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Ambiguity Aversion, Robustness, and the Variational Representation of Preferences. (2006). Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio.
In: Carlo Alberto Notebooks.
RePEc:cca:wpaper:12.

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  29. Randomization advice and ambiguity aversion. (2023). Kuzmics, Christoph ; Rogers, Brian W ; Zhang, Xiannong.
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  94. The Effect of Ambiguity in Strategic Environments: an Experiment. (2022). Cabrales, Antonio ; Jorrat, Diego ; Espinosa, Mariapaz ; Braas-Garza, Pablo.
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  96. Viability and Arbitrage Under Knightian Uncertainty. (2021). Soner, Mete H ; Riedel, Frank ; Burzoni, Matteo.
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  97. Imprecise Information and Second-Order Beliefs. (2021). Ui, Takashi ; Takeoka, Norio.
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  98. A survey of decision making and optimization under uncertainty. (2021). Ahner, Darryl K ; Keith, Andrew J.
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  99. Uncertainty Aversion and Convexity in Portfolio Choice. (2021). Dong, Xueqi .
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  100. Proportional Tax under Ambiguity. (2021). Dong, Xueqi ; Li, Shuo.
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  101. The Hidden Heterogeneity of Inflation and Interest Rate Expectations: The Role of Preferences. (2021). Pfajfar, Damjan ; Lamla, Michael ; Drager, Lena.
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  102. Participation in risk sharing under ambiguity. (2021). Werner, Jan.
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  103. Objective and subjective rationality and decisions with the best and worst case in mind. (2021). Stecher, Jack ; Grant, Simon ; Rich, Patricia.
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  104. Ambiguity and Probabilistic Information. (2021). Lefort, Jean-Philippe ; Dominiak, Adam.
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  105. An Axiomatic Foundation for the Expected Shortfall. (2021). Zitikis, Riardas ; Wang, Ruodu.
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  106. If It Is Surely Better, Do It More? Implications for Preferences Under Ambiguity. (2021). Klibanoff, Peter ; Ghili, Soheil.
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  107. Revisiting Ellsberg’s and Machina’s Paradoxes: A Two-Stage Evaluation Model Under Ambiguity. (2021). He, Ying.
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  108. Decision under Uncertainty. (2021). Hill, Brian.
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  109. Behavioral Decision Making in Normative and Descriptive Views: A Critical Review of Literature. (2021). Liu, Wenbin ; Weng, Zhiquan ; Chai, Junyi.
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  110. Belief hedges: Measuring ambiguity for all events and all models. (2021). Wakker, Peter ; Baillon, Aurelien ; Li, Chen ; Bleichrodt, Han.
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  111. Robustly optimal monetary policy in a new Keynesian model with housing. (2021). Woodford, Michael ; Adam, Klaus.
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  112. Aggregation of opinions and risk measures. (2021). amarante, massimiliano ; Ghossoub, Mario.
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  113. Haezendonck-Goovaerts capital allocation rules. (2021). Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela ; Centrone, Francesca ; Canna, Gabriele.
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  114. A decomposition of general premium principles into risk and deviation. (2021). Schmeck, Maren Diane ; Riedel, Frank ; Nendel, Max.
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  115. Ambiguity attitudes and the leverage cycle. (2021). Patella, Valeria ; Faia, Ester ; Bassanin, Marzio.
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  116. Dynamic decision making under ambiguity: An experimental investigation. (2021). Georgalos, Konstantinos.
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  117. Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures. (2021). Laeven, Roger ; Bellini, Fabio ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela .
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  118. Prudence attitude and limited participation. (2021). Wang, Yanjie ; Huang, Helen ; Zhang, Shunming.
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  119. Dual-self Representations of Ambiguity Preferences. (2021). Iijima, Ryota ; Frick, Mira ; Chandrasekher, Madhav ; le Yaouanq, Yves.
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  120. Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets. (2021). Wiesel, Johannes ; Oboj, Jan.
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  121. Convergence of utility indifference prices to the superreplication price in a multiple?priors framework. (2021). Carassus, Laurence ; Blanchard, Romain.
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  122. Speculative trade and the value of public information. (2021). Galanis, Spyros.
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  123. Review of the Bank of Russia and NES Seminar ‘Financial Dollarisation: Causes and Consequences’. (2021). Ponomarenko, Alexey ; Egorov, Konstantin.
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  124. Moral Hazard, Dynamic Incentives, and Ambiguous Perceptions. (2021). Dumav, Martin.
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  125. A Framework for Measures of Risk under Uncertainty. (2021). Wang, Ruodu ; Liu, Yang ; Fadina, Tolulope.
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  126. The Continuity Postulate in Economic Theory: A Deconstruction and an Integration. (2021). Khan, Ali M ; Uyanik, Metin.
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  127. Distributionally robust portfolio maximisation and marginal utility pricing in discrete time. (2021). Obloj, Jan ; Wiesel, Johannes.
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  128. Robust Experimentation in the Continuous Time Bandit Problem. (2021). Pourbabaee, Farzad.
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  129. Star-shaped Risk Measures. (2021). Wang, Ruodu ; Tebaldi, Claudio ; Maccheroni, Fabio ; Cattelan, Giacomo ; Castagnoli, Erio .
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  130. Optimal transportation and the falsifiability of incompletely specified economic models. (2021). Henry, Marc ; Galichon, Alfred ; Ekeland, Ivar.
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  131. New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting. (2021). Hansen, Peter G.
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  132. Randomization and Ambiguity Aversion. (2020). Zhang, QI ; Ke, Shaowei.
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  133. Optimality in an OLG model with nonsmooth preferences. (2020). Ohtaki, Eisei.
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  134. Robust best choice problem. (2020). Obradovi, Lazar.
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  135. Purification and disambiguation of Ellsberg equilibria. (2020). Riedel, Frank ; Decerf, Benoît.
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  136. Rational preference and rationalizable choice. (2020). Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Greco, Salvatore ; Giarlotta, Alfio ; Maccheroni, Fabio.
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  137. Preferences with changing ambiguity aversion. (2020). Xue, Jingyi.
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  138. On Machina’s paradoxes and limited attention. (2020). Burkovskaya, Anastasia.
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  139. Epidemic Responses Under Uncertainty. (2020). Yannelis, Constantine ; Buchak, Greg ; Barnett, Michael.
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  140. Uncertainty Shocks and Business Cycle Research. (2020). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo A.
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  141. Costly Subjective Learning. (2020). Takeoka, Norio ; Hyogo, Kazuya ; Higashi, Youichiro.
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  142. Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research. (2020). Marinacci, Massimo ; Berger, Loïc.
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  143. Optimal Portfolio Positioning on Multiple Assets Under Ambiguity. (2020). Prigent, Jean-Luc ; Boujelbene, Mouna ; ben Ameur, Hachmi ; Triki, Emna.
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  144. Making Decisions under Model Misspecification. (2020). Marinacci, Massimo ; Maccheroni, Fabio ; Hansen, Lars Peter ; Vioglio, Simone Cerreia .
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  145. Robust Opinion Aggregation and its Dynamics. (2020). Lanzani, Giacomo ; Corrao, Roberto ; Cerreia-Vioglio, Simone.
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  146. Three layers of uncertainty and the role of model misspecification. (2020). Bosetti, Valentina ; Liu, Ning ; Berger, Loic ; Aydogan, Ilke.
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  147. Characterizing ambiguity attitudes using model uncertainty. (2020). Bosetti, Valentina ; Berger, Loïc.
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  148. Payoffs-Beliefs Duality and the Value of Information. (2020). de Lara, Michel ; Gossner, Olivier.
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  149. Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households. (2020). Paciello, Luigi ; Michelacci, Claudio.
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  150. A simplified approach to subjective expected utility. (2020). Stanca, Lorenzo .
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  151. A general theory of subjective mixtures. (2020). Ghirardato, Paolo ; Pennesi, Daniele.
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  152. Information order in monotone decision problems under uncertainty. (2020). Zhou, Junjie ; Li, Jian.
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  153. Characterizing ambiguity attitudes using model uncertainty. (2020). Bosetti, Valentina ; Berger, Loic.
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  154. Dynamic consistency and ambiguity: A reappraisal. (2020). Hill, Brian.
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  155. Pricing and hedging in incomplete markets with model uncertainty. (2020). Pelsser, Antoon ; Balter, Anne G.
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  156. Twisted probabilities, uncertainty, and prices. (2020). Sargent, Thomas J ; Han, Lloyd S ; Szke, Balint ; Hansen, Lars Peter.
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  157. Dual-self Representations of Ambiguity Preferences. (2020). Le Yaouanq, Yves ; Frick, Mira ; Chandrasekher, Madhav ; Iijima, Ryota.
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  158. Ambiguity Aversion, Information Acquisition, and Market Opacity. (2020). Huang, Helen Hui ; He, Junyong ; Zhang, Shunming.
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  159. Aggregate Risk or Aggregate Uncertainty? Evidence from UK Households. (2020). Paciello, Luigi ; Michelacci, Claudio.
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  160. Uncertainty Shocks and Business Cycle Research. (2020). Fernandez-Villaverde, Jesus.
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  161. A Decompostion of General Premium Principles into Risk and Deviation. (2020). Riedel, Frank ; Schmeck, Maren Diane ; Nendel, Max.
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  162. Epidemic Responses Under Uncertainty. (2020). Buchak, Greg ; Barnett, Michael ; Yannelis, Constantine.
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  163. Making Decisions under Model Misspecification. (2020). Hansen, Lars Peter ; Vioglio, Simone Cerreiaa ; Marinacci, Massimo ; Maccheroni, Fabio.
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  164. On the Co-evolution of Economic and Ecological Systems. (2020). Xepapadeas, Anastasios ; Levin, Simon.
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  165. Twofold Conservatism in Choice under Uncertainty. (2020). Vinson, Jamie ; Pomatto, Luciano ; Echenique, Federico.
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  166. A Theory of Updating Ambiguous Information. (2020). Tang, Rui.
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  167. Decision Making under Uncertainty: A Game of Two Selves. (2020). Xia, Jianming.
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  168. Ambiguous Persuasion: An Ex-ante Perspective. (2020). Cheng, Xiaoyu.
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  169. Robust Orlicz spaces: observations and caveats. (2020). Nendel, Max ; Liebrich, Felix-Benedikt.
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  170. Making Decisions under Model Misspecification. (2020). Marinacci, Massimo ; Maccheroni, Fabio ; Hansen, Lars Peter ; Cerreia-Vioglio, Simone.
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  171. Distributionally Robust Markov Decision Processes and their Connection to Risk Measures. (2020). Glauner, Alexander ; Bauerle, Nicole.
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  172. A decomposition of general premium principles into risk and deviation. (2020). Schmeck, Maren Diane ; Nendel, Max ; Riedel, Frank.
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  173. Stochastic control of optimized certainty equivalents. (2020). Tangpi, Ludovic ; Reppen, Max A ; Veraguas, Julio Backhoff.
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  174. Twisting the truth: foundations of wishful thinking. (2019). Kovach, Matthew.
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  175. Expected Utility Maximization Problem Under State Constraints and Model Uncertainty. (2019). Mnif, Mohamed ; Mezghanni, Hanen ; Faidi, Wahid.
    In: Journal of Optimization Theory and Applications.
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  176. Asymmetric gain–loss reference dependence and attitudes toward uncertainty. (2019). Svoboda, Richard ; Piermont, Evan ; Lleras, Juan Sebastian.
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  177. Macroeconomics with Learning and Misspecification: A General Theory and Applications. (2019). Molavi, Pooya.
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  178. Boolean Representations of Preferences under Ambiguity. (2019). le Yaouanq, Yves ; Iijima, Ryota ; Frick, Mira.
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  179. Trust as a decision under ambiguity. (2019). Wakker, Peter ; Turmunkh, Uyanga ; Li, Chen.
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  180. Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case. (2019). Zawisza, Dariusz ; Trybua, Jakub.
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  181. An Experimental Test of the Anscombe–Aumann Monotonicity Axiom. (2019). Schonger, Martin ; Schneider, Florian H.
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  182. Payoffs-Beliefs Duality and the Value of Information. (2019). Gossner, Olivier ; de Lara, Michel.
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  183. Is Ellsberg behavior evidence of ambiguity aversion?. (2019). Kuzmics, Christoph ; Zhang, Xiannong ; Rogers, Brian W.
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  184. Measuring and Allocating Systemic Risk. (2019). Brunnermeier, Markus ; Cheridito, Patrick.
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  185. An additive model of decision making under risk and ambiguity. (2019). Jia, Jianmin ; Butler, John C ; Dyer, James S ; He, Ying.
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  186. Efficient allocations under law-invariance: A unifying approach. (2019). Svindland, Gregor ; Liebrich, Felix-Benedikt.
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  187. Mean-dispersion preferences with a specific dispersion function. (2019). Schneider, Mark ; Nunez, Manuel.
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  188. Ambiguity and endogenous discounting. (2019). Kochov, Asen ; Bommier, Antoine ; le Grand, Franois ; Legrand, Franois .
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  189. Strategic uncertainty and equilibrium selection in discontinuous games. (2019). Bich, Philippe.
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  190. Generalized entropy and model uncertainty. (2019). Meyer-Gohde, Alexander.
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  191. Revealed preferences under uncertainty: Incomplete preferences and preferences for randomization. (2019). Riedl, Arno ; Cettolin, Elena.
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  192. Testing constant absolute and relative ambiguity aversion. (2019). Placido, Latitia ; Baillon, Aurelien.
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  193. Ambiguous persuasion. (2019). Beauchene, Dorian ; Li, Ming.
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  194. Proper scoring rules with general preferences: A dual characterization of optimal reports. (2019). Chambers, Christopher ; Healy, Paul J ; Lambert, Nicolas S.
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  195. Zero-sum games with ambiguity. (2019). Vieille, Nicolas ; Rosenberg, Dinah.
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  196. On Hurwicz–Nash equilibria of non-Bayesian games under incomplete information. (2019). Khan, Ali M ; Beissner, Patrick.
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  197. On endogenous formation of price expectations. (2019). Vailakis, Yiannis ; Navrouzoglou, Paulina ; le Van, Cuong.
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  198. Boolean Representations of Preferences under Ambiguity. (2019). le Yaouanq, Yves ; Iijima, Ryota ; Frick, Mira.
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  199. Dispersed Behavior and Perceptions in Assortative Societies. (2019). le Yaouanq, Yves ; Iijima, Ryota ; Frick, Mira.
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  200. 1. (2019). .
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  201. Ambiguity Attitudes, Leverage Cycle and Asset Prices. (2019). Patella, Valeria ; Faia, Ester ; Bassanin, Marzio.
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  202. Locally Constant Model Uncertainty Risk Measure. (2019). Obradovic, Lazar.
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  203. Model Uncertainty and Wealth Distribution. (2019). Xu, Shaofeng ; Djeutem, Edouard.
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  204. On an Extension of a Theorem of Eilenberg and a Characterization of Topological Connectedness. (2019). Uyanık, Metin ; Khan, M. ; Uyanik, Metin.
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  205. Time discounting under uncertainty. (2019). Jos'e Heleno Faro, ; Bastianello, Lorenzo.
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  206. Robust Contracting in General Contract Spaces. (2019). Horst, Ulrich ; Beissner, Patrick ; Backhoff-Veraguas, Julio.
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  207. Robust Utility Maximization with Drift and Volatility Uncertainty. (2019). Ugurlu, Kerem.
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  208. A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty. (2019). Christensen, Soren ; Luis , .
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  209. The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts. (2019). Christensen, Soren ; Luis , .
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  210. A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity. (2019). , Luis ; Luis , ; Christensen, Soren.
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  211. Elicitation of ambiguous beliefs with mixing bets. (2019). Schmidt, Patrick.
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  212. Viability and Arbitrage under Knightian Uncertainty. (2019). Riedel, Frank ; Soner, Mete H ; Burzoni, Matteo.
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  213. Computational aspects of robust optimized certainty equivalents and option pricing. (2019). Tangpi, Ludovic ; Drapeau, Samuel ; Bartl, Daniel.
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  214. Ambiguity preferences for health. (2018). L'Haridon, Olivier ; Attema, Arthur ; Bleichrodt, Han.
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  215. General Equilibrium With Uncertainty Loving Preferences. (2018). Chateauneuf, Alain ; Araujo, Aloisio ; Novinski, Rodrigo ; Gama, Juan Pablo.
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  216. Measuring Ambiguity Attitudes for All (Natural) Events. (2018). Wakker, Peter ; Baillon, Aurelien ; Selim, Asli ; Huang, Zhenxing .
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  217. Ambiguous Correlation. (2018). Halevy, Yoram ; Epstein, Larry.
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  218. Essays on model uncertainty in financial models. (2018). Li, Jing.
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  219. Dynamic objective and subjective rationality. (2018). Faro, José ; Lefort, Jean-Philippe.
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  220. Bayesian optimism. (2018). Saponara, Nick.
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  221. Perfect hedging under endogenous permanent market impacts. (2018). Stadje, Mitja ; Fukasawa, Masaaki.
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  222. Incomplete Information Games with Ambiguity Averse Players. (2018). Mukerji, Sujoy ; Klibanoff, Peter ; Hanany, Eran.
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  223. Szubsztantív vagy ökológiai racionalitás?. A pénzillúzió esete. (2018). Vincze, Janos.
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  224. Ambiguity aversion under maximum-likelihood updating. (2018). Heyen, Daniel.
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  225. Making the Anscombe-Aumann approach to ambiguity suitable for descriptive applications. (2018). Wakker, Peter ; Trautmann, Stefan.
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  226. Measuring higher order ambiguity preferences. (2018). Kuilen, Gijs ; Baillon, Aurelien ; Schlesinger, Harris ; van De, Gijs.
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  227. Pollution Control with Time-Varying Model Mistrust of the Stock Dynamics. (2018). Gonzalez, Fidel.
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  228. Optimal Stopping Under Uncertainty in Drift and Jump Intensity. (2018). Laeven, Roger ; Ladkau, Marcel ; Kratschmer, Volker ; Stadje, Mitja ; John , .
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  229. The Rational Core of Preference Relations. (2018). Cerreia-Vioglio, Simone ; Ok, Efe A.
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  230. Optimal Employee Ownership Contracts under Ambiguity Aversion. (2018). Prigent, Jean-Luc ; Aubert, Nicolas ; Garnotel, Guillaume ; Hachmi, Benameur .
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  231. Ambiguity aversion under maximum-likelihood updating. (2018). Heyen, Daniel.
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  232. Testing ambiguity and Machina preferences within a quantum-theoretic framework for decision-making. (2018). Aerts, Diederik ; Sozzo, Sandro ; Moreira, Catarina ; Geriente, Suzette .
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  233. Mood-driven choices and self-regulation. (2018). Mihm, Maximilian ; Ozbek, Kemal .
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  234. Risk sharing in the small and in the large. (2018). Siniscalchi, Marciano ; Ghirardato, Paolo.
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  235. Foundations for optimal inattention. (2018). Ellis, Andrew.
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  236. Financial market structures revealed by pricing rules: Efficient complete markets are prevalent. (2018). Faro, José ; Chateauneuf, Alain ; Araujo, Aloisio.
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  237. Robust trading for ambiguity-averse insiders. (2018). Vitale, Paolo.
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  238. Financial complexity and trade. (2018). Galanis, Spyros.
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  239. Robust decision making using a general utility set. (2018). Hu, Jian ; Mehrotra, Sanjay ; Bansal, Manish .
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  240. Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). di Gangi, Domenico ; Pirino, Davide ; Lillo, Fabrizio.
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  241. Continuous-time smooth ambiguity preferences. (2018). Suzuki, Masataka .
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  242. OPTIMAL EMPLOYEE OWNERSHIP CONTRACTS UNDER AMBIGUITY AVERSION. (2018). Prigent, Jean-Luc ; Aubert, Nicolas ; Garnotel, Guillaume ; ben Ameur, Hachmi.
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  243. Equilibria under Knightian Price Uncertainty. (2018). Riedel, Frank ; Beiner, Patrick .
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  244. Portfolio Optimization with Nondominated Priors and Unbounded Parameters. (2018). Ugurlu, Kerem.
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  245. An experimental test of the Anscombe-Aumann Monotonicity axiom. (2017). Schneider, Florian ; Schonger, Martin .
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  246. ON ROBUST MULTI-PERIOD PRE-COMMITMENT AND TIME-CONSISTENT MEAN-VARIANCE PORTFOLIO OPTIMIZATION. (2017). Cong, F ; Oosterlee, C W.
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  247. Introduction. (2017). Uhlig, Harald ; List, John.
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  248. Asset Pricing: Models and Empirical Evidence. (2017). Constantinides, George.
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  249. No Two Experiments are Identical. (2017). Halevy, Yoram ; Epstein, Larry.
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  250. Rationally inattentive preferences and hidden information costs. (2017). Denti, Tommaso ; Ozbek, Kemal ; de Oliveira, Henrique ; Mihm, Maximilian .
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  251. Allais, Ellsberg, and preferences for hedging. (2017). Ortoleva, Pietro ; Dean, Mark.
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  252. The principal-agent problem with smooth ambiguity. (2017). Kellner, Christian.
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  253. Equilibrium prices and trade under ambiguous volatility. (2017). Beissner, Patrick.
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  254. Purely subjective variational preferences. (2017). Webb, Craig.
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  255. Mixed extensions of decision problems under uncertainty. (2017). Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Battigalli, Pierpaolo ; Maccheroni, Fabio.
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  256. General economic equilibrium with financial markets and retainability. (2017). , ; Jofre, A ; Rockafellar, R T.
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  257. Collective Choices Under Ambiguity. (2017). Soraperra, Ivan ; Napel, Stefan ; Levati, Maria.
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  258. Model uncertainty, recalibration, and the emergence of delta–vega hedging. (2017). Muhle-Karbe, Johannes ; Herrmann, Sebastian.
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  259. Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals. (2017). Kallblad, Sigrid.
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  260. Hedging with small uncertainty aversion. (2017). Muhle-Karbe, Johannes ; Seifried, Frank Thomas ; Herrmann, Sebastian.
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  261. The Evolution of Awareness and Belief Ambiguity in the Process of High School Track Choice. (2017). Pavoni, Nicola ; Giustinelli, Pamela ; Gilmundinov, Vadim.
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  262. Discrete Choice and Rational Inattention: a General Equivalence Result�. (2017). Shum, Matthew ; Fosgerau, Mogens ; Melo, Emerson.
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  263. Comment on Survey Measurement of Probabilistic Economic Expectations: Progress and Promise. (2017). Hansen, Lars .
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  264. Measuring ambiguity attitude: (Extended) multiplier preferences for the American and the Dutch population. (2017). Baillon, Aurelien ; Huang, Zhenxing ; Bleichrodt, Han ; van Loon, Rogier Potter .
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  265. Characterizations of Smooth Ambiguity Based on Continuous and Discrete Data. (2017). Savochkin, Andrei ; Minardi, Stefania.
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  266. First-Order and Second-Order Ambiguity Aversion. (2017). Lang, Matthias.
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  267. Contract Structure for Joint Production: Risk and Ambiguity Under Compensatory Damages. (2017). Sampson, Rachelle C ; Ryall, Michael D.
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  268. Model Uncertainty in Climate Change Economics. (2017). Berger, Loïc ; Marinacci, Massimo.
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  269. Generalized Entropy and Model Uncertainty. (2017). Meyer-Gohde, Alexander.
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  270. Discrete Choice and Rational Inattention: A General Equivalence Result. (2017). Shum, Matthew ; Fosgerau, Mogens ; de Palma, André ; Melo, Emerson.
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  271. The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics. (2017). Uhlig, Harald ; Sonnenschein, Hugo ; Shaikh, Azeem ; Myerson, Roger ; Mogstad, Magne ; Lucas, Robert ; List, John ; Kaplan, Greg ; Heckman, James ; Greenstone, Michael ; Bonhomme, Stéphane ; Akcigit, Ufuk ; Kashyap, Anil K ; Constantinides, George M ; Reny, Philip J ; Kamenica, Emir ; Alvarez, Fernando ; Rajan, Raghuram G ; Hortacsu, Ali ; Prendergast, Canice ; Zingales, Luigi ; Neal, Derek ; Harald, Uhlig ; Vishny, Robert ; Hansen, Lars Peter ; Topel, Robert H ; Thaler, Richard H ; Galenson, David W ; Stokey, Nancy L ; Fama, Eugene F ; Levitt, Steven ; Diamond, Douglas W ; Shimer, Robert.
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  272. Information Inertia (Working Paper). (2017). Ganguli, Jayant ; Condie, Scott ; Illeditsch, Philipp Karl .
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  273. Subjective mean–variance preferences without expected utility. (2017). Qu, Xiangyu .
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  274. Expected utility for nonstochastic risk. (2017). Ivanenko, Victor ; Pasichnichenko, Illia .
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  275. A dual approach to ambiguity aversion. (2017). Bommier, Antoine.
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  276. Expected utility with uncertain probabilities theory. (2017). Izhakian, Yehuda.
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  277. Is economic uncertainty priced in the cross-section of stock returns?. (2017). Brown, Stephen ; Tang, YI ; Bali, Turan G.
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  278. Risk, ambiguity, and the exercise of employee stock options. (2017). Izhakian, Yehuda ; Yermack, David.
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  279. The pricing effects of ambiguous private information. (2017). Ganguli, Jayant ; Condie, Scott .
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  280. Ordering ambiguous acts. (2017). Mukerji, Sujoy ; Jewitt, Ian.
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  281. Does uncertainty cause inertia in decision making? An experimental study of the role of regret aversion and indecisiveness. (2017). Sautua, Santiago I.
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  282. Using methods from machine learning to evaluate behavioral models of choice under risk and ambiguity. (2017). Naecker, Jeffrey ; Peysakhovich, Alexander .
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  283. Abraham Walds complete class theorem and Knightian uncertainty. (2017). Kuzmics, Christoph.
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  284. Diversification benefits of commodities: A stochastic dominance efficiency approach. (2017). Topaloglou, Nikolas ; Skiadopoulos, George ; Daskalaki, Charoula.
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  285. Three types of robust Ramsey problems in a linear-quadratic framework. (2017). Miao, Jianjun ; Kwon, Hyosung .
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  286. Risk and ambiguity in 10-Ks: An examination of cash holding and derivatives use. (2017). Friberg, Richard ; Seiler, Thomas .
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  287. Ambiguity-aversion in a Single Auction Market. (2017). Vitale, Paolo.
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  288. Ambiguous Correlation. (2017). Halevy, Yoram ; Epstein, Larry.
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  289. Viability and arbitrage under Knightian Uncertainty. (2017). Riedel, Frank ; Soner, H M ; Burzoni, M.
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  290. Convergence of utility indifference prices to the superreplication price in a multiple-priors framework. (2017). Carassus, Laurence ; Blanchard, Romain.
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  291. Discrete Choice and Rational Inattention: a General Equivalence Result. (2017). Shum, Matthew ; Fosgerau, Mogens ; de Palma, André ; Melo, Emerson.
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  292. Model Uncertainty, Recalibration, and the Emergence of Delta-Vega Hedging. (2017). Muhle-Karbe, Johannes ; Herrmann, Sebastian.
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  293. Perfect hedging under endogenous permanent market impacts. (2017). Stadje, Mitja ; Fukasawa, Masaaki.
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  294. Exponential utility maximization under model uncertainty for unbounded endowments. (2017). Bartl, Daniel.
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  295. Testing axiomatizations of ambiguity aversion. (2016). Chen, Daniel ; Schonger, Martin .
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  296. Testing axiomatizations of ambiguity aversion. (2016). Chen, Daniel ; Schonger, Martin .
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  297. Objective rationality and uncertainty averse preferences. (2016). Cerreia-Vioglio, Simone.
    In: Theoretical Economics.
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  298. Optimal insurance under adverse selection and ambiguity aversion. (2016). Koufopoulos, Kostas ; Kozhan, Roman.
    In: Economic Theory.
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  299. Macro Announcement Premium and Risk Preferences. (2016). Bansal, Ravi ; Ai, Hengjie.
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  300. Decision-Making under Ambiguity Is Modulated by Visual Framing, but Not by Motor vs. Non-Motor Context. Experiments and an Information-Theoretic Ambiguity Model. (2016). Braun, Daniel A ; Ortega, Pedro A ; Grau-Moya, Jordi.
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  301. Who is a Bayesian?. (2016). Teper, Roee.
    In: Working Paper.
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  302. Risk Preferences and The Macro Announcement Premium. (2016). Bansal, Ravi ; Ai, Hengjie.
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  303. Long-Run Risk is the Worst-Case Scenario. (2016). Dew-Becker, Ian ; Bidder, Rhys.
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  304. Sets of Models and Prices of Uncertainty. (2016). Sargent, Thomas ; Hansen, Lars.
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  305. Effects of Ambiguous Common Uncertainty on Employee Preference for Relative Performance Contracts. (2016). Bai, Ge ; Krishnan, Ranjani.
    In: The Japanese Accounting Review.
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  306. Minimizing regret in dynamic decision problems. (2016). Halpern, Joseph ; Leung, Samantha .
    In: Theory and Decision.
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  307. Maxmin weighted expected utility: a simpler characterization. (2016). Halpern, Joseph ; Leung, Samantha .
    In: Theory and Decision.
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  308. The Anscombe–Aumann representation and the independence axiom: a reconsideration. (2016). Borah, Abhinash ; Kops, Christopher.
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  309. Experimental evidence on valuation with multiple priors. (2016). Weitzel, Utz ; Qiu, Jianying.
    In: Journal of Risk and Uncertainty.
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  310. Ellsberg paradox: Ambiguity and complexity aversions compared. (2016). Levin, Dan ; Kovářík, Jaromír ; Kovaik, Jaromir ; Wang, Tao.
    In: Journal of Risk and Uncertainty.
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  311. Past experience of uncertainty affects risk aversion. (2016). Mengel, Friederike ; Vostroknutov, Alexander ; Tsakas, Elias.
    In: Experimental Economics.
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  312. On the Measurement of Economic Tail Risk. (2016). Kou, Steven ; Peng, Xianhua .
    In: Operations Research.
    RePEc:inm:oropre:v:64:y:2016:i:5:p:1056-1072.

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  313. Asymmetric Effects of Favorable and Unfavorable Information on Decision Making Under Ambiguity. (2016). Peysakhovich, Alexander ; Karmarkar, Uma R.
    In: Management Science.
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  314. Optimal Fiscal Adjustment under Uncertainty. (2016). Rozenov, Rossen.
    In: IMF Working Papers.
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  315. Rational Preference and Rationalizable Choice. (2016). Marinacci, Massimo ; Greco, Salvatore ; Cerreia-Vioglio, Simone ; Giarlotta, A ; Maccheroni, F.
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  316. Absolute and Relative Ambiguity Aversion: A Preferential Approach. (2016). Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Maccheroni, Fabio.
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  317. Ellsberg re-revisited: An experiment disentangling model uncertainty and risk aversion. (2016). Bosetti, Valentina ; Berger, Loïc.
    In: Working Papers.
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  318. Prudent Equilibria and Strategic Uncertainty in Discontinuous Games. (2016). Bich, Philippe.
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  319. Robust Social Decisions. (2016). Tallon, Jean-Marc ; Danan, Eric ; Hill, Brian ; Gajdos, Thibault.
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:halshs-01415412.

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  320. Robust Social Decisions. (2016). Tallon, Jean-Marc ; Gajdos, Thibault ; Danan, Eric ; Hill, Brian.
    In: PSE - Labex OSE-Ouvrir la Science Economique.
    RePEc:hal:pseose:halshs-01415412.

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  321. Robust Social Decisions. (2016). Tallon, Jean-Marc ; Danan, Eric ; Hill, Brian ; Gajdos, Thibault.
    In: Post-Print.
    RePEc:hal:journl:halshs-01415412.

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  322. Prudent Equilibria and Strategic Uncertainty in Discontinuous Games. (2016). Bich, Philippe.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-01337293.

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  323. Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion. (2016). Bosetti, Valentina ; Berger, Loïc.
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  324. Crisp monetary acts in multiple-priors models of decision under ambiguity. (2016). André, Eric ; Andre, Eric .
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  325. Incomplete preferences and confidence. (2016). Hill, Brian.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:65:y:2016:i:c:p:83-103.

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  326. Harsanyi’s theorem without the sure-thing principle: On the consistent aggregation of Monotonic Bernoullian and Archimedean preferences. (2016). Zuber, Stéphane.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:63:y:2016:i:c:p:78-83.

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  327. Ambiguity aversion in the long run: “To disagree, we must also agree”. (2016). Faro, José ; Araujo, Aloisio ; da Silva, Pietro .
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  328. Reference dependent ambiguity. (2016). Mihm, Maximilian .
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  329. Induced uncertainty, market price of risk, and the dynamics of consumption and wealth. (2016). Young, Eric ; Luo, Yulei.
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  330. Robust optimal risk sharing and risk premia in expanding pools. (2016). Laeven, Roger ; Knispel, Thomas ; Svindland, Gregor.
    In: Insurance: Mathematics and Economics.
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  331. Blackwells informativeness ranking with uncertainty-averse preferences. (2016). Li, Jian ; Zhou, Junjie.
    In: Games and Economic Behavior.
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  332. Alpha-robust mean-variance reinsurance-investment strategy. (2016). Li, Bin ; Xiong, Dewen.
    In: Journal of Economic Dynamics and Control.
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  333. DOES UNCERTAINTY CAUSE INERTIA IN DECISION MAKING? AN EXPERIMENTAL STUDY OF THE ROLE OF REGRET AVERSION AND INDECISIVENESS. (2016). Sautua, Santiago I.
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  334. Mean-Dispersion Preferences with a Specific Dispersion Function. (2016). Schneider, Mark ; Nunez, Manuel .
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  335. Skewed Noise. (2016). Segal, Uzi ; Dillenberger, David.
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  336. Comparative statics under κ-ambiguity for log-Brownian asset prices. (2016). Tian, Dejian .
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  337. Disambiguation of Ellsberg equilibria in 2x2 normal form games. (2016). Riedel, Frank ; Decerf, Benoît.
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  338. Radner Equilibria under Ambiguous Volatility. (2016). Beißner, Patrick ; Beiner, Patrick .
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  339. A Proposal to Extend Expected Utility in a Quantum Probabilistic Framework. (2016). Haven, Emmanuel ; Aerts, Diederik ; Sozzo, Sandro.
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  340. Hedging with Small Uncertainty Aversion. (2016). Herrmann, Sebastian ; Seifried, Frank Thomas ; Muhle-Karbe, Johannes.
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  341. Robust Optimal Risk Sharing and Risk Premia in Expanding Pools. (2016). Laeven, Roger ; Knispel, Thomas ; Svindland, Gregor.
    In: Papers.
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  342. Conditional Analysis and a Principal-Agent problem. (2016). Horst, Ulrich ; Backhoff, Julio .
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  343. Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion. (2016). Bosetti, Valentina ; Berger, Loïc.
    In: MITP: Mitigation, Innovation and Transformation Pathways.
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  344. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y.
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  345. Volatility of aggregate volatility and hedge funds returns. (2015). ARISOY, Yakup ; Agarwal, Vikas ; Naik, Narayan Y..
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  346. Overcoming Learning Aversion in Evaluating and Managing Uncertain Risks. (2015). Cox, Louis Anthony.
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  347. RECURSIVE AMBIGUITY AND MACHINAS EXAMPLES. (2015). Segal, Uzi ; Dillenberger, David.
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  348. Hidden actions and preferences for timing of resolution of uncertainty. (2015). Sarver, Todd ; Ergin, Haluk.
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  349. Monetary equilibria and Knightian uncertainty. (2015). Ohtaki, Eisei ; Ozaki, Hiroyuki.
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  350. General equilibrium, preferences and financial institutions after the crisis. (2015). Araujo, Aloisio.
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  351. Decision making in phantom spaces. (2015). Izhakian, Zur .
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  352. Long-Run Risk is the Worst-Case Scenario. (2015). Dew-Becker, Ian ; Bidder, Rhys.
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  353. Testing Models of Belief Bias: An Experiment. (2015). Coutts, Alexander.
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  354. Skewed Noise. (2015). Segal, Uzi ; Dillenberger, David.
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  355. Harsanyis theorem without the sure-thing principle: On the consistent aggregation of Monotonic Bernoullian and Archimedean preferences. (2015). Zuber, Stéphane.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
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  356. Weighted sets of probabilities and minimax weighted expected regret: a new approach for representing uncertainty and making decisions. (2015). Halpern, Joseph ; Leung, Samantha .
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  357. A belief-based definition of ambiguity aversion. (2015). Qu, Xiangyu.
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  358. Aggregating infinitely many probability measures. (2015). Herzberg, Frederik.
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  359. Tight Approximations of Dynamic Risk Measures. (2015). Iancu, Dan A ; Petrik, Marek ; Subramanian, Dharmashankar .
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  360. Model Uncertainty. (2015). Marinacci, Massimo.
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  361. Robust Social Decisions. (2015). Tallon, Jean-Marc ; Danan, Eric ; Hill, Brian ; Gajdos, Thibault .
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  362. Harsanyis theorem without the sure-thing principle: On the consistent aggregation of Monotonic Bernoullian and Archimedean preferences. (2015). Zuber, Stephane.
    In: Post-Print.
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  363. Harsanyis theorem without the sure-thing principle: On the consistent aggregation of Monotonic Bernoullian and Archimedean preferences. (2015). Zuber, Stéphane.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  364. Robust Social Decisions. (2015). Danan, Eric ; Hill, Brian ; Gajdos, Thibault .
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  365. Robust stress testing. (2015). Bidder, Rhys ; McKenna, Andrew .
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  366. Information Inertia. (2015). Condie, Scott ; Illeditsch, Philipp Karl ; Ganguli, Jayant .
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  367. Equilibrium theory under ambiguity. (2015). He, Wei ; Yannelis, Nicholas C.
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    RePEc:eee:mateco:v:61:y:2015:i:c:p:86-95.

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  368. Costly information acquisition and the temporal resolution of uncertainty. (2015). Pennesi, Daniele.
    In: Journal of Mathematical Economics.
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  369. A simple mean–dispersion model of ambiguity attitudes. (2015). Schneider, Mark ; Nunez, Manuel A..
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  370. The structure of variational preferences. (2015). Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Rustichini, A. ; Maccheroni, F..
    In: Journal of Mathematical Economics.
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  371. Tournaments as a response to ambiguity aversion in incentive contracts. (2015). Kellner, Christian.
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  372. Variational Bewley preferences. (2015). Faro, José.
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  373. Survival with ambiguity. (2015). Sciubba, Emanuela ; Guerdjikova, Ani.
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  374. Comparative ambiguity aversion and downside ambiguity aversion. (2015). Huang, Yi-Chieh ; Zhao, Lin ; Tzeng, Larry Y..
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  375. Optimal reinsurance under risk and uncertainty. (2015). Balbas, Alejandro ; Heras, Antonio .
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  376. Ambiguity and Nonexpected Utility. (2015). Kami, Edi ; Marinacci, Massimo ; Maccheroni, Fabio.
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  377. Robust measurement of (heavy-tailed) risks: Theory and implementation. (2015). Schweizer, Nikolaus ; Schneider, Judith C.
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  378. Robustness of stable volatility strategies. (2015). Branger, Nicole ; Zieling, Daniel ; Mahayni, Antje.
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  379. Benevolent and Malevolent Ellsberg Games. (2015). Dürsch, Peter ; Dominiak, Adam ; Duersch, Peter.
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  380. On the Measurement of Economic Tail Risk. (2015). Kou, Steven ; Peng, Xianhua .
    In: Papers.
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  381. Preferences under Ambiguity Without Event-Separability. (2014). Kops, Christopher ; Borah, Abhinash .
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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  382. Measuring Ambiguity Aversion: A Systematic Experimental Approach. (2014). Krahnen, Jan ; Wilde, Christian ; Ockenfels, Peter .
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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  383. Geometrical framework for robust portfolio optimization. (2014). Bazovkin, Pavel .
    In: Discussion Papers in Econometrics and Statistics.
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  384. Measuring ambiguity aversion: A systematic experimental approach. (2014). Krahnen, Jan ; Wilde, Christian ; Ockenfels, Peter .
    In: SAFE Working Paper Series.
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  385. Decision Making in Incomplete Markets with Ambiguity -- A Case Study of a Gas Field Acquisition. (2014). van Wijnbergen, Sweder ; Zhao, Lin.
    In: Tinbergen Institute Discussion Papers.
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  386. Ambiguity, ambiguity aversion and stores of value: The case of Argentina. (2014). Corso, Eduardo.
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  387. Comonotone Pareto optimal allocations for law invariant robust utilities on L 1. (2014). Svindland, Gregor ; Ravanelli, Claudia.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:18:y:2014:i:1:p:249-269.

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  388. The logic of Knightian games. (2014). Heifetz, Aviad ; Alon, Shiri.
    In: Economic Theory Bulletin.
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  389. Variational Preferences and Equilibria in Games under Ambiguous Beliefs Correspondences. (2014). De Marco, Giuseppe.
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    RePEc:sef:csefwp:363.

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  390. Induced Uncertainty, Market Price of Risk, and the Dynamics of Consumption and Wealth. (2014). Young, Eric ; Luo, Yulei.
    In: MPRA Paper.
    RePEc:pra:mprapa:57111.

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  391. Perceived Ambiguity and Relevant Measures. (2014). Mukerji, Sujoy ; Seo, Kyoungwon ; Klibanoff, Peter.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:711.

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  392. Discriminating between Models of Ambiguity Attitude: A Qualitative Test. (2014). Mukerji, Sujoy ; Kuilen, Gijs ; Cubitt, Robin ; de Kuilen, Gijs van ; van de Kuilen, Gijs .
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  393. Uncertainty Outside and Inside Economic Models. (2014). Hansen, Lars.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20394.

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  394. A closed-form solution for options with ambiguity about stochastic volatility. (2014). Faria, Gonçalo ; Correia-da-Silva, Joao ; João Correia-da-Silva, ; João Correia-da-Silva, .
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    RePEc:kap:revdev:v:17:y:2014:i:2:p:125-159.

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  395. The explanatory and predictive power of non two-stage-probability theories of decision making under ambiguity. (2014). Pace, Noemi ; Hey, John.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:49:y:2014:i:1:p:1-29.

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  396. An experimental test of prospect theory for predicting choice under ambiguity. (2014). Wakker, Peter ; Spinu, Vitalie ; Kothiyal, Amit.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:48:y:2014:i:1:p:1-17.

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  397. Efficient allocations and Equilibria with short-selling and Incomplete Preferences. (2014). Le Van, C. ; R. A Dana, .
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  398. Efficient allocations and Equilibria with short. (2014). LE VAN, CUONG ; Dana, R A.
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  399. General equilibrium, risk taking and volatility. (2014). Chateauneuf, Alain ; Araujo, Aloisio ; Araujo A., ; Novinski R., ; Gama-Torres J., ; Chateauneuf A., .
    In: Working Papers.
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  400. Efficient allocations and Equilibria with short-selling and Incomplete Preferences. (2014). le Van, Cuong ; R. A Dana, .
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  401. Robust Portfolio Choice and Indifference Valuation. (2014). Laeven, Roger ; Stadje, Mitja.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:39:y:2014:i:4:p:1109-1141.

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  402. The Structure of Variational Preferences. (2014). Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Rustichini, A. ; Maccheroni, F..
    In: Working Papers.
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  403. Crisp Fair Gambles. (2014). André, Eric ; Andre, Eric .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00984352.

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  404. Validation of the Merton Distance to the Default Model under Ambiguity. (2014). So, Leh-chyan ; Chen, Wei-ling .
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    RePEc:gam:jjrfmx:v:7:y:2014:i:1:p:13-27:d:34390.

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  405. A Dual Approach to Ambiguity Aversion. (2014). Bommier, Antoine.
    In: CER-ETH Economics working paper series.
    RePEc:eth:wpswif:14-207.

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  406. Monetary policy, doubts and asset prices. (2014). Paciello, Luigi ; Benigno, Pierpaolo.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:64:y:2014:i:c:p:85-98.

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  407. Optimal portfolio with vector expected utility. (2014). André, Eric ; Andre, Eric .
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:69:y:2014:i:c:p:50-62.

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  408. Uncertain equilibria and incomplete preferences. (2014). Chambers, Robert G..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:55:y:2014:i:c:p:48-54.

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  409. Ignorance and competence in choices under uncertainty. (2014). Faro, José ; Chateauneuf, Alain ; Casaca, Paulo .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:54:y:2014:i:c:p:143-150.

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  410. Model uncertainty and the Forward Premium Puzzle. (2014). Djeutem, Edouard.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:46:y:2014:i:c:p:16-40.

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  411. Purely subjective Maxmin Expected Utility. (2014). Schmeidler, David ; Alon, Shiri .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:152:y:2014:i:c:p:382-412.

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  412. Welfare-improving ambiguity in insurance markets with asymmetric information. (2014). Koufopoulos, Kostas ; Kozhan, Roman.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:151:y:2014:i:c:p:551-560.

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  413. Group decisions under ambiguity: Convergence to neutrality. (2014). Keck, Steffen ; Budescu, David V. ; Diecidue, Enrico.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:103:y:2014:i:c:p:60-71.

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  414. Mean-risk analysis with enhanced behavioral content. (2014). Cillo, Alessandra ; Delquie, Philippe .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:239:y:2014:i:3:p:764-775.

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  415. Model-free CPPI. (2014). Schied, Alexander.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:40:y:2014:i:c:p:84-94.

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  416. Affective Utilities: A Rational Theory of Optimistic Bias in Asset Markets. (2014). Bracha, Anat ; Brown, Donald J..
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1898r.

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  417. Optimal reinsurance under risk and uncertainty. (2014). de Las, Antonio Rodriguez ; Balbas, Raquel.
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  418. Optimal reinsurance under risk and uncertainty. (2014). Balbas, Alejandro ; Heras, Antonio .
    In: INDEM - Working Paper Business Economic Series.
    RePEc:cte:idrepe:id-14-04.

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  419. Aggregating infinitely many probability measures. (2014). Herzberg, Frederik.
    In: Center for Mathematical Economics Working Papers.
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  420. Aggregation of Monotonic Bernoullian Archimedean preferences: Arrovian impossibility results. (2014). Herzberg, Frederik.
    In: Center for Mathematical Economics Working Papers.
    RePEc:bie:wpaper:488.

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  421. The von Neumann/Morgenstern approach to ambiguity. (2014). Dumav, Martin ; Stinchcombe, Maxwell B..
    In: Center for Mathematical Economics Working Papers.
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  422. Coherent price systems and uncertainty-neutral valuation. (2014). Beißner, Patrick ; Patrick Beißner, .
    In: Center for Mathematical Economics Working Papers.
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  423. Inferring preferences from choices under uncertainty. (2014). Kuzmics, Christoph.
    In: Center for Mathematical Economics Working Papers.
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  424. Uncertainty Outside and Inside Economic Models. (2014). Hansen, Lars.
    In: Working Papers.
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  425. Time--consistent investment under model uncertainty: the robust forward criteria. (2014). Obloj, Jan ; Zariphopoulou, Thaleia ; Kallblad, Sigrid .
    In: Papers.
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  426. Model-free CPPI. (2014). Schied, Alexander.
    In: Papers.
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  427. Crisp Fair Gambles. (2014). André, Eric ; Andre, Eric .
    In: AMSE Working Papers.
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  428. Arrovian aggregation of MBA preferences: An impossibility result. (2013). Herzberg, Frederik.
    In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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  429. La rationalité à l’épreuve de l’économie comportementale. (2013). l'Haridon, Olivier ; Denant-Boèmont, Laurent ; Denant-Boemont, Laurent.
    In: Economics Working Paper Archive (University of Rennes 1 & University of Caen).
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  430. Managing pessimistic expectations and fiscal policy. (2013). Karantounias, Anastasios.
    In: Theoretical Economics.
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  431. Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion. (2013). Skiadas, Costis .
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  432. Cobb-Douglas preferences under uncertainty. (2013). Faro, José.
    In: Economic Theory.
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  433. Second-order ambiguous beliefs. (2013). Riella, Gil ; Nascimento, Leandro.
    In: Economic Theory.
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  434. The (im)possibility of collective risk measurement: Arrovian aggregation of variational preferences. (2013). Herzberg, Frederik.
    In: Economic Theory Bulletin.
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  435. Games Equilibria and the Variational Representation of Preferences. (2013). De Marco, Giuseppe.
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  436. Preference Symmetries, Partial Differential Equations, and Functional Forms for Utility. (2013). Tyson, Christopher.
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  437. Preference Symmetries, Partial Differential Equations, and Functional Forms for Utility. (2013). Tyson, Christopher J.
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  438. Skewed Noise. (2013). Segal, Uzi ; Dillenberger, David.
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  439. Economic Models as Analogies, Third Version. (2013). Schmeidler, David ; Postlewaite, Andrew ; Gilboa, Itzhak ; Samuelson, Larry.
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  440. Uncertainty and Decision in Climate Change Economics. (2013). Heal, Geoffrey ; Millner, Antony.
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  441. Wishful Thinking. (2013). Mayraz, Guy.
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  442. Ambiguity in asset pricing and portfolio choice: a review of the literature. (2013). Guidolin, Massimo ; Rinaldi, Francesca.
    In: Theory and Decision.
    RePEc:kap:theord:v:74:y:2013:i:2:p:183-217.

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  443. Scientific Ambiguity and Climate Policy. (2013). Heal, Geoffrey ; Dietz, Simon ; Millner, Antony.
    In: Environmental & Resource Economics.
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  444. Ignorance and Competence in Choices Under Uncertainty. (2013). Chateauneuf, Alain ; Casaca, Paulo .
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  445. Ignorance and Competence in Choices Under Uncertainty. (2013). Faro, José ; Chateauneuf, Alain ; Casaca, Paulo .
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  446. Intertemporal equilibria with Knightian Uncertainty. (2013). Riedel, Frank ; Dana, Rose Anne .
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  447. Ignorance and Competence in Choices Under Uncertainty. (2013). Faro, Jose Heleno ; Casaca, Paulo .
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  448. Intertemporal equilibria with Knightian Uncertainty. (2013). Riedel, Frank ; Dana, Rose-Anne .
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  449. Intertemporal equilibria with Knightian Uncertainty. (2013). Riedel, Frank ; Dana, Rose-Anne .
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  450. External Risk Measures and Basel Accords. (2013). Heyde, Chris C ; Peng, Xianhua ; Kou, Steven.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:38:y:2013:i:3:p:393-417.

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  451. Entropy Coherent and Entropy Convex Measures of Risk. (2013). Laeven, Roger ; Stadje, Mitja.
    In: Mathematics of Operations Research.
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  452. Risk Preferences and Their Robust Representation. (2013). Drapeau, Samuel ; Kupper, Michael.
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  453. Mixed Extensions of Decision Problems under Uncertainty. (2013). Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Battigalli, Pierpaolo ; Maccheroni, Fabio.
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  454. Ignorance and Competence in Choices Under Uncertainty. (2013). Faro, José ; Chateauneuf, Alain ; Casaca, Paulo .
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  455. Dynamic Objective and Subjective Rationality. (2013). Faro, José ; Lefort, Jean Philippe .
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  456. Optimal Portfolio with Vector Expected Utility. (2013). André, Eric ; Andre, Eric .
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  457. Intertemporal Equilibria with Knightian uncertainty. (2013). Riedel, Frank ; Dana, Rose-Anne .
    In: Post-Print.
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  458. No Good Deals - No Bad Models. (2013). cerrato, mario ; Boyarchenko, Nina ; Crosby, John ; Hodges, Stewart .
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  459. Preference symmetries, partial differential equations, and functional forms for utility. (2013). Tyson, Christopher.
    In: Journal of Mathematical Economics.
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  460. Indifference pricing with uncertainty averse preferences. (2013). Giammarino, Flavia ; Barrieu, Pauline .
    In: Journal of Mathematical Economics.
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  461. Treatment decisions under ambiguity. (2013). EECKHOUDT, LOUIS ; Berger, Loïc ; Bleichrodt, Han.
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  462. Intertemporal equilibria with Knightian uncertainty. (2013). Riedel, Frank ; Dana, Rose-Anne .
    In: Journal of Economic Theory.
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  463. Dynamically stable preferences. (2013). Savochkin, Andrei ; Gumen, Anna .
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  464. Mean-dispersion preferences and constant absolute uncertainty aversion. (2013). Grant, Simon ; Polak, Ben .
    In: Journal of Economic Theory.
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  465. Ambiguity and robust statistics. (2013). Montrucchio, Luigi ; Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Maccheroni, Fabio.
    In: Journal of Economic Theory.
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  466. Confidence and decision. (2013). Hill, Brian.
    In: Games and Economic Behavior.
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  467. The effect of environmental uncertainty on the tragedy of the commons. (2013). Aflaki, Sam.
    In: Games and Economic Behavior.
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  468. Two examples of ambiguity aversion. (2013). Blavatskyy, Pavlo R..
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  469. Determinants of credit spreads: The role of ambiguity and information uncertainty. (2013). Guo, Liang.
    In: The North American Journal of Economics and Finance.
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  470. Optimal portfolio positioning under ambiguity. (2013). Prigent, Jean-Luc ; ben ameur, hachmi.
    In: Economic Modelling.
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  471. No Good Deals - No Bad Models. (2013). cerrato, mario ; Boyarchenko, Nina ; Nina, Boyarchenko ; Stewart, Hodges ; John, Crosby ; Mario, Cerrato .
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  472. Intertemporal equilibria with Knightian uncertainty. (2013). Riedel, Frank ; Dana, Rose-Anne .
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  473. Endogenous Status Quo. (2013). Pennesi, Daniele.
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  474. Robust Contracts in Continuous Time. (2013). Miao, Jianjun ; Rivera, Alejandro .
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  475. Ambiguous Networks. (2013). Pelliccia, Marco.
    In: Birkbeck Working Papers in Economics and Finance.
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  476. Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals. (2013). Kallblad, Sigrid .
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  477. Probabilistic aspects of finance. (2013). Schied, Alexander ; Follmer, Hans.
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  478. Measuring Model Risk. (2013). Csiszar, Imre ; Breuer, Thomas.
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  479. Optimal Portfolio with Vector Expected Utility. (2013). André, Eric ; Andre, Eric .
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  480. Economic Models as Analogies. (2013). Postlewaite, Andrew ; Gilboa, Itzhak.
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  481. Confronting Deep Uncertainties in Risk Analysis. (2012). Cox, Louis Anthony.
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  482. Static vs Dynamic Auctions with Ambiguity Averse Bidders. (2012). Carvalho, M.
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  483. Static vs Dynamic Auctions with Ambiguity Averse Bidders. (2012). Carvalho, M..
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  484. The ex-ante aggregation of opinions under uncertainty. (2012). Nascimento, Leandro.
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  485. Ambiguity Measurement. (2012). Izhakian, Yehuda.
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  486. Money matters: an axiomatic theory of the endowment effect. (2012). Giraud, Raphaël.
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  487. Indifference pricing with uncertainty averse preferences. (2012). Giammarino, Flavia ; Barrieu, Pauline .
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  488. Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?. (2012). Faria, Gonçalo ; Correia-da-Silva, Joao ; João Correia-da-Silva, ; João Correia-da-Silva, .
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  489. Economic Models as Analogies, Second Version. (2012). Schmeidler, David ; Postlewaite, Andrew ; Gilboa, Itzhak ; Samuelson, Larry.
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  490. Recursive Ambiguity and Machina’s Examples. (2012). Segal, Uzi ; Dillenberger, David.
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  491. Products of non-additive measures: a Fubini-like theorem. (2012). Bauer, Christian.
    In: Theory and Decision.
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  492. The price for information about probabilities and its relation with risk and ambiguity. (2012). Montesano, Aldo ; Attanasi, Giuseppe.
    In: Theory and Decision.
    RePEc:kap:theord:v:73:y:2012:i:1:p:125-160.

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  493. Experts with a conflict of interest: a source of ambiguity?. (2012). Isaac, R. ; Norton, Douglas .
    In: Experimental Economics.
    RePEc:kap:expeco:v:15:y:2012:i:2:p:260-277.

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  494. The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices. (2012). Faria, Gonçalo ; Correia-da-Silva, Joao ; João Correia-da-Silva, ; João Correia-da-Silva, .
    In: Annals of Finance.
    RePEc:kap:annfin:v:8:y:2012:i:4:p:507-531.

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  495. Aspirational Preferences and Their Representation by Risk Measures. (2012). De Giorgi, Enrico ; Brown, David B. ; Sim, Melvyn .
    In: Management Science.
    RePEc:inm:ormnsc:v:58:y:2012:i:11:p:2095-2113.

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  496. Niveloids and Their Extensions:Risk Measures on Small Domains. (2012). Rustichini, Aldo ; Marinacci, Massimo ; Cerreia-Vioglio, Simone.
    In: Working Papers.
    RePEc:igi:igierp:458.

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  497. Cobb-Douglas Preferences under Uncertainty. (2012). Faro, José.
    In: Insper Working Papers.
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  498. No good deals—no bad models. (2012). cerrato, mario ; Boyarchenko, Nina ; Crosby, John ; Hodges, Stewart .
    In: Staff Reports.
    RePEc:fip:fednsr:589.

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  499. The pricing effects of ambiguous private information. (2012). Ganguli, Jayant ; Condie, Scott .
    In: Economics Discussion Papers.
    RePEc:esx:essedp:720.

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  500. Information Inertia. (2012). Ganguli, Jayant ; Condie, Scott ; Illeditsch, Philipp Karl .
    In: Economics Discussion Papers.
    RePEc:esx:essedp:719.

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  501. The pricing effects of ambiguous private information. (2012). Condie, Scott .
    In: Economics Discussion Papers.
    RePEc:esx:essedp:5631.

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  502. Information Inertia. (2012). Ganguli, Jayant ; Condie, Scott ; Illeditsch, Philipp Karl .
    In: Economics Discussion Papers.
    RePEc:esx:essedp:5628.

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  503. Agreeable trade with optimism and pessimism. (2012). Eichberger, Jürgen ; Dominiak, Adam ; Lefort, Jean-Philippe.
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:64:y:2012:i:2:p:119-126.

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  504. On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility. (2012). Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio ; Ern, Ale .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:48:y:2012:i:6:p:386-395.

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  505. Probabilistic sophistication, second order stochastic dominance and uncertainty aversion. (2012). Montrucchio, Luigi ; Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Maccheroni, Fabio.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:48:y:2012:i:5:p:271-283.

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  506. When does aggregation reduce risk aversion?. (2012). Echenique, Federico ; Chambers, Christopher.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:76:y:2012:i:2:p:582-595.

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  507. Justifiable choice. (2012). Heller, Yuval.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:76:y:2012:i:2:p:375-390.

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  508. A dynamic Ellsberg urn experiment. (2012). Dürsch, Peter ; Dominiak, Adam ; Duersch, Peter ; Lefort, Jean-Philippe.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:75:y:2012:i:2:p:625-638.

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  509. Affective decision making: A theory of optimism bias. (2012). Bracha, Anat ; Brown, Donald J..
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:75:y:2012:i:1:p:67-80.

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  510. Unanimity and the aggregation of multiple prior opinions. (2012). Hill, Brian.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0959.

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  511. A Dynamic Ellsberg Urn Experiment. (2012). Dominiak, Adam ; Dursch, Peter ; Lefort, Jean-Philippe.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/7357.

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  512. A dynamic Ellsberg urn experiment. (2012). Dominiak, Adam ; Dursch, Peter ; Lefort, Jean-Philippe.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/7333.

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  513. The Appeal of Information Transactions. (2012). Serrano, Roberto ; Gossner, Olivier ; Cabrales, Antonio.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we1224.

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  514. Allais, Ellsberg, and Preferences for Hedging. (2012). Ortoleva, Pietro ; Dean, Mark.
    In: Working Papers.
    RePEc:bro:econwp:2012-2.

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  515. The Appeal of Information Transactions. (2012). Serrano, Roberto ; Gossner, Olivier ; Cabrales, Antonio.
    In: Working Papers.
    RePEc:bro:econwp:2012-13.

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  516. Uniquely Representing A Preference for Uniformity. (2012). Chatterjee, Kalyan ; Krishna, Vijay R..
    In: The B.E. Journal of Theoretical Economics.
    RePEc:bpj:bejtec:v:12:y:2012:i:1:n:1.

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  517. Recursive Ambiguity and Machinas Examples. (2012). Segal, Uzi ; Dillenberger, David.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:800.

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  518. Risk minimizing of derivatives via dynamic g-expectation and related topics. (2012). Wang, Tianxiao .
    In: Papers.
    RePEc:arx:papers:1208.2068.

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  519. Representation Theory for Risk On Markowitz-Tversky-Kahneman Topology. (2012). Charles-Cadogan, G..
    In: Papers.
    RePEc:arx:papers:1206.2665.

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  520. Essays in behavioral microeconomic theory. (2011). Carvalho, M..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:97fbb10e-5f12-420b-b8c4-e96a853a900c.

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  521. Entropy Coherent and Entropy Convex Measures of Risk. (2011). Stadje, M A ; Laeven, R. J. A., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:08f59c7c-7302-47f9-9a9b-b606762fd2f7.

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  522. Entropy Coherent and Entropy Convex Measures of Risk. (2011). Stadje, Mitja ; Laeven, Roger ; Laeven, R. J. A., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:08f59c7c-7302-47f9-9a9b-b606762fd2f7.

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  523. Definitions of ambiguous events and the smooth ambiguity model. (2011). Mukerji, Sujoy ; Marinacci, Massimo ; Klibanoff, Peter.
    In: Economic Theory.
    RePEc:spr:joecth:v:48:y:2011:i:2:p:399-424.

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  524. Rational preferences under ambiguity. (2011). Siniscalchi, Marciano ; Marinacci, Massimo ; Ghirardato, Paolo ; Cerreia-Vioglio, Simone ; Maccheroni, Fabio.
    In: Economic Theory.
    RePEc:spr:joecth:v:48:y:2011:i:2:p:341-375.

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  525. Attitudes toward uncertainty and randomization: an experimental study. (2011). Schnedler, Wendelin ; Dominiak, Adam.
    In: Economic Theory.
    RePEc:spr:joecth:v:48:y:2011:i:2:p:289-312.

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  526. On a class of law invariant convex risk measures. (2011). Naf, Joachim ; Kaelin, Ivo ; Angelsberg, Gilles ; Delbaen, Freddy ; Kupper, Michael.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:15:y:2011:i:2:p:343-363.

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  527. Economic Models as Analogies. (2011). Schmeidler, David ; Postlewaite, Andrew ; Gilboa, Itzhak ; Samuelson, Larry.
    In: PIER Working Paper Archive.
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  528. Entrepreneurial Choice and Knightian Uncertainty with Borrowing Constraints. (2011). Adachi, Takanori ; Asano, Takao.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:803.

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  529. Complete Monotone Quasiconcave Duality. (2011). Montrucchio, Luigi ; Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Maccheroni, Fabio.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:36:y:2011:i:2:p:321-339.

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  530. Objective Rationality and Uncertainty Averse Preferences. (2011). Cerreia-Vioglio, Simone.
    In: Working Papers.
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  531. On the Smooth Ambiguity Model: A Reply. (2011). Mukerji, Sujoy ; Marinacci, Massimo ; Klibanoff, Peter.
    In: Working Papers.
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  532. Ambiguity and Robust Statistics. (2011). Montrucchio, Luigi ; Marinacci, Massimo ; Maccheroni, Fabio ; Cerreia-Vioglio, Simone.
    In: Working Papers.
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  533. Variational Bewley Preferences. (2011). Faro, José.
    In: Insper Working Papers.
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  534. Efficient Allocations under Ambiguity. (2011). Werner, Jan ; Strzalecki, Tomasz.
    In: Scholarly Articles.
    RePEc:hrv:faseco:11352637.

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  535. Probabilistic Sophistication and Variational Preferences. (2011). Strzalecki, Tomasz.
    In: Scholarly Articles.
    RePEc:hrv:faseco:11352635.

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  536. Preference Relativity, Ambiguity and Social Welfare Evaluation. (2011). Zhao, Zhijun.
    In: Working Papers.
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  537. Entropy and the value of information for investors. (2011). Serrano, Roberto ; Gossner, Olivier.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00648884.

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  538. Entropy and the value of information for investors. (2011). Serrano, Roberto ; Gossner, Olivier ; Cabrales, Antonio ; Roberto, Serrano .
    In: PSE Working Papers.
    RePEc:hal:psewpa:halshs-00648884.

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  539. Income distributions and decomposable divergence measures. (2011). magdalou, brice ; Nock, Richard .
    In: Post-Print.
    RePEc:hal:journl:hal-01935826.

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  540. Risk, uncertainty, and expected returns. (2011). Zhou, Hao ; Bali, Turan G..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-45.

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  541. Risk aversion for variational and multiple-prior preferences. (2011). Werner, Jan.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:47:y:2011:i:3:p:382-390.

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  542. Probabilistic sophistication and variational preferences. (2011). Strzalecki, Tomasz.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:5:p:2117-2125.

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  543. Optimal stopping with dynamic variational preferences. (2011). Daniel, Engelage .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:5:p:2042-2074.

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  544. Uncertainty averse preferences. (2011). Montrucchio, Luigi ; Marinacci, Massimo ; Cerreia-Vioglio, Simone ; Maccheroni, F..
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:4:p:1275-1330.

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  545. Efficient allocations under ambiguity. (2011). Werner, Jan ; Strzalecki, Tomasz.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:3:p:1173-1194.

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  546. Justifiable preferences. (2011). Teper, Roee ; Lehrer, Ehud.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:2:p:762-774.

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  547. A class of incomplete and ambiguity averse preferences. (2011). Riella, Gil ; Nascimento, Leandro.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:2:p:728-750.

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  548. Electoral competition with uncertainty averse parties. (2011). Bade, Sophie.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:72:y:2011:i:1:p:12-29.

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  549. Ambiguous act equilibria. (2011). Bade, Sophie.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:71:y:2011:i:2:p:246-260.

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  550. Risk, uncertainty, and option exercise. (2011). Wang, Neng ; Miao, Jianjun.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:4:p:442-461.

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  551. Smooth Ambiguity Aversion in the Small and in the Large. (2011). Berger, Loïc.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/95831.

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  552. Deferral, incomplete preferences and confidence. (2011). Hill, Brian.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0940.

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  553. CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure. (2011). Balbas, Raquel.
    In: IC3JM - Estudios = Working Papers.
    RePEc:cte:imrepe:id-11-04.

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  554. CAPM-like formulae and good deal absence with ambiguous setting and coherent risk measure. (2011). Balbas, Alejandro .
    In: INDEM - Working Paper Business Economic Series.
    RePEc:cte:idrepe:id-11-04.

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  555. Merging of opinions under uncertainty. (2011). Engelage, Daniel ; Bier, Monika .
    In: Center for Mathematical Economics Working Papers.
    RePEc:bie:wpaper:433.

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  556. A Two-Parameter Model of Dispersion Aversion. (2011). Quiggin, John ; Grant, Simon ; Polak, Ben ; Chambers, Robert G.
    In: Risk and Sustainable Management Group Working Papers.
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  557. Ambiguity Models and the Machina Paradoxes. (2011). Placido, Laetitia ; l'Haridon, Olivier ; Baillon, Aurelien.
    In: American Economic Review.
    RePEc:aea:aecrev:v:101:y:2011:i:4:p:1547-60.

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  558. The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation. (2011). Wakker, Peter ; Placido, Laetitia ; Baillon, Aurelien ; Abdellaoui, Mohammed.
    In: American Economic Review.
    RePEc:aea:aecrev:v:101:y:2011:i:2:p:695-723.

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  559. Merging of Opinions under Uncertainty. (2010). Engelage, Daniel ; Bier, Monika .
    In: Bonn Econ Discussion Papers.
    RePEc:zbw:bonedp:112010.

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  560. Dual representation of choice and aspirational preferences. (2010). De Giorgi, Enrico ; Brown, David B. ; Sim, Melvyn .
    In: University of St. Gallen Department of Economics working paper series 2010.
    RePEc:usg:dp2010:2010-07.

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  561. The Price for Information about Probabilities and its Relation with Capacities. (2010). Montesano, Aldo ; Attanasi, Giuseppe.
    In: TSE Working Papers.
    RePEc:tse:wpaper:23343.

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  562. Optimal transportation and the falsifiability of incompletely specified economic models. (2010). Henry, Marc ; Galichon, Alfred ; Ekeland, Ivar.
    In: Economic Theory.
    RePEc:spr:joecth:v:42:y:2010:i:2:p:355-374.

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  563. Robust portfolios: contributions from operations research and finance. (2010). Zhou, Guofu ; Fabozzi, Frank ; Huang, Dashan.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:176:y:2010:i:1:p:191-220:10.1007/s10479-009-0515-6.

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  564. Economically relevant preferences for all observed epsilon. (2010). Leibovitch, Boaz ; Leshno, Moshe ; Levy, Haim.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:176:y:2010:i:1:p:153-178:10.1007/s10479-008-0470-7.

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  565. Moral Hazard and Ambiguity. (2010). Weinschenk, Philipp .
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
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  566. A simplified axiomatic approach to ambiguity aversion. (2010). Neilson, William.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:41:y:2010:i:2:p:113-124.

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  567. A Soft Robust Model for Optimization Under Ambiguity. (2010). Ben-Tal, Aharon ; Brown, David B ; Bertsimas, Dimitris.
    In: Operations Research.
    RePEc:inm:oropre:v:58:y:2010:i:4-part-2:p:1220-1234.

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  568. Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling. (2010). le Van, Cuong ; Dana, Rose-Anne.
    In: PSE-Ecole d'économie de Paris (Postprint).
    RePEc:hal:pseptp:halshs-00470670.

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  569. Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling. (2010). le Van, Cuong ; Dana, Rose-Anne .
    In: Post-Print.
    RePEc:hal:journl:halshs-00470670.

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  570. Affective decision making: a theory of optimism bias. (2010). Bracha, Anat ; Brown, Donald J..
    In: Working Papers.
    RePEc:fip:fedbwp:10-16.

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  571. On the uses of the monotonicity and independence axioms in models of ambiguity aversion. (2010). Riella, Gil ; Nascimento, Leandro.
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:59:y:2010:i:3:p:326-329.

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  572. Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling. (2010). LE VAN, CUONG ; Dana, R. A..
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:145:y:2010:i:6:p:2186-2202.

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  573. Interim efficiency with MEU-preferences. (2010). Martins-da-Rocha, V. Filipe ; Martins-da-Rocha, V. Filipe, .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:145:y:2010:i:5:p:1987-2017.

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  574. The value of a statistical life under ambiguity aversion. (2010). TREICH, Nicolas.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:59:y:2010:i:1:p:15-26.

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  575. Status quo bias, multiple priors and uncertainty aversion. (2010). Ortoleva, Pietro.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:69:y:2010:i:2:p:411-424.

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  576. Affective Decision-Making: A Theory of Optimism-Bias. (2010). Bracha, Anat ; Brown, Donald J..
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1759.

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  577. Ambiguity, Learning, and Asset Returns. (2010). Miao, Jianjun ; ju, nengjiu.
    In: CEMA Working Papers.
    RePEc:cuf:wpaper:438.

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  578. Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion. (2010). Montrucchio, Luigi ; Marinacci, Massimo ; Maccheroni, Fabio ; Cerreia-Vioglio, Simone.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:174.

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  579. Rational Preferences under Ambiguity. (2010). Siniscalchi, Marciano ; Marinacci, Massimo ; Maccheroni, Fabio ; Ghirardato, Paolo ; Cerreia-Vioglio, Simone.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:169.

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  580. Risk, uncertainty,and option exercise. (2010). Wang, Neng ; Miao, Jianjun.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2010-029.

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  581. MISBEHAVIORAL URBAN ECONOMICS. (2010). Berliant, Marcus.
    In: Journal of Regional Science.
    RePEc:bla:jregsc:v:50:y:2010:i:1:p:93-101.

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  582. Attitudes towards Uncertainty and Randomization: An Experimental Study. (2010). Schnedler, Wendelin ; Dominiak, Adam.
    In: Working Papers.
    RePEc:awi:wpaper:0494.

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  583. Optimal Stopping with Dynamic Variational Preferences. (2009). Engelage, Daniel .
    In: Bonn Econ Discussion Papers.
    RePEc:zbw:bonedp:202009.

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  584. Ramsey Taxation and fear of misspecification. (2009). Karantounias, Anastasios.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:822.

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  585. Ambiguous Information, Risk Aversion, and Asset Pricing. (2009). Illeditsch, Philipp Karl .
    In: 2009 Meeting Papers.
    RePEc:red:sed009:802.

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  586. AMBIGUITY AVERSION: IMPLICATIONS FOR THE UNCOVERED INTEREST RATE PARITY PUZZLE. (2009). Ilut, Cosmin.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:328.

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  587. A Subjective Model of Temporal Preferences. (2009). Sarver, Todd ; Ergin, Haluk.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:1183.

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  588. Uncertainty aversion and equilibrium existence in games with incomplete information. (2009). Teper, Roee ; Azrieli, Yaron.
    In: MPRA Paper.
    RePEc:pra:mprapa:17617.

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  589. Justifiable choice. (2009). Heller, Yuval.
    In: MPRA Paper.
    RePEc:pra:mprapa:15645.

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  590. Misbehavioral urban economics. (2009). Berliant, Marcus.
    In: MPRA Paper.
    RePEc:pra:mprapa:14951.

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  591. Ambiguity, Learning, and Asset Returns. (2009). Miao, Jianjun ; ju, nengjiu.
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    In: European Journal of Operational Research.
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  20. Stochastic dominance with respect to a capacity and risk measures. (2014). Miryana, Grigorova .
    In: Statistics & Risk Modeling.
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  21. Stochastic orderings with respect to a capacity and an application to a financial optimization problem. (2014). Miryana, Grigorova .
    In: Statistics & Risk Modeling.
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  22. Are law-invariant risk functions concave on distributions?. (2013). Beatrice, Acciaio ; Gregor, Svindland .
    In: Dependence Modeling.
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  23. Entropy Coherent and Entropy Convex Measures of Risk. (2013). Laeven, Roger ; Stadje, Mitja.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:38:y:2013:i:2:p:265-293.

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  24. On Kusuoka Representation of Law Invariant Risk Measures. (2013). Shapiro, Alexander.
    In: Mathematics of Operations Research.
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  25. The natural Banach space for version independent risk measures. (2013). Pichler, Alois.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:2:p:405-415.

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  26. Uniqueness of Kusuoka Representations. (2013). Shapiro, Alexander ; Pichler, Alois.
    In: Papers.
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  27. Optimal risk sharing with general deviation measures. (2012). Zabarankin, Michael ; Grechuk, Bogdan.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:200:y:2012:i:1:p:9-21:10.1007/s10479-010-0834-7.

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    In: Other publications TiSEM.
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    In: Discussion Paper.
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    In: Working Papers.
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  31. Comonotonicity, Efficient Risk-sharing and Equilibria in markets with short-selling for concave law-invariant utilities. (2011). Dana, Rose-Anne .
    In: Post-Print.
    RePEc:hal:journl:hal-00655172.

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  32. Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities. (2011). Dana, R.-A., .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:47:y:2011:i:3:p:328-335.

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  33. A numerical approach for a class of risk-sharing problems. (2011). Lachapelle, A. ; Carlier, G..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:47:y:2011:i:1:p:1-13.

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  34. On convex risk measures on L p -spaces. (2009). Kaina, M. ; Ruschendorf, L..
    In: Mathematical Methods of Operations Research.
    RePEc:spr:mathme:v:69:y:2009:i:3:p:475-495.

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  35. Maximum Entropy Principle with General Deviation Measures. (2009). Zabarankin, Michael ; Grechuk, Bogdan ; Molyboha, Anton.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:34:y:2009:i:2:p:445-467.

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  36. Comonotonic measures of multivariates risks. (2009). Henry, Marc ; Galichon, Alfred ; Ekeland, Ivar.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00401828.

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  37. Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders. (2009). Yan, Jia-An ; Song, Yongsheng .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:45:y:2009:i:3:p:459-465.

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  38. Subgradients of law-invariant convex risk measures on L. (2009). Gregor, Svindland .
    In: Statistics & Risk Modeling.
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  39. PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES. (2009). Taboga, Marco ; Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio.
    In: Mathematical Finance.
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  40. Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities. (2008). Dana, Rose-Anne ; Carlier, G..
    In: Economic Theory.
    RePEc:spr:joecth:v:36:y:2008:i:2:p:189-223.

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  41. Two-Persons Efficient Risk-Sharing and Equilibria for Concave Law-Invariant Utilities. (2008). Carlier, Guillaume ; Dana, Rose-Anne .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/2348.

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  42. Portfolio Selection with Monotone Mean-Variance Preferences. (2008). Taboga, Marco ; Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_664_99.

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  43. Rationalizing Constrained Contingent Claims. (2007). Flåm, Sjur ; Borglin, Anders ; F L, .
    In: Working Papers.
    RePEc:hhs:lunewp:2007_012.

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  44. Are generalized call-spreads efficient?. (2007). Dana, Rose-Anne ; Dana, R.-A., ; Carlier, G..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:43:y:2007:i:5:p:581-596.

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  45. Portfolio Selection with Monotone Mean-Variance Preferences. (2007). Taboga, Marco ; Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:6.

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  46. Ambiguity Aversion, Robustness, and the Variational Representation of Preferences. (2006). Rustichini, Aldo ; Marinacci, Massimo ; Maccheroni, Fabio.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:12.

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  47. Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. (2006). Dana, Rose-Anne ; Guillaume, Carlier ; Rose-anne, Dana.
    In: Statistics & Risk Modeling.
    RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:26:n:3.

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  48. On the optimal risk allocation problem. (2006). Christian, Burgert ; Ludger, Ruschendorf.
    In: Statistics & Risk Modeling.
    RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:19:n:4.

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  49. On distortion functionals. (2006). Pflug Georg Ch., .
    In: Statistics & Risk Modeling.
    RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:16:n:8.

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  50. Law invariant convex risk measures for portfolio vectors. (2006). Ludger, Ruschendorf.
    In: Statistics & Risk Modeling.
    RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:12:n:10.

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