Robust Utility Theory is a normative decision theory that extends expected utility theory by incorporating ambiguity aversion and model uncertainty, thereby enabling the evaluation of choices under incompletely specified probabilistic environments.
104
Publications
5.6K
Citations
184
Authors
123
Institutions
Publications per year
2017–2026
25
Parents
Publications
104
Axiomatic Foundations of Multiplier Preferences
Tomasz Strzalecki · Econometrica · 2011 · 273 citations · Full text
Uncertainty and Risk in Financial Markets
Luca Rigotti, Chris Shannon · Econometrica · 2004 · 206 citations
1–5 of 104
Authors
184
- TJ
5
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- AS
5
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- MK
4
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- AM
4
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- LP
4
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1–5 of 184
Institutions
123
Technische Universität Berlin
Berlin, Germany
5 h-index
5 publications
348 citations
New York University
New York, United States
4 h-index
4 publications
145 citations
Chinese University of Hong Kong
Hong Kong, Hong Kong
4 h-index
5 publications
100 citations
Humboldt-Universität zu Berlin
Berlin, Germany
4 h-index
6 publications
472 citations
Shanghai Jiao Tong University
Shanghai, China
3 h-index
3 publications
97 citations
National University of Singapore
Singapore, Singapore
3 h-index
4 publications
393 citations
Harvard University Press
Cambridge, United States
3 h-index
3 publications
311 citations
Northwestern University
Evanston, United States
3 h-index
3 publications
181 citations
1–8 of 123
Venues
- SSRN Electronic Journal
Repository · 6 publications · 330 citations
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- Mathematical Finance
5 publications · 272 citations
5
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- Econometrica
5 publications · 979 citations
5
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- Finance and Stochastics
3 publications · 137 citations
3
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- Statistics & Risk Modeling
3 publications · 120 citations
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