AMBIGUITY AND SECOND-ORDER BELIEF
By Kyoungwon Seo. 2009
261 citations recorded by the source corpus.
Subfields: General Decision Sciences, History and Philosophy of Science, Philosophy
View Paper: https://www.semanticscholar.org/paper/6f294702da5dfc8d315f54559de1acd7b79043dd
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In General Decision Sciences
- Peter Klibanoff
- Eran Hanany
- Marciano M. Siniscalchi
- Jianjun Miao
- Massimo Marinacci
- M. Machina
- Larry G. Epstein
- Peter P. Wakker
In History and Philosophy of Science
- Qi Zhang
- Massimo Marinacci
- Larry G. Epstein
- Jianjun Miao
- Sujoy Mukerji
- Peter Klibanoff
- Nengjiu Ju
- Eran Hanany
In Philosophy
- Qi Zhang
- Christopher P. Chambers
- Massimo Marinacci
- Peter P. Wakker
- Larry G. Epstein
- Jianjun Miao
- Sujoy Mukerji
- Peter Klibanoff
Citations in the corpus
- Ambiguity and Asset Markets (2010, background): “Seo (2009) provides alternative foundations for U KMM .”
- Updating Ambiguity Averse Preferences (2009, background): “See Seo [47] for an alternative axiomatization and model.”
- Expected Utility with Uncertain Probabilities Theory (2017, unknown): “…concept also inspires other models: Klibanoff et al.’s (2005) smooth model, its generalization to include intertemporal substitution, proposed by Hayashi and Miao (2011) and Ju and Miao (2012), and the second-order beliefs of Nau (2006), Chew and Sagi (2008), Ergin and Gul (2009) and Seo (2009).”
- Ambiguity, Learning, and Asset Returns (2009, background): “We have benefitted from comments from seminar participants in Boston University, Georgetown University, Nanyang Technological University, National University of Singapore, Rutgers, Singapore Management University, SUNY, UC at Santa Barbara, University of Hong Kong, University of Virginia, Zhongshan ”
- Ambiguity in asset pricing and portfolio choice: a review of the literature (2010, unknown): “when ambiguity is taken into account, the additional hedging term q 2 (∗) | | 2 − q 2 (∗) | | − (2) + 1− − q 2 (∗) | | − q 2 (∗) | | () (169)”
- Estimating Ambiguity Aversion in a Portfolio Choice Experiment (2009, background): “…(1989); CEU: Schmeidler (1989); -MEU: Ghirardato et al. (2004) and Olszewski (2006); Contraction Expected Utility: Gajdos et al. (2008); REU: Ergin and Gul (2004), Klibanoff et al. (2005), Nau (2005), Seo (2009), and related work by Halevy and Feltkamp (2005), Giraud (2005) and Ahn (2008).”
- Randomization and Ambiguity Aversion (2020, background): “In addition to Saito (2015), Seo (2009) and Saito (2011) are closely related to our paper.”
- Incentives in Experiments: A Theoretical Analysis (2018, background): “These insights are also clearly expressed by Segal (1990) and Seo (2009) and emphasized more recently by Baillon et al. (2014) and Kuzmics (2017).”
- The Rich Domain of Uncertainty: Source Functions and Their Experimental Implementation (2011, background): “Klibanoff, Marinacci, and Mukerji (2005), Robert Nau (2006), William Neilson (1993), and Kyoungwon Seo (2009) considered multistage setups with backward induction and a violation of the reduction of compound lotteries (the multiplication rule for conditional probability) assumed.”
- Recursive smooth ambiguity preferences (2009, methodology): “1 For alternative developments of similar models see Ergin and Gul [13], Nau [38], Neilson [39], Seo [46].”