Working Paper |
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Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Canon of Probabilistic Rationality |
0 |
0 |
1 |
24 |
0 |
0 |
3 |
40 |
A Market Foundation for Conditional Asset Pricing |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
65 |
A Smooth Model of Decision,Making Under Ambiguity |
0 |
0 |
0 |
186 |
0 |
0 |
4 |
735 |
A Subjective Spin on Roulette Wheels |
0 |
0 |
1 |
158 |
0 |
1 |
2 |
792 |
A characterization of probabilities with full support in metric spaces, and Laplaces method |
0 |
0 |
1 |
22 |
0 |
2 |
5 |
64 |
A note on comparative ambiguity aversion and justi?fiability |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
80 |
A smooth model of decision making under ambiguity |
0 |
0 |
1 |
467 |
1 |
3 |
8 |
1,778 |
A strong law of large numbers for capacities |
0 |
0 |
0 |
83 |
0 |
0 |
2 |
308 |
A subjective spin on roulette wheels |
0 |
0 |
1 |
124 |
0 |
0 |
1 |
718 |
Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis |
0 |
0 |
0 |
146 |
0 |
0 |
4 |
573 |
Ambiguity Attitudes and Self-Confirming Equilibrium in Sequential Games |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
135 |
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences |
1 |
1 |
6 |
704 |
2 |
3 |
15 |
1,409 |
Ambiguity Made Precise: A Comparative Foundation and Some Implications |
0 |
0 |
0 |
118 |
0 |
0 |
0 |
469 |
Ambiguity and Robust Statistics |
0 |
0 |
1 |
140 |
1 |
1 |
3 |
351 |
Ambiguity and the Bayesian Paradigm |
0 |
0 |
4 |
253 |
0 |
0 |
14 |
589 |
Ambiguity from the Differential Viewpoint |
0 |
0 |
0 |
177 |
0 |
0 |
1 |
418 |
Ambiguity from the Differential Viewpoint |
0 |
0 |
0 |
177 |
0 |
0 |
1 |
424 |
Analysis of Information Feedback and Selfconfirming Equilibrium |
0 |
1 |
1 |
71 |
0 |
1 |
2 |
112 |
Certainty Independence and the Separation of Utility and Beliefs |
0 |
0 |
0 |
97 |
0 |
0 |
2 |
262 |
Choquet Integration on Riesz Spaces and Dual Comonotonicity |
0 |
1 |
1 |
58 |
0 |
2 |
3 |
163 |
Choquet insurance pricing: a caveat |
0 |
0 |
0 |
127 |
0 |
1 |
1 |
357 |
Classical Subjective Expected Utility |
0 |
0 |
0 |
87 |
0 |
0 |
1 |
239 |
Coarse Contingencies |
0 |
0 |
1 |
71 |
0 |
0 |
1 |
217 |
Coarse Contingencies |
0 |
0 |
2 |
94 |
0 |
0 |
7 |
319 |
Complete Monotone Quasiconcave Duality |
0 |
0 |
5 |
176 |
0 |
0 |
8 |
432 |
Conditional Lp-spaces and the duality of modules over f-algebras |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
53 |
Cores and stable sets of finite dimensional games |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
238 |
Cores of Non-Atomic Market Games |
0 |
0 |
0 |
67 |
0 |
0 |
1 |
294 |
Decomposition and Representation of Coalitional Games |
0 |
0 |
0 |
45 |
0 |
0 |
2 |
203 |
Definitions of Ambiguous Events and the Smooth Ambiguity Model |
0 |
0 |
0 |
60 |
0 |
0 |
2 |
460 |
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
93 |
Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
107 |
Dynamic Variational Preferences |
0 |
0 |
0 |
271 |
0 |
0 |
2 |
648 |
Ergodic Annealing |
0 |
1 |
2 |
15 |
0 |
1 |
2 |
19 |
Ergodic Theorems for Lower Probabilities |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
67 |
Experimental Cost of Information |
1 |
1 |
3 |
153 |
1 |
1 |
8 |
338 |
Finitely Well-Positioned Sets |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
85 |
Hilbert A-Modules |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
73 |
How to Cut a Cake Healthily |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
165 |
How to cut a pizza fairly: fair division with descreasing marginal evaluations |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
545 |
Insurance Premia Consistent with the Market |
0 |
0 |
2 |
102 |
0 |
0 |
3 |
384 |
Linearity with Multiple Priors |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
146 |
Making Decisions under Model Misspecification |
0 |
2 |
3 |
15 |
0 |
2 |
4 |
32 |
Making Decisions under Model Misspecification |
0 |
1 |
1 |
17 |
0 |
1 |
3 |
48 |
Making Decisions under Model Misspecification |
1 |
1 |
1 |
25 |
2 |
2 |
12 |
76 |
Microfoundations of Low-Frequency High-Impact Decisions |
2 |
10 |
31 |
82 |
3 |
15 |
44 |
121 |
Mixed Extensions of Decision Problems under Uncertainty |
0 |
0 |
0 |
83 |
0 |
1 |
1 |
192 |
Model Uncertainty |
0 |
0 |
6 |
77 |
1 |
1 |
12 |
152 |
Model Uncertainty in Climate Change Economics |
0 |
0 |
1 |
85 |
0 |
0 |
1 |
112 |
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
20 |
Model Uncertainty in Climate Change Economics: A Review and Proposed Framework for Future Research |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
25 |
Monotone Continuous Multiple Priors |
0 |
0 |
0 |
90 |
0 |
0 |
1 |
245 |
Monotone continuous multiple priors |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
107 |
Monotone continuous multiple priors |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
39 |
Multialternative Neural Decision Processes |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
24 |
Multinomial logit processes and preference discovery: inside and outside the black box |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
17 |
Multinomial logit processes and preference discovery: inside and outside the black box |
0 |
0 |
0 |
123 |
0 |
0 |
1 |
288 |
Multinomial logit processes and preference discovery: outside and inside the black box |
0 |
0 |
2 |
31 |
0 |
0 |
2 |
40 |
Mutual Absolute Continuity of Multiple Priors |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
280 |
Niveloids and Their Extensions:Risk Measures on Small Domains |
0 |
1 |
1 |
35 |
0 |
1 |
2 |
144 |
Objective and Subjective Rationality |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
150 |
Objective and Subjective Rationality in a Multiple Prior Model |
0 |
0 |
3 |
277 |
0 |
0 |
40 |
5,774 |
Objective and Subjective Rationality in a Multiple Prior Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
22 |
On Concavity and Supermodularity |
1 |
1 |
1 |
229 |
1 |
1 |
2 |
561 |
On convexity and supermodularity |
0 |
0 |
3 |
198 |
0 |
1 |
5 |
489 |
On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility |
0 |
0 |
1 |
75 |
0 |
0 |
2 |
273 |
On the Ranges of Baire and Borel Measures |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
255 |
On the Smooth Ambiguity Model: A Reply |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
112 |
On the Smooth Ambiguity Model: A Reply |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
277 |
On the Smooth Ambiguity Model: A Reply |
0 |
0 |
0 |
35 |
1 |
1 |
3 |
147 |
On the equality of Clarke-Rockafellar and Greenberg-Pierskalla differentials for monotone and quasiconcave functionals |
0 |
0 |
1 |
28 |
0 |
1 |
3 |
122 |
Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
0 |
128 |
0 |
0 |
0 |
359 |
Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
1 |
2 |
136 |
0 |
1 |
4 |
544 |
Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
0 |
231 |
0 |
0 |
0 |
726 |
Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
0 |
89 |
2 |
3 |
4 |
363 |
Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
161 |
Probabilistic sophistication and multiple priors |
0 |
0 |
2 |
130 |
0 |
0 |
2 |
300 |
Put-Call Parity and Market Frictions |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
288 |
Random correspndences as bundles of random variables |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
140 |
Range Convexity and Ambiguity Averse Preferences |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
291 |
Rational Inattention and Rate Distortion Theory: A Teaching Note |
0 |
0 |
1 |
63 |
0 |
0 |
3 |
119 |
Rational Policymaking during a Pandemic |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
8 |
Rational Preferences under Ambiguity |
0 |
0 |
0 |
73 |
0 |
0 |
1 |
205 |
Rational policymaking during a pandemic |
0 |
0 |
0 |
16 |
1 |
3 |
9 |
59 |
Recursive Smooth Ambiguity Preferences |
0 |
0 |
0 |
287 |
0 |
1 |
2 |
808 |
Residual Measures and the Existence and Range of Probability Measures n Boolean Algebras |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
404 |
Revealed Ambiguity and Its Consequences: Updating |
1 |
1 |
2 |
174 |
1 |
2 |
3 |
377 |
Risk Analysis and Decision Theory: Foundations |
0 |
0 |
1 |
90 |
1 |
1 |
2 |
264 |
Risk Measures: Rationality and Diversification |
0 |
0 |
1 |
140 |
0 |
0 |
2 |
354 |
Risk, Ambigity and the Separation of Utility and Beliefs |
0 |
0 |
0 |
278 |
1 |
1 |
2 |
1,022 |
Risk, Ambiguity and the Separation of Utility and Beliefs |
0 |
0 |
0 |
150 |
0 |
0 |
0 |
449 |
Risk, Ambiguity, and the Separation of Utility and Beliefs |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
98 |
Risk, ambiguity, and the separation of utility and beliefs |
0 |
1 |
1 |
202 |
0 |
1 |
2 |
461 |
Selfconfirming Equilibrium and Model Uncertainty |
0 |
0 |
0 |
128 |
1 |
1 |
2 |
250 |
Selfconfirming Equilibrium and Uncertainty |
0 |
0 |
0 |
51 |
0 |
0 |
1 |
101 |
Singed Integral Representations of Comonotonic Additive Functionals |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
83 |
Social Decision Theory: Choosing within and between Groups |
0 |
1 |
4 |
380 |
1 |
2 |
7 |
1,352 |
Sources of Uncertainty and Subjective Prices |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
73 |
Stochastic Dominance Analysis without the Independence Axiom |
0 |
1 |
1 |
56 |
0 |
2 |
3 |
115 |
Subcalculus for set functions and cores of TU games |
0 |
0 |
0 |
47 |
0 |
1 |
2 |
248 |
The Core of Large TU Games |
0 |
0 |
0 |
125 |
0 |
0 |
1 |
1,530 |
The Impossibility of Compromise: Convexity and Uniqueness in Decision Making Under Risk and Uncertainty |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
270 |
The Structure of Variational Preferences |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
105 |
The convexity-cone approach to comparative risk and downside risk |
0 |
0 |
0 |
54 |
0 |
1 |
1 |
162 |
Ultramodular functions |
0 |
0 |
0 |
90 |
0 |
0 |
0 |
260 |
Uncertainty Averse Preferences |
0 |
0 |
2 |
397 |
0 |
0 |
3 |
765 |
Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? |
0 |
0 |
0 |
20 |
1 |
1 |
3 |
51 |
Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context? |
1 |
1 |
1 |
72 |
2 |
2 |
9 |
247 |
Unique Solutions of Some Recursive Equations in Economic Dynamics |
0 |
0 |
0 |
126 |
0 |
0 |
2 |
397 |
Unique Tarski Fixed Points |
0 |
0 |
3 |
78 |
0 |
0 |
6 |
150 |
Variational representation of preferences under ambiguity |
0 |
0 |
1 |
243 |
0 |
0 |
2 |
454 |
Total Working Papers |
8 |
27 |
111 |
11,026 |
25 |
70 |
345 |
39,524 |