| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Subjective Spin on Roulette Wheels |
0 |
0 |
0 |
155 |
0 |
1 |
2 |
777 |
| A strong law of large numbers for capacities |
0 |
0 |
0 |
77 |
0 |
1 |
2 |
290 |
| A subjective spin on roulette wheels |
0 |
0 |
0 |
115 |
0 |
1 |
3 |
687 |
| Ambiguity Aversion, Robustness, and the Variational Representation of Preferences |
0 |
2 |
7 |
668 |
0 |
4 |
17 |
1,300 |
| Ambiguity and Robust Statistics |
0 |
0 |
1 |
131 |
0 |
2 |
5 |
320 |
| Ambiguity from the Differential Viewpoint |
0 |
0 |
0 |
176 |
0 |
1 |
2 |
404 |
| Ambiguity from the Differential Viewpoint |
0 |
0 |
3 |
171 |
0 |
1 |
5 |
403 |
| BV as a dual space |
0 |
0 |
0 |
117 |
0 |
0 |
6 |
592 |
| Certainty Independence and the Separation of Utility and Beliefs |
0 |
0 |
1 |
94 |
0 |
0 |
6 |
238 |
| Choquet insurance pricing: a caveat |
0 |
0 |
0 |
122 |
0 |
0 |
5 |
343 |
| Coherence without Additivity |
0 |
0 |
0 |
98 |
1 |
1 |
2 |
299 |
| Complete Monotone Quasiconcave Duality |
0 |
0 |
2 |
161 |
1 |
2 |
7 |
393 |
| Cores of Non-Atomic Market Games |
0 |
0 |
0 |
66 |
0 |
3 |
4 |
234 |
| Disputed Lands |
0 |
0 |
0 |
33 |
0 |
1 |
2 |
190 |
| Dynamic Variational Preferences |
0 |
0 |
0 |
265 |
1 |
2 |
3 |
618 |
| Expected Utility Without the Completeness Axiom |
0 |
0 |
0 |
104 |
0 |
1 |
3 |
370 |
| Expected utility theory without the completeness axiom |
0 |
0 |
0 |
173 |
1 |
1 |
3 |
920 |
| How to Cut a Cake Healthily |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
163 |
| How to cut a pizza fairly: fair division with descreasing marginal evaluations |
0 |
0 |
5 |
78 |
2 |
3 |
10 |
517 |
| Insurance Premia Consistent with the Market |
0 |
0 |
1 |
93 |
1 |
2 |
5 |
355 |
| Monotone Continuous Multiple Priors |
0 |
0 |
0 |
88 |
0 |
0 |
3 |
231 |
| Objective and Subjective Rationality |
0 |
0 |
0 |
57 |
0 |
1 |
1 |
137 |
| Objective and Subjective Rationality in a Multiple Prior Model |
1 |
2 |
11 |
244 |
45 |
126 |
851 |
3,934 |
| On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility |
0 |
0 |
0 |
73 |
0 |
1 |
2 |
246 |
| Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
0 |
126 |
0 |
1 |
7 |
502 |
| Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
2 |
83 |
1 |
4 |
9 |
313 |
| Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
0 |
128 |
0 |
2 |
2 |
351 |
| Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
1 |
229 |
0 |
1 |
5 |
710 |
| Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion |
0 |
0 |
0 |
52 |
0 |
1 |
4 |
138 |
| Rational Preferences under Ambiguity |
0 |
0 |
2 |
71 |
0 |
1 |
5 |
182 |
| Revealed Ambiguity and Its Consequences: Updating |
0 |
0 |
2 |
161 |
1 |
2 |
5 |
356 |
| Risk Measures: Rationality and Diversification |
0 |
0 |
1 |
136 |
1 |
1 |
2 |
330 |
| Singed Integral Representations of Comonotonic Additive Functionals |
1 |
1 |
4 |
25 |
1 |
2 |
8 |
75 |
| Social Decision Theory: Choosing within and between Groups |
1 |
1 |
1 |
367 |
2 |
4 |
66 |
1,255 |
| Uncertainty Averse Preferences |
0 |
1 |
3 |
385 |
2 |
5 |
11 |
730 |
| Variational representation of preferences under ambiguity |
0 |
0 |
0 |
216 |
1 |
2 |
9 |
409 |
| Yaari dual theory without the completeness axiom |
0 |
0 |
0 |
186 |
0 |
0 |
3 |
801 |
| Total Working Papers |
3 |
7 |
47 |
5,554 |
61 |
181 |
1,086 |
20,113 |
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