Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
Work
Year: 2006
Type: article
Abstract: We characterize, in the Anscombe–Aumann framework, the preferences for which there are a utility functionu on outcomes and an ambiguity indexc on the set of probabilities on the states of the world su... more
Source: Econometrica
Institutions University of Turin, Collegio Carlo Alberto
Cites: 53
Cited by: 1,010
Related to: 10
FWCI: 12.92
Citation percentile (by year/subfield): 99.77
Subfield: General Decision Sciences
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: green