First-Order and Second-Order Ambiguity Aversion-Reference-Cited by-同舟云学术

First-Order and Second-Order Ambiguity Aversion

Published:2017-04 Issue:4 Volume:63 Page:1254-1269
ISSN:0025-1909
Container-title:Management Science
language:en
Short-container-title:Management Science

Author:

Lang Matthias¹

Affiliation:

1. Department of Economics, Free University of Berlin, 14195 Berlin, Germany; Max Planck Institute for Research on Collective Goods, 53113 Bonn, Germany; CESifo, 81679 Munich, Germany

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Strategy and Management

Link

https://pubsonline.informs.org/doi/pdf/10.1287/mnsc.2016.2443

Reference59 articles.

1. Experiments on Compound Risk in Relation to Simple Risk and to Ambiguity

2. Choice-Based Elicitation and Decomposition of Decision Weights for Gains and Losses Under Uncertainty

3. Estimating ambiguity aversion in a portfolio choice experiment

4. A Definition of Subjective Probability

5. Imprecise Data Sets as a Source of Ambiguity: A Model and Experimental Evidence

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Estimation and test of a simple model of robust capital asset pricing: An info‐metrics approach;International Review of Finance;2023-11-14

2. First-Order Prudence and its Implications for Precautionary Savings and the Risk-Free Rate;SSRN Electronic Journal;2023

3. Market Participation and Information Structures under Ambiguity;SSRN Electronic Journal;2023

4. Efficient liability law when parties genuinely disagree;The Journal of Law, Economics, and Organization;2022-10-26

5. A simple robust asset pricing model under statistical ambiguity;Quantitative Finance;2022-02-08