
-
-
Epstein, L.G.1
Wang, T.2
-
9
-
-
0001009025
-
Subjective probabilities on subjective unambiguous events
-
Epstein L.G., and Zhang J. Subjective probabilities on subjective unambiguous events. Econometrica 69 (2001) 265-306
-
(2001)
Econometrica
, vol.69
, pp. 265-306
-
-
Epstein, L.G.1
Zhang, J.2
-
11
-
-
33750505258
-
-
Ghirardato, P., 1994. Agency Theory with Uncertainty Aversion, mimeo.
-
-
-
-
14
-
-
0030295580
-
Equilibrium in beliefs under uncertainty
-
Lo K.C. Equilibrium in beliefs under uncertainty. Journal of Economic Theory 71 (1996) 443-484
-
(1996)
Journal of Economic Theory
, vol.71
, pp. 443-484
-
-
Lo, K.C.1
-
15
-
-
0032348772
-
Sealed bid auctions with uncertainty averse bidders
-
Lo K.C. Sealed bid auctions with uncertainty averse bidders. Economic Theory 12 (1998) 1-20
-
(1998)
Economic Theory
, vol.12
, pp. 1-20
-
-
Lo, K.C.1
-
16
-
-
0001239604
-
Extensive form games with uncertainty averse players
-
Lo K.C. Extensive form games with uncertainty averse players. Games and Economic Behavior 28 (1999) 256-270
-
(1999)
Games and Economic Behavior
, vol.28
, pp. 256-270
-
-
Lo, K.C.1
-
20
-
-
0001333688
-
Subjective probability and expected utility without additivity
-
Schmeidler D. Subjective probability and expected utility without additivity. Econometrica 57 (1989) 571-587
-
(1989)
Econometrica
, vol.57
, pp. 571-587
-
-
Schmeidler, D.1
-
21
-
-
0036706493
-
Subjective ambiguity, expected utility and Choquet expected utility
-
Zhang J. Subjective ambiguity, expected utility and Choquet expected utility. Economic Theory 20 (2002) 159-181
-
(2002)
Economic Theory
, vol.20
, pp. 159-181
-
-
Zhang, J.1
|