Source Themes

Working Paper: A Nonlinear Sandwich Theorem

Develop nonlinear Sandwich Theorem and develop applications to mathematical finance.

Foundations of ambiguity models under symmetry: α-MEU and smooth ambiguity

A novel axiomatization of the smooth ambiguity model and the α-maximin expected utility criterion in a common setting under symmetry.

Smooth aggregation of Bayesian experts

An axiomatization of the smooth ambiguity model in a social choice setting.

A simplified approach to subjective expected utility

An axiomatization and generalization of Savage's theorem using functional analysis with applications to decision theory.