Updating Ambiguity Averse Preferences

By Eran Hanany, Peter Klibanoff. 2009

125 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/a24ccd576cb009724668f5bc058d05dfe7e6cc38

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Peter Klibanoff
2. Massimo Marinacci
3. Sujoy Mukerji
4. Pietro Ortoleva
5. Arthur Snow
6. Fabio Maccheroni
7. Lars Peter Hansen
8. Eran Hanany

Citations in the corpus

• Ambiguity in asset pricing and portfolio choice: a review of the literature (2010, unknown): “Hanany and Klibanoff (2009) derive dynamically consistent updating rules for variational and KMM preferences.”
• Recursive smooth ambiguity preferences (2009, methodology): “A major difference between the two extensions is that our model is recursive while that in [18] is not.”
• Modeling the Change of Paradigm: Non-Bayesian Reactions to Unexpected News † (2012, background): “…Gilboa and Schmeidler (1993); Epstein and Le Breton (1993); Epstein and Schneider (2003); Maccheroni, Marinacci, and Rustichini (2006); Siniscalchi (2011); Hanany and Klibanoff (2007); Ghirardato, Maccheroni, and Marinacci (2008); Hanany and Klibanoff (2009); and Epstein and Schneider (2007).”