We characterize, in the Anscombe–Aumann framework, the preferences for which there are a on outcomes and an on the set of probabilities on the states of the world such that, for all acts and ,
MLA
Maccheroni, Fabio, et al. “Ambiguity Aversion, Robustness, and the Variational Representation of Preferences.” Econometrica, vol. 74, .no 6, Econometric Society, 2006, pp. 1447-1498, https://doi.org/10.1111/j.1468-0262.2006.00716.x
Chicago
Maccheroni, Fabio, Massimo Marinacci, and Aldo Rustichini. “Ambiguity Aversion, Robustness, and the Variational Representation of Preferences.” Econometrica, 74, .no 6, (Econometric Society: 2006), 1447-1498. https://doi.org/10.1111/j.1468-0262.2006.00716.x
APA
Maccheroni, F., Marinacci, M., & Rustichini, A. (2006). Ambiguity Aversion, Robustness, and the Variational Representation of Preferences. Econometrica, 74(6), 1447-1498. https://doi.org/10.1111/j.1468-0262.2006.00716.x
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