| 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 |
0 |
1 |
776 |
| A strong law of large numbers for capacities |
0 |
0 |
1 |
77 |
0 |
0 |
3 |
289 |
| A subjective spin on roulette wheels |
0 |
0 |
0 |
115 |
0 |
1 |
3 |
686 |
| Ambiguity Aversion, Robustness, and the Variational Representation of Preferences |
2 |
3 |
5 |
666 |
3 |
8 |
13 |
1,296 |
| Ambiguity and Robust Statistics |
0 |
0 |
1 |
131 |
0 |
0 |
5 |
318 |
| Ambiguity from the Differential Viewpoint |
0 |
0 |
0 |
176 |
0 |
0 |
1 |
403 |
| Ambiguity from the Differential Viewpoint |
0 |
1 |
4 |
171 |
0 |
1 |
8 |
402 |
| BV as a dual space |
0 |
0 |
0 |
117 |
0 |
2 |
9 |
592 |
| Certainty Independence and the Separation of Utility and Beliefs |
0 |
1 |
1 |
94 |
0 |
4 |
7 |
238 |
| Choquet insurance pricing: a caveat |
0 |
0 |
0 |
122 |
0 |
2 |
6 |
343 |
| Coherence without Additivity |
0 |
0 |
0 |
98 |
0 |
1 |
2 |
298 |
| Complete Monotone Quasiconcave Duality |
0 |
0 |
2 |
161 |
0 |
0 |
7 |
391 |
| Cores of Non-Atomic Market Games |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
231 |
| Disputed Lands |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
189 |
| Dynamic Variational Preferences |
0 |
0 |
0 |
265 |
0 |
0 |
2 |
616 |
| Expected Utility Without the Completeness Axiom |
0 |
0 |
0 |
104 |
0 |
1 |
2 |
369 |
| Expected utility theory without the completeness axiom |
0 |
0 |
0 |
173 |
0 |
2 |
3 |
919 |
| 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 |
1 |
2 |
5 |
78 |
2 |
4 |
9 |
514 |
| Insurance Premia Consistent with the Market |
0 |
1 |
1 |
93 |
0 |
2 |
4 |
353 |
| Monotone Continuous Multiple Priors |
0 |
0 |
0 |
88 |
1 |
2 |
4 |
231 |
| Objective and Subjective Rationality |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
136 |
| Objective and Subjective Rationality in a Multiple Prior Model |
2 |
4 |
14 |
242 |
50 |
200 |
876 |
3,808 |
| On the Computation of Optimal Monotone Mean-Variance Portfolios via Truncated Quadratic Utility |
0 |
0 |
0 |
73 |
0 |
0 |
2 |
245 |
| Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
0 |
128 |
0 |
0 |
0 |
349 |
| Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
0 |
126 |
0 |
1 |
8 |
501 |
| Portfolio Selection with Monotone Mean-Variance Preferences |
0 |
0 |
1 |
229 |
0 |
1 |
4 |
709 |
| Portfolio Selection with Monotone Mean-Variance Preferences |
1 |
1 |
3 |
83 |
1 |
2 |
8 |
309 |
| Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion |
0 |
0 |
0 |
52 |
0 |
1 |
4 |
137 |
| Rational Preferences under Ambiguity |
0 |
0 |
2 |
71 |
0 |
2 |
5 |
181 |
| Revealed Ambiguity and Its Consequences: Updating |
1 |
1 |
3 |
161 |
1 |
2 |
4 |
354 |
| Risk Measures: Rationality and Diversification |
0 |
0 |
1 |
136 |
0 |
0 |
1 |
329 |
| Singed Integral Representations of Comonotonic Additive Functionals |
1 |
1 |
3 |
24 |
1 |
1 |
6 |
73 |
| Social Decision Theory: Choosing within and between Groups |
0 |
0 |
1 |
366 |
1 |
13 |
71 |
1,251 |
| Uncertainty Averse Preferences |
0 |
1 |
3 |
384 |
1 |
3 |
7 |
725 |
| Variational representation of preferences under ambiguity |
0 |
0 |
1 |
216 |
1 |
2 |
10 |
407 |
| Yaari dual theory without the completeness axiom |
0 |
0 |
0 |
186 |
0 |
3 |
4 |
801 |
| Total Working Papers |
8 |
16 |
52 |
5,547 |
62 |
261 |
1,102 |
19,932 |
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