2 citations · 4 across the 3 of their papers we have counts for
3 papers
econ.TH2024
Farkas' Lemma and Complete Indifference
Florian Herold, Christoph Kuzmics
In a finite two player game consider the matrix of one player's payoff difference between any two consecutive pure strategies. Define the half space induced by a column vector of t…
econ.TH2023★ 2 cited
An Ellsberg paradox for ambiguity aversion
Christoph Kuzmics, Brian W. Rogers, Xiannong Zhang
The 1961 Ellsberg paradox is typically seen as an empirical challenge to the subjective expected utility framework. Experiments based on Ellsberg's design have spawned a variety of…
econ.TH2022★ 2 cited
Limit Orders and Knightian Uncertainty
Michael Greinecker, Christoph Kuzmics
A range of empirical puzzles in finance has been explained as a consequence of traders being averse to ambiguity. Ambiguity averse traders can behave in financial portfolio problem…