| 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 |
1 |
1 |
158 |
0 |
1 |
1 |
791 |
| A strong law of large numbers for capacities |
0 |
0 |
0 |
83 |
0 |
1 |
2 |
308 |
| A subjective spin on roulette wheels |
0 |
1 |
2 |
124 |
0 |
1 |
2 |
718 |
| Ambiguity Aversion, Robustness, and the Variational Representation of Preferences |
0 |
1 |
7 |
703 |
0 |
1 |
18 |
1,406 |
| Ambiguity and Robust Statistics |
0 |
0 |
3 |
140 |
0 |
0 |
5 |
350 |
| Ambiguity from the Differential Viewpoint |
0 |
0 |
0 |
177 |
0 |
1 |
1 |
418 |
| Ambiguity from the Differential Viewpoint |
0 |
0 |
1 |
177 |
1 |
1 |
4 |
424 |
| BV as a dual space |
0 |
0 |
1 |
125 |
0 |
0 |
4 |
640 |
| Certainty Independence and the Separation of Utility and Beliefs |
0 |
0 |
0 |
97 |
0 |
1 |
2 |
262 |
| Choquet insurance pricing: a caveat |
0 |
0 |
0 |
127 |
0 |
0 |
1 |
356 |
| Coherence without Additivity |
0 |
0 |
0 |
98 |
0 |
0 |
0 |
311 |
| Complete Monotone Quasiconcave Duality |
1 |
3 |
6 |
176 |
2 |
5 |
10 |
432 |
| Cores of Non-Atomic Market Games |
0 |
0 |
0 |
67 |
0 |
0 |
1 |
294 |
| Disputed Lands |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
217 |
| Dynamic Variational Preferences |
0 |
0 |
0 |
271 |
0 |
0 |
2 |
648 |
| Expected Utility Without the Completeness Axiom |
0 |
0 |
0 |
104 |
0 |
0 |
1 |
385 |
| Expected utility theory without the completeness axiom |
0 |
0 |
0 |
174 |
2 |
2 |
3 |
940 |
| How to Cut a Cake Healthily |
0 |
0 |
0 |
30 |
0 |
1 |
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 |
4 |
384 |
| Monotone Continuous Multiple Priors |
0 |
0 |
0 |
90 |
1 |
1 |
2 |
245 |
| Objective and Subjective Rationality |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
150 |
| Objective and Subjective Rationality in a Multiple Prior Model |
1 |
1 |
4 |
277 |
4 |
11 |
72 |
5,774 |
| On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility |
1 |
1 |
1 |
75 |
1 |
2 |
3 |
273 |
| Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
2 |
135 |
0 |
1 |
4 |
543 |
| Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
1 |
231 |
0 |
0 |
1 |
726 |
| Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
0 |
89 |
0 |
0 |
2 |
360 |
| Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
0 |
128 |
0 |
0 |
0 |
359 |
| Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion |
0 |
0 |
0 |
54 |
0 |
1 |
4 |
161 |
| Rational Preferences under Ambiguity |
0 |
0 |
1 |
73 |
0 |
0 |
3 |
205 |
| Revealed Ambiguity and Its Consequences: Updating |
0 |
1 |
2 |
173 |
0 |
1 |
2 |
375 |
| Risk Measures: Rationality and Diversification |
0 |
0 |
1 |
140 |
0 |
1 |
2 |
354 |
| Singed Integral Representations of Comonotonic Additive Functionals |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
83 |
| Social Decision Theory: Choosing within and between Groups |
1 |
2 |
3 |
379 |
1 |
3 |
6 |
1,350 |
| Uncertainty Averse Preferences |
1 |
2 |
2 |
397 |
1 |
2 |
3 |
765 |
| Variational representation of preferences under ambiguity |
1 |
1 |
1 |
243 |
1 |
2 |
2 |
454 |
| Yaari dual theory without the completeness axiom |
0 |
0 |
0 |
189 |
0 |
0 |
1 |
817 |
| Total Working Papers |
6 |
14 |
41 |
5,805 |
14 |
40 |
173 |
22,988 |
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