메뉴 건너뛰기




Volumn 45, Issue 9-10, 2009, Pages 535-558

Ambiguity through confidence functions

Author keywords

Ambiguity attitudes; Ambiguity aversion; Confidence functions; Knightian uncertainty; Multiple prior model

Indexed keywords


EID: 70349753072     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmateco.2009.05.001     Document Type: Article
Times cited : (111)

References (27)
  • 3
    • 70349748083 scopus 로고    scopus 로고
    • Berge, C., 1959. Espaces topologiques, functions multivoques. Collection universitaire de mathématiques, Dunod, Paris. English translation: Topological Spaces. Including a Treatment of Multi-Valued Functions, Vector Spaces and Convexity. Macmillan, New York, 1963; reprinted by Dover Publications, Inc. Mineola, NY, 1997.
    • Berge, C., 1959. Espaces topologiques, functions multivoques. Collection universitaire de mathématiques, Dunod, Paris. English translation: Topological Spaces. Including a Treatment of Multi-Valued Functions, Vector Spaces and Convexity. Macmillan, New York, 1963; reprinted by Dover Publications, Inc. Mineola, NY, 1997.
  • 4
    • 70349744975 scopus 로고    scopus 로고
    • Private communication
    • Castagnoli, E., 2006. Private communication.
    • (2006)
    • Castagnoli, E.1
  • 5
    • 0001452463 scopus 로고
    • On the use of capacities in modeling uncertainty aversion and risk aversion
    • Chateauneuf A. On the use of capacities in modeling uncertainty aversion and risk aversion. Journal of Mathematical Economics 20 (1991) 343-369
    • (1991) Journal of Mathematical Economics , vol.20 , pp. 343-369
    • Chateauneuf, A.1
  • 7
    • 84957363402 scopus 로고
    • 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
  • 8
    • 0010143617 scopus 로고
    • On systems of linear inequalities, linear inequalities and related systems
    • Fan K. On systems of linear inequalities, linear inequalities and related systems. Annals of Mathematical Studies 38 (1956)
    • (1956) Annals of Mathematical Studies , vol.38
    • Fan, K.1
  • 10
    • 0036183694 scopus 로고    scopus 로고
    • Ambiguity made precise: a comparative foundation
    • Ghirardato P., and Marinacci M. Ambiguity made precise: a comparative foundation. Journal of Economic Theory 102 (2002) 251-289
    • (2002) Journal of Economic Theory , vol.102 , pp. 251-289
    • Ghirardato, P.1    Marinacci, M.2
  • 16
  • 17
    • 0001288023 scopus 로고
    • An axiomatic approach to measurable utility
    • Herstein I.N., and Milnor J. An axiomatic approach to measurable utility. Econometrica 21 (1953) 291-297
    • (1953) Econometrica , vol.21 , pp. 291-297
    • Herstein, I.N.1    Milnor, J.2
  • 18
    • 33644553294 scopus 로고    scopus 로고
    • A smooth model of decision making under ambiguity
    • Klibanoff P., Marinacci M., and Mukerji S. A smooth model of decision making under ambiguity. Econometrica 73 6 (2005) 1849-1892
    • (2005) Econometrica , vol.73 , Issue.6 , pp. 1849-1892
    • Klibanoff, P.1    Marinacci, M.2    Mukerji, S.3
  • 20
    • 33750564062 scopus 로고    scopus 로고
    • Ambiguity aversion, robustness and the variational representation of preferences
    • Maccheroni F., Marinacci M., and Rustichini A. Ambiguity aversion, robustness and the variational representation of preferences. Econometrica 74 6 (2006) 1447-1498
    • (2006) Econometrica , vol.74 , Issue.6 , pp. 1447-1498
    • Maccheroni, F.1    Marinacci, M.2    Rustichini, A.3
  • 22
    • 0000565701 scopus 로고
    • The concept of normality for fuzzy random variables
    • Puri M.L., and Ralescu D.A. The concept of normality for fuzzy random variables. The Annals of Probability 13 4 (1985) 1374-1379
    • (1985) The Annals of Probability , vol.13 , Issue.4 , pp. 1374-1379
    • Puri, M.L.1    Ralescu, D.A.2
  • 25
    • 0001333688 scopus 로고
    • Subjective probability and expected utility theory without additivity
    • Schmeidler D. Subjective probability and expected utility theory without additivity. Econometrica 57 (1989) 571-587
    • (1989) Econometrica , vol.57 , pp. 571-587
    • Schmeidler, D.1
  • 26
    • 84963108002 scopus 로고
    • Liquidity preference as behavior toward risk
    • Tobin J. Liquidity preference as behavior toward risk. Review of Economic Studies 25 (1958) 65-86
    • (1958) Review of Economic Studies , vol.25 , pp. 65-86
    • Tobin, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.