-
1
-
-
0001248680
-
Le comportement de l'homme rationnel devant le risque: critique des postulats et axiomes de l'cole amricaine
-
Allais M. Le comportement de l'homme rationnel devant le risque: critique des postulats et axiomes de l'cole amricaine. Econometrica 21 (1953) 503-546
-
(1953)
Econometrica
, vol.21
, pp. 503-546
-
-
Allais, M.1
-
3
-
-
0001627170
-
A generalization of the quasilinear mean with applications to the measurement of income inequality and decision theory resolving the Allais paradox
-
Chew S.H. A generalization of the quasilinear mean with applications to the measurement of income inequality and decision theory resolving the Allais paradox. Econometrica 51 (1983) 1065-1092
-
(1983)
Econometrica
, vol.51
, pp. 1065-1092
-
-
Chew, S.H.1
-
4
-
-
33646366703
-
Event exchangeability: probabilistic sophistication without continuity or monotonicity
-
Chew S.H., and Sagi J.S. Event exchangeability: probabilistic sophistication without continuity or monotonicity. Econometrica 74 (2006) 771-786
-
(2006)
Econometrica
, vol.74
, pp. 771-786
-
-
Chew, S.H.1
Sagi, J.S.2
-
5
-
-
38849110128
-
-
B. de Finetti, Foresight: its logical laws, its subjective sources, Ann. Inst. Henri Poincaré (1937) and translated in: H.E. Kyburg, H.E. Smokler (Eds.), Studies in Subjective Probability, Wiley, New York, 1964.
-
B. de Finetti, Foresight: its logical laws, its subjective sources, Ann. Inst. Henri Poincaré (1937) and translated in: H.E. Kyburg, H.E. Smokler (Eds.), Studies in Subjective Probability, Wiley, New York, 1964.
-
-
-
-
6
-
-
84957363402
-
Risk, ambiguity and the Savage axioms
-
Ellsberg D. Risk, ambiguity and the Savage axioms. Quart. J. Econ. 75 (1961) 643-669
-
(1961)
Quart. J. Econ.
, vol.75
, pp. 643-669
-
-
Ellsberg, D.1
-
7
-
-
0001478807
-
A definition of uncertainty aversion
-
Epstein L.G. A definition of uncertainty aversion. Rev. Econ. Stud. 66 (1999) 579-608
-
(1999)
Rev. Econ. Stud.
, vol.66
, pp. 579-608
-
-
Epstein, L.G.1
-
8
-
-
0001009025
-
Subjective probabilities on subjectively unambiguous events
-
Epstein L.G., and Zhang J. Subjective probabilities on subjectively unambiguous events. Econometrica 69 (2001) 265-306
-
(2001)
Econometrica
, vol.69
, pp. 265-306
-
-
Epstein, L.G.1
Zhang, J.2
-
9
-
-
38849205534
-
-
H. Ergin, F. Gul, A subjective theory of compound lotteries, mimeo, 2004.
-
H. Ergin, F. Gul, A subjective theory of compound lotteries, mimeo, 2004.
-
-
-
-
10
-
-
84963009402
-
Distortion of subjective probabilities as a reaction to uncertainty
-
Fellner W. Distortion of subjective probabilities as a reaction to uncertainty. Quart. J. Econ. 75 (1961) 670-689
-
(1961)
Quart. J. Econ.
, vol.75
, pp. 670-689
-
-
Fellner, W.1
-
11
-
-
21844491157
-
Ambiguity aversion and comparative ignorance
-
Fox C., and Tversky A. Ambiguity aversion and comparative ignorance. Quart. J. Econ. 199 (1995) 585-603
-
(1995)
Quart. J. Econ.
, vol.199
, pp. 585-603
-
-
Fox, C.1
Tversky, A.2
-
12
-
-
0036183694
-
Ambiguity made precise: a comparative foundation
-
Ghirardato P., and Marinacci M. Ambiguity made precise: a comparative foundation. J. Econ. Theory 102 (2002) 251-289
-
(2002)
J. Econ. Theory
, vol.102
, pp. 251-289
-
-
Ghirardato, P.1
Marinacci, M.2
-
14
-
-
0001266334
-
Maximin expected utility with a non-unique prior
-
Gilboa I., and Schmeidler D. Maximin expected utility with a non-unique prior. J. Math. Econ. 18 (1989) 141-153
-
(1989)
J. Math. Econ.
, vol.18
, pp. 141-153
-
-
Gilboa, I.1
Schmeidler, D.2
-
15
-
-
0008798298
-
Subjective probability without monotonicity: or how machina's mom may also be probabilistically sophisticated
-
Grant S. Subjective probability without monotonicity: or how machina's mom may also be probabilistically sophisticated. Econometrica 63 (1995) 159-191
-
(1995)
Econometrica
, vol.63
, pp. 159-191
-
-
Grant, S.1
-
16
-
-
38849176867
-
-
J. Gyntelberg, F. Hansen, Expected utility theory with "small worlds", mimeo, 2004.
-
J. Gyntelberg, F. Hansen, Expected utility theory with "small worlds", mimeo, 2004.
-
-
-
-
17
-
-
0038880247
-
Preference and belief: ambiguity and competence in choice under uncertainty
-
Heath C., and Tversky A. Preference and belief: ambiguity and competence in choice under uncertainty. J. Risk Uncertainty 4 (1991) 5-28
-
(1991)
J. Risk Uncertainty
, vol.4
, pp. 5-28
-
-
Heath, C.1
Tversky, A.2
-
18
-
-
28844452879
-
Neural systems responding to degrees of uncertainty in human decision-making
-
Hsu M., Bhatt M., Adolphs R., Tranel D., and Camerer C.F. Neural systems responding to degrees of uncertainty in human decision-making. Science 310 (2005) 1680-1683
-
(2005)
Science
, vol.310
, pp. 1680-1683
-
-
Hsu, M.1
Bhatt, M.2
Adolphs, R.3
Tranel, D.4
Camerer, C.F.5
-
19
-
-
0001822649
-
Judged knowledge and ambiguity aversion
-
Keppe H.-J., and Weber M. Judged knowledge and ambiguity aversion. Theory Dec. 39 (1995) 51-77
-
(1995)
Theory Dec.
, vol.39
, pp. 51-77
-
-
Keppe, H.-J.1
Weber, M.2
-
21
-
-
33644553294
-
A smooth model of decision making under uncertainty
-
Klibanoff P.M., Marinacci M., and Mukerji S. A smooth model of decision making under uncertainty. Econometrica 73 (2005) 1849-1892
-
(2005)
Econometrica
, vol.73
, pp. 1849-1892
-
-
Klibanoff, P.M.1
Marinacci, M.2
Mukerji, S.3
-
23
-
-
33847008376
-
Subjective probabilities on "small" domains
-
Kopylov I. Subjective probabilities on "small" domains. J. Econ. Theory 133 (2007) 236-265
-
(2007)
J. Econ. Theory
, vol.133
, pp. 236-265
-
-
Kopylov, I.1
-
25
-
-
0001268165
-
A more robust definition of subjective probability
-
Machina M.J., and Schmeidler D. A more robust definition of subjective probability. Econometrica 60 (1992) 745-780
-
(1992)
Econometrica
, vol.60
, pp. 745-780
-
-
Machina, M.J.1
Schmeidler, D.2
-
26
-
-
38249017023
-
Subjective expected utility with non-additive probabilities on finite state spaces
-
Nakamura Y. Subjective expected utility with non-additive probabilities on finite state spaces. J. Econ. Theory 51 (1990) 346-366
-
(1990)
J. Econ. Theory
, vol.51
, pp. 346-366
-
-
Nakamura, Y.1
-
27
-
-
33644533822
-
Uncertainty aversion with second-order probabilities and utilities
-
Nau R. Uncertainty aversion with second-order probabilities and utilities. Manage. Sci. 52 (2006) 136-145
-
(2006)
Manage. Sci.
, vol.52
, pp. 136-145
-
-
Nau, R.1
-
28
-
-
38849090054
-
-
K. Nehring, Decision-making in the context of imprecise probabilistic beliefs, mimeo, 2006.
-
K. Nehring, Decision-making in the context of imprecise probabilistic beliefs, mimeo, 2006.
-
-
-
-
29
-
-
38849201125
-
-
K. Nehring, Bernoulli without bayes: a theory of utility-sophisticated preferences under ambiguity, mimeo, 2006.
-
K. Nehring, Bernoulli without bayes: a theory of utility-sophisticated preferences under ambiguity, mimeo, 2006.
-
-
-
-
30
-
-
38849135963
-
-
K. Nehring, Is it possible to define subjective probabilities in purely behavioral terms? A comment on Epstein-Zhang (2001), mimeo, 2006.
-
K. Nehring, Is it possible to define subjective probabilities in purely behavioral terms? A comment on Epstein-Zhang (2001), mimeo, 2006.
-
-
-
-
32
-
-
38849159184
-
-
J. Sagi, Modeling implications of source-invariance to Machina's 'almost objective fair bets', mimeo, 2007.
-
J. Sagi, Modeling implications of source-invariance to Machina's 'almost objective fair bets', mimeo, 2007.
-
-
-
-
34
-
-
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
-
35
-
-
0142087749
-
Optimal lifetime consumption-portfolio strategies under trading constraints and non-tradeable income
-
Schroder M., and Skiadas C. Optimal lifetime consumption-portfolio strategies under trading constraints and non-tradeable income. Stochastic Processes Appl. 108 (2003) 155-202
-
(2003)
Stochastic Processes Appl.
, vol.108
, pp. 155-202
-
-
Schroder, M.1
Skiadas, C.2
-
36
-
-
33646360700
-
A behavioral characterization of plausible priors
-
Siniscalchi M. A behavioral characterization of plausible priors. J. Econ. Theory 128 (2006) 91-135
-
(2006)
J. Econ. Theory
, vol.128
, pp. 91-135
-
-
Siniscalchi, M.1
-
37
-
-
38849121396
-
-
C. Skiadas, Dynamics portfolio choice and risk aversion, in: J.R. Birge, V. Linetsky (Eds.), Financial Engineering, vol. 15, Elsevier, Amsterdam, 2008.
-
C. Skiadas, Dynamics portfolio choice and risk aversion, in: J.R. Birge, V. Linetsky (Eds.), Financial Engineering, vol. 15, Elsevier, Amsterdam, 2008.
-
-
-
-
38
-
-
0029195485
-
Risk attitudes and decision weights
-
Tversky A., and Wakker P.P. Risk attitudes and decision weights. Econometrica 63 (1995) 1255-1280
-
(1995)
Econometrica
, vol.63
, pp. 1255-1280
-
-
Tversky, A.1
Wakker, P.P.2
-
39
-
-
38849167502
-
-
P.P. Wakker, Uncertainty, in: The New Palgrave: A Dictionary of Economics, Palgrave-Macmillan, 2007, forthcoming.
-
P.P. Wakker, Uncertainty, in: The New Palgrave: A Dictionary of Economics, Palgrave-Macmillan, 2007, forthcoming.
-
-
-
-
40
-
-
0013001605
-
Qualitative probabilities on λ-systems
-
Zhang J. Qualitative probabilities on λ-systems. Math. Soc. Sci. 38 (1999) 11-20
-
(1999)
Math. Soc. Sci.
, vol.38
, pp. 11-20
-
-
Zhang, J.1
|