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The Identification of Attitudes towards Ambiguity and Risk from Asset Demand

https://doi.org/10.2139/ssrn.2954664
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Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

5 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 34 checked references that resolve
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Estimating ambiguity aversion in a portfolio choice experiment
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A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection
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Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study
resolves10.1007/bf00122575
Recent developments in modeling preferences: Uncertainty and ambiguity
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Revealed Preferences and Differentiable Demand
resolves10.1257/aer.97.5.1921
Consistency and Heterogeneity of Individual Behavior under Uncertainty
resolves10.2307/2648752
Recovering Additive Utility Functions
resolves10.2307/2297128
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Savage in the Market
resolves10.2307/1884324
Risk, Ambiguity, and the Savage Axioms
resolves10.3982/ecta8689
A Paradox for the ''Smooth Ambiguity'' Model of Preference
resolves10.1016/0304-4068(90)90040-g
Observability and optimality
resolves10.4324/9780203358061_chapter_3
Defining ambiguity and ambiguity attitude
resolves10.1016/0304-4068(89)90018-9
Maxmin expected utility with non-unique prior
resolves10.1093/restud/rdr013
Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion
resolves10.1016/b978-0-12-298750-2.50014-9
Identifiability of the von Neumann–Morgenstern Utility Function from Asset Demands
resolves10.1111/j.1468-0262.2006.00755.x
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resolves10.1111/j.1468-0262.2005.00640.x
A Smooth Model of Decision Making under Ambiguity
resolves10.3982/ecta9775
On the Smooth Ambiguity Model: A Reply
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The Identification of Beliefs From Asset Demand
resolves10.1257/aer.104.11.3459
Asset Demand Based Tests of Expected Utility Maximization
resolves10.2139/ssrn.2925349
Integrability of Demand in Incomplete Markets: Kreps-Porteus-Selden Preferences
resolves10.1111/j.1468-0262.2006.00716.x
Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
resolves10.2307/1912308
The Recoverability of Consumers' Preferences from Market Demand Behavior
resolves10.2307/2297089
On Revealed Preference Analysis
resolves10.1016/0022-0531(91)90157-y
Testing strictly concave rationality
resolves10.1111/1467-937x.00194
Ambiguity Aversion and Incompleteness of Financial Markets
resolves10.1016/0304-4068(83)90028-9
Observable probabilistic beliefs
resolves10.2307/2938207
Two-Stage Lotteries without the Reduction Axiom
resolves10.3982/ecta6727
Ambiguity and Second-Order Belief
resolves10.2307/2296957
Non-Parametric Tests of Consumer Behaviour
resolves10.2307/2330718
Nonparametric Tests of Models of Investor Behavior
resolves10.1016/0022-0531(69)90036-2
Some remarks on measures of risk aversion and on their uses
The 5 references without a DOI — listed, not checked
no DOI — not checkedfurther differentiating equation (D.2) with respect to y j , and evaluating the resultant equation at the portfolio (y 1 , 0
no DOI — not checkedref6
no DOI — not checkedref32
no DOI — not checkedref34
no DOI — not checkedref38
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