Results 91 to 100 of about 56,302 (135)

Network growth models: A behavioural basis for attachment proportional to fitness. [PDF]

open access: yesSci Rep, 2017
Bell M   +5 more
europepmc   +1 more source

A comment on the axiomatics of the Maxmin Expected Utility model

open access: closedTheory and Decision, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shiri Alon
semanticscholar   +4 more sources

Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization

open access: closedSIAM Journal on Financial Mathematics, 2019
Summary: In the existing literature of robust utility maximization with ambiguity, agents are generally assumed to be extremely ambiguity-averse as they tend to only consider expected payoffs in the worst-case scenario. However, experimental studies have shown that agents' attitude to ambiguity is not systematically negative and can even be ambiguity ...
Bin Li, Peng Luo, Dewen Xiong
semanticscholar   +3 more sources

Purely subjective Maxmin Expected Utility

open access: closedJournal of Economic Theory, 2014
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shiri Alon, David Schmeidler
semanticscholar   +4 more sources

Maxmin expected utility with additivity on unambiguous events

open access: closedJournal of Mathematical Economics, 2013
This paper provides a model of beliefs representation in which ambiguity and unambiguity are endogenously distinguished in the maxmin expected utility model of Gilboa and Schmeidler (1989). Specifically, I first extend it by getting a representation of beliefs such that the probabilistic beliefs over each ambiguous event are represented by a ...
Xiangyu Qu
semanticscholar   +5 more sources

Optimal Risk Sharing for Maxmin Choquet Expected Utility Model

open access: closedActa Mathematicae Applicatae Sinica, English Series
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Dejian Tian, Shang-ri Wu
semanticscholar   +4 more sources

Maxmin weighted expected utility: a simpler characterization

open access: closedTheory and Decision, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Joseph Y. Halpern, Samantha Leung
semanticscholar   +4 more sources

Optimal consumption-leisure, portfolio and retirement selection based on α-maxmin expected CES utility with ambiguity

open access: closedApplied Mathematics-A Journal of Chinese Universities, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wei-Yin
semanticscholar   +6 more sources

Maxmin expected utility through statewise combinations

open access: closedEconomics Letters, 2000
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ramon Casadesus‐Masanell   +2 more
semanticscholar   +4 more sources

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