[go: up one dir, main page]

  EconPapers    
Economics at your fingertips  
 

Citing Paper


Go to citing paper

Citations in EconPapers for

Fabio Maccheroni; Massimo Marinacci and Aldo Rustichini, (2006), Ambiguity Aversion, Robustness, and the Variational Representation of Preferences, No 12, Carlo Alberto Notebooks, Collegio Carlo Alberto

623 citing papers found in EconPapers

Show results as a single list without preview

1112131415161718191FirstFirst

, and ,, (2015), Hidden actions and preferences for timing of resolution of uncertainty, Theoretical Economics, 10, (2)

,, (2012), The ex-ante aggregation of opinions under uncertainty, Theoretical Economics, 7, (3)

,, (2013), Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion, Theoretical Economics, 8, (1)

,, (2016), Objective rationality and uncertainty averse preferences, Theoretical Economics, 11, (2)

Abdellaoui, Mohammed; Aurelien Baillon; Laetitia Placido and Peter Wakker, (2011), The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation, American Economic Review, 101, (2), 695-723

Adachi, Takanori and Takao Asano, (2011), Entrepreneurial Choice and Knightian Uncertainty with Borrowing Constraints, No 803, KIER Working Papers, Kyoto University, Institute of Economic Research

Adam, Klaus and Michael Woodford, (2021), Robustly optimal monetary policy in a new Keynesian model with housing, Journal of Economic Theory, 198, (C)

Aerts, Diederik; Emmanuel Haven and Sandro Sozzo, (2016), A Proposal to Extend Expected Utility in a Quantum Probabilistic Framework, Papers, arXiv.org

Aerts, Diederik; Suzette Geriente; Catarina Moreira and Sandro Sozzo, (2018), Testing ambiguity and Machina preferences within a quantum-theoretic framework for decision-making, Journal of Mathematical Economics, 78, (C), 176-185

Aflaki, Sam, (2013), The effect of environmental uncertainty on the tragedy of the commons, Games and Economic Behavior, 82, (C), 240-253

Agarwal, Vikas; Yakup Arisoy and Narayan Y. Naik, (2015), Volatility of aggregate volatility and hedge funds returns, No 15-03 [rev.], CFR Working Papers, University of Cologne, Centre for Financial Research (CFR)

Agarwal, Vikas; Yakup Arisoy and Narayan Y. Naik, (2015), Volatility of aggregate volatility and hedge funds returns, No 15-03, CFR Working Papers, University of Cologne, Centre for Financial Research (CFR)

Agliardi, Elettra and Anastasios Xepapadeas, (2022), Temperature targets, deep uncertainty and extreme events in the design of optimal climate policy, Journal of Economic Dynamics and Control, 139, (C)

Ai, Hengjie and Ravi Bansal, (2016), Risk Preferences and The Macro Announcement Premium, No 22527, NBER Working Papers, National Bureau of Economic Research, Inc

Akcigit, Ufuk; Fernando Alvarez; Stéphane Bonhomme; George Constantinides; Douglas W Diamond; Eugene F Fama; David W Galenson; Michael Greenstone; Lars Hansen; Harald Uhlig; James Heckman; Ali Hortacsu; Emir Kamenica; Greg Kaplan; Anil K Kashyap; Steven Levitt; John List; Robert Lucas; Magne Mogstad; Roger Myerson; Derek Neal; Canice Prendergast; Raghuram G Rajan; Philip Reny; Azeem Shaikh; Robert Shimer; Hugo Sonnenschein; Nancy L Stokey; Richard Thaler; Robert H Topel; Robert Vishny and Luigi Zingales, (2017), The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics, Natural Field Experiments, The Field Experiments Website

Alon, Shiri and Aviad Heifetz, (2014), The logic of Knightian games, Economic Theory Bulletin, 2, (2), 161-182

Alon, Shiri and David Schmeidler, (2014), Purely subjective Maxmin Expected Utility, Journal of Economic Theory, 152, (C), 382-412

Alvarez, Luis and S\"oren Christensen, (2019), A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty, Papers, arXiv.org

Alvarez, Luis and S\"oren Christensen, (2019), The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts, Papers, arXiv.org

Amarante, Massimiliano and Mario Ghossoub, (2021), Aggregation of opinions and risk measures, Journal of Economic Theory, 196, (C)

Ameur, Hachmi Ben; Mouna Boujelbène; Jean-Luc Prigent and Emna Triki, (2020), Optimal Portfolio Positioning on Multiple Assets Under Ambiguity, Computational Economics, 56, (1), 21-57

André, Eric, (2013), Optimal Portfolio with Vector Expected Utility, No 1308, AMSE Working Papers, Aix-Marseille School of Economics, France

André, Eric, (2013), Optimal Portfolio with Vector Expected Utility, Working Papers, HAL

André, Eric, (2014), Crisp Fair Gambles, Working Papers, HAL

André, Eric, (2014), Crisp Fair Gambles, No 1410, AMSE Working Papers, Aix-Marseille School of Economics, France

André, Eric, (2014), Optimal portfolio with vector expected utility, Mathematical Social Sciences, 69, (C), 50-62

André, Eric, (2016), Crisp monetary acts in multiple-priors models of decision under ambiguity, Journal of Mathematical Economics, 67, (C), 153-161

Angelsberg, Gilles; Freddy Delbaen; Ivo Kaelin; Michael Kupper and Joachim Näf, (2011), On a class of law invariant convex risk measures, Finance and Stochastics, 15, (2), 343-363

Araujo, Aloisio, (2015), General equilibrium, preferences and financial institutions after the crisis, Economic Theory, 58, (2), 217-254

Araujo, Aloisio; Alain Chateauneuf; Gama-Torres J. and Rodrigo Novinski, (2014), General equilibrium, risk taking and volatility, No 2014-181, Working Papers, Department of Research, Ipag Business School

Araujo, Aloisio; Alain Chateauneuf and José Faro, (2018), Financial market structures revealed by pricing rules: Efficient complete markets are prevalent, Journal of Economic Theory, 173, (C), 257-288

Araujo, Aloisio; Alain Chateauneuf; Juan Pablo Gama and Rodrigo Novinski, (2018), General Equilibrium With Uncertainty Loving Preferences, Econometrica, 86, (5), 1859-1871

Araujo, Aloisio; Pietro da Silva and José Faro, (2016), Ambiguity aversion in the long run: “To disagree, we must also agree”, Journal of Economic Theory, 165, (C), 242-256

Arend, Richard J., (2022), The Costs of Ambiguity in Strategic Contexts, Administrative Sciences, 12, (3), 1-19

Attanasi, Giuseppe and Aldo Montesano, (2010), The Price for Information about Probabilities and its Relation with Capacities, No 10-193, TSE Working Papers, Toulouse School of Economics (TSE)

Attanasi, Giuseppe and Aldo Montesano, (2012), The price for information about probabilities and its relation with risk and ambiguity, Theory and Decision, 73, (1), 125-160

Attema, Arthur; Han Bleichrodt and Olivier L'Haridon, (2018), Ambiguity preferences for health, Health Economics, 27, (11), 1699-1716

Aubert, Nicolas; Benameur Hachmi; Guillaume Garnotel and Jean-Luc Prigent, (2018), Optimal Employee Ownership Contracts under Ambiguity Aversion, Post-Print, HAL

Aubert, Nicolas; Hachmi Ben Ameur; Guillaume Garnotel and Jean-Luc Prigent, (2018), OPTIMAL EMPLOYEE OWNERSHIP CONTRACTS UNDER AMBIGUITY AVERSION, Economic Inquiry, 56, (1), 238-251

Aydogan, Ilke; Loïc Berger; Valentina Bosetti and Ning Liu, (2022), Three layers of uncertainty, Working Papers, HAL

Aydogan, Ilke; Loïc Berger; Valentina Bosetti and Ning Liu, (2022), Three layers of uncertainty, No 2022-iRisk-01, Working Papers, IESEG School of Management

Aydogan, Ilke; Loïc Berger; Valentina Bosetti and Ning Liu, (2023), Three Layers of Uncertainty, Journal of the European Economic Association, 21, (5), 2209-2236

Aydogan, Ilke; Loïc Berger; Valentina Bosetti and Ning Liu, (2023), Three Layers of Uncertainty, Post-Print, HAL

Aydogan, Ilke; Loïc Berger and Vincent Theroude, (2023), More Ambiguous or More Complex? An Investigation of Individual Preferences under Model Uncertainty, No 2023-iRisk-02, Working Papers, IESEG School of Management

Aydogan, Ilke; Loïc Berger and Vincent Théroude, (2023), More Ambiguous or More Complex? An Investigation of Individual Preferences under Uncertainty, Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg

Azrieli, Yaron and Roee Teper, (2009), Uncertainty aversion and equilibrium existence in games with incomplete information, MPRA Paper, University Library of Munich, Germany

B\"auerle, Nicole and Alexander Glauner, (2020), Distributionally Robust Markov Decision Processes and their Connection to Risk Measures, Papers, arXiv.org

Backhoff, Julio and Ulrich Horst, (2016), Conditional Analysis and a Principal-Agent problem, Papers, arXiv.org

Backhoff-Veraguas, Julio; Patrick Beissner and Ulrich Horst, (2021), Robust Contracting in General Contract Spaces, Papers, arXiv.org

Backhoff-Veraguas, Julio; Patrick Beissner and Ulrich Horst, (2022), Robust contracting in general contract spaces, Economic Theory, 73, (4), 917-945

Bade, Sophie, (2011), Ambiguous act equilibria, Games and Economic Behavior, 71, (2), 246-260

Bade, Sophie, (2011), Electoral competition with uncertainty averse parties, Games and Economic Behavior, 72, (1), 12-29

Bai, Ge and Ranjani Krishnan, (2016), Effects of Ambiguous Common Uncertainty on Employee Preference for Relative Performance Contracts, The Japanese Accounting Review, 6, 65-93

Baik, Sosung and Sung-Ha Hwang, (2022), Revenue Comparisons of Auctions with Ambiguity Averse Sellers, Papers, arXiv.org

Baillon, Aurelien; Han Bleichrodt; Chen Li and Peter Wakker, (2021), Belief hedges: Measuring ambiguity for all events and all models, Journal of Economic Theory, 198, (C)

Baillon, Aurelien; Han Bleichrodt; Zhenxing Huang and Rogier Potter van Loon, (2017), Measuring ambiguity attitude: (Extended) multiplier preferences for the American and the Dutch population, Journal of Risk and Uncertainty, 54, (3), 269-281

Baillon, Aurelien; Harris Schlesinger and Gijs Kuilen, (2018), Measuring higher order ambiguity preferences, Experimental Economics, 21, (2), 233-256

Baillon, Aurelien and Lætitia Placido, (2019), Testing constant absolute and relative ambiguity aversion, Journal of Economic Theory, 181, (C), 309-332

Baillon, Aurelien; Olivier L'Haridon and Laetitia Placido, (2011), Ambiguity Models and the Machina Paradoxes, American Economic Review, 101, (4), 1547-60

Baillon, Aurelien; Zhenxing Huang; Asli Selim and Peter Wakker, (2018), Measuring Ambiguity Attitudes for All (Natural) Events, Econometrica, 86, (5), 1839-1858

Balbás, Alejandro; Beatriz Balbás; Raquel Balbás and Antonio Heras, (2015), Optimal reinsurance under risk and uncertainty, Insurance: Mathematics and Economics, 60, (C), 61-74

Balbás, Alejandro and Gregorio Serna, (2024), Selling options to beat the market: Further empirical evidence, Research in International Business and Finance, 67, (PB)

Balbás, Beatriz and Raquel Balbás, (2011), CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure, IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM)

Balbás, Beatriz; Raquel Balbás and Antonio Rodríguez de las Heras Pérez, (2014), Optimal reinsurance under risk and uncertainty, IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM)

Bali, Turan G. and Hao Zhou, (2011), Risk, uncertainty, and expected returns, No 2011-45, Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

Bali, Turan G.; Stephen Brown and Yi Tang, (2017), Is economic uncertainty priced in the cross-section of stock returns?, Journal of Financial Economics, 126, (3), 471-489

Balter, Anne G. and Antoon Pelsser, (2020), Pricing and hedging in incomplete markets with model uncertainty, European Journal of Operational Research, 282, (3), 911-925

Bansal, Ravi and Hengjie Ai, (2016), Macro Announcement Premium and Risk Preferences, No 715, 2016 Meeting Papers, Society for Economic Dynamics

Barillas, Francisco; Lars Hansen and Thomas Sargent, (2009), Doubts or variability?, Journal of Economic Theory, 144, (6), 2388-2418

Barnett, Michael; Greg Buchak and Constantine Yannelis, (2020), Epidemic Responses Under Uncertainty, No 2020-72, Working Papers, Becker Friedman Institute for Research In Economics

Barnett, Michael; Greg Buchak and Constantine Yannelis, (2020), Epidemic Responses Under Uncertainty, No 27289, NBER Working Papers, National Bureau of Economic Research, Inc

Barrieu, Pauline and Sinclair Desgagn�, (2009), Economic policy when models disagree, No 4, GRI Working Papers, Grantham Research Institute on Climate Change and the Environment

Bartl, Daniel, (2019), Exponential utility maximization under model uncertainty for unbounded endowments, Papers, arXiv.org

Bartl, Daniel; Samuel Drapeau and Ludovic Tangpi, (2019), Computational aspects of robust optimized certainty equivalents and option pricing, Papers, arXiv.org

Bassanin, Marzio; Ester Faia and Valeria Patella, (2021), Ambiguity attitudes and the leverage cycle, Journal of International Economics, 129, (C)

Bastianello, Lorenzo and Jos\'e Heleno Faro, (2020), Time discounting under uncertainty, Papers, arXiv.org

Bastianello, Lorenzo and José Heleno Faro, (2023), Choquet expected discounted utility, Economic Theory, 75, (4), 1071-1098

Bastianello, Lorenzo; José Heleno Faro and Ana Santos, (2022), Dynamically consistent objective and subjective rationality, Economic Theory, 74, (2), 477-504

Battigalli, Pierpaolo; Simone Cerreia-Vioglio; Fabio Maccheroni and Massimo Marinacci, (2013), Mixed Extensions of Decision Problems under Uncertainty, No 485, Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University

Battigalli, Pierpaolo; Simone Cerreia-Vioglio; Fabio Maccheroni and Massimo Marinacci, (2017), Mixed extensions of decision problems under uncertainty, Economic Theory, 63, (4), 827-866

Bauer, Christian, (2012), Products of non-additive measures: a Fubini-like theorem, Theory and Decision, 73, (4), 621-647

Bazovkin, Pavel, (2014), Geometrical framework for robust portfolio optimization, No 01/14, Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics

Beauchêne, Dorian; Jian Li and Ming Li, (2019), Ambiguous persuasion, Journal of Economic Theory, 179, (C), 312-365

Beissner, Patrick, (2017), Equilibrium prices and trade under ambiguous volatility, Economic Theory, 64, (2), 213-238

Beißner, Patrick, (2014), Coherent price systems and uncertainty-neutral valuation, No 464, Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University

Beißner, Patrick, (2016), Radner Equilibria under Ambiguous Volatility, No 493, Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University

Beißner, Patrick and M. Khan, (2019), On Hurwicz–Nash equilibria of non-Bayesian games under incomplete information, Games and Economic Behavior, 115, (C), 470-490

Beißner, Patrick and Frank Riedel, (2018), Equilibria under Knightian Price Uncertainty, No 597, Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University

Bellini, Fabio; Roger Laeven and Emanuela Rosazza Gianin, (2021), Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures, European Journal of Operational Research, 291, (2), 438-446

Bellini, Fabio; Tiantian Mao; Ruodu Wang and Qinyu Wu, (2024), Disappointment concordance and duet expectiles, Papers, arXiv.org

Belomestny, Denis; Tobias Hübner and Volker Krätschmer, (2022), Solving optimal stopping problems under model uncertainty via empirical dual optimisation, Finance and Stochastics, 26, (3), 461-503

Ben Ameur, Hachmi and Jean-Luc Prigent, (2013), Optimal portfolio positioning under ambiguity, Economic Modelling, 34, (C), 89-97

Ben-Tal, Aharon; Dimitris Bertsimas and David B. Brown, (2010), A Soft Robust Model for Optimization Under Ambiguity, Operations Research, 58, (4-part-2), 1220-1234

Benigno, Pierpaolo and Luigi Paciello, (2014), Monetary policy, doubts and asset prices, Journal of Monetary Economics, 64, (C), 85-98

Berger, Loïc, (2011), Smooth Ambiguity Aversion in the Small and in the Large, No ECARES 2011-020, Working Papers ECARES, ULB -- Universite Libre de Bruxelles

Berger, Loïc; Han Bleichrodt and Louis Eeckhoudt, (2013), Treatment decisions under ambiguity, Journal of Health Economics, 32, (3), 559-569

Berger, Loïc and Massimo Marinacci, (2017), Model Uncertainty in Climate Change Economics, No 616, Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University

Berger, Loïc and Massimo Marinacci, (2020), Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research, Environmental & Resource Economics, 77, (3), 475-501

Berger, Loïc and Valentina Bosetti, (2016), Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion, No 236239, MITP: Mitigation, Innovation and Transformation Pathways, Fondazione Eni Enrico Mattei (FEEM)

Berger, Loïc and Valentina Bosetti, (2016), Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion, No 2016.37, Working Papers, Fondazione Eni Enrico Mattei

More citation analysis at CitEc.

The citation and reference data is supplied by Citations in Economics. The data is obtained through machine analysis of the full text files for papers available in EconPapers. Currently only freely available full text files are analysed and results are only included for files which could be parsed without errors.

Customize tabs

Number of items/tab
Number of tabs/page