Ambiguity through confidence functions

By Alain Chateauneuf, José Heleno Faro. 2009

148 citations recorded by the source corpus.

Subfields: Artificial Intelligence, General Decision Sciences, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/d5ba641bade157ad8d857cd46d7e4b0d85b5be6d

How researchers see this paper

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

In Artificial Intelligence

1. Aurélien Baillon
2. Peter P. Wakker

In General Decision Sciences

1. Peter P. Wakker
2. Aurélien Baillon
3. Mohammed Abdellaoui
4. Han Bleichrodt

In Management Science and Operations Research

1. Aurélien Baillon
2. Peter P. Wakker
3. Mohammed Abdellaoui
4. Han Bleichrodt

Citations in the corpus

• Measuring Ambiguity Attitudes for All (Natural) Events (2018, background): “We next discuss the alternative interpretations of Chateauneuf et al. (2007) in their equivalent neo-additive model.”
• Robust return risk measures (2017, unknown): “– Homothetic preferences [7,9]: L(X) = sup Q∈Q {β(Q)EQ[ (X)]}, where β : Q → [0, 1], with supQ∈Q β(Q) = 1.”
• Ambiguity in asset pricing and portfolio choice: a review of the literature (2010, unknown): “Even though a closed-form solution for optimal portfolio weights fails to exist, using (35), and denoting by ω the composition of the market portfolio, Kogan and Wang show:”