D. Ahn, . Choi, . Syngjoo, . Gale, . Douglas et al., Estimating ambiguity aversion in a portfolio choice experiment, Quantitative Economics, vol.5, issue.2, 2008.
DOI : 10.3982/QE243

D. S. Ahn, Ambiguity Without a State Space, Review of Economic Studies, vol.75, issue.1, pp.3-28, 2008.
DOI : 10.1111/j.1467-937X.2007.00473.x

G. A. Akerlof and W. T. Dickens, The economic consequences of cognitive dissonance, The American Economic Review, vol.72, issue.3, pp.307-319, 1982.

K. Arrow and L. Hurwicz, An optimality criterion for decisionmaking under ignorance, Uncertainty and Expectations in Economics, 1972.

M. K. Brunnermeier and J. A. Parker, Optimal Expectations, American Economic Review, vol.95, issue.4, pp.1092-1118, 2005.
DOI : 10.1257/0002828054825493

P. Diaconis and D. Freedman, On the Consistency of Bayes Estimates, The Annals of Statistics, vol.14, issue.1, pp.1-26, 1986.
DOI : 10.1214/aos/1176349830

D. Ellsberg, Risk, Ambiguity, and the Savage Axioms, The Quarterly Journal of Economics, vol.75, issue.4, pp.643-669, 1961.
DOI : 10.2307/1884324

M. Feldman, On the generic nonconvergence of Bayesian actions and beliefs, Economic Theory, vol.19, issue.00, pp.301-321, 1991.
DOI : 10.1007/BF01229311

. Gajdos, . Thibault, . Tallon, . Jean-marc, . Vergnaud et al., Decision making with imprecise probabilistic information, Journal of Mathematical Economics, vol.40, issue.6, pp.647-681, 2004.
DOI : 10.1016/j.jmateco.2003.06.004

URL : https://hal.archives-ouvertes.fr/halshs-00086021

. Gajdos, . Thibault, . Hayashi, . Takashi, . Tallon et al., Attitude toward imprecise information, Journal of Economic Theory, vol.140, issue.1, pp.23-56, 2008.
DOI : 10.1016/j.jet.2007.09.002

URL : https://hal.archives-ouvertes.fr/halshs-00130179

P. Ghirardato, . Maccheroni, . Fabio, . Marinacci, and . Massimo, Differentiating ambiguity and ambiguity attitude, Journal of Economic Theory, vol.118, issue.2, pp.133-173, 2004.
DOI : 10.1016/j.jet.2003.12.004

I. Gilboa and D. Schmeidler, Maxmin expected utility with non-unique prior, Journal of Mathematical Economics, vol.18, issue.2, pp.141-153, 1989.
DOI : 10.1016/0304-4068(89)90018-9

URL : https://hal.archives-ouvertes.fr/hal-00753237

I. Gilboa, A. W. Postlewaite, and D. Schmeidler, Probability and Uncertainty in Economic Modeling, Journal of Economic Perspectives, vol.22, issue.3, pp.173-188, 2008.
DOI : 10.1257/jep.22.3.173

URL : https://hal.archives-ouvertes.fr/hal-00463394

I. Gilboa, A. Postlewaite, and D. Schmeidler, Is it always rational to satisfy Savage's axioms? Economics and Philosophy, forthcoming, 2009.

I. Gilboa, F. Maccheroni, M. Marinacci, and D. Schmeidler, Forth.a. Objective and Subjective rationality in a multiple prior model, Econometrica

I. Gilboa, A. Postlewaite, and D. Schmeidler, Forth.b. Rationality of Belief. Or Why Bayesianism is Neither Necessary Nor Sufficient for Rationality

I. Gilboa, Questions in Decision Theory, Annual Review in Economics, 2009.
URL : https://hal.archives-ouvertes.fr/hal-00635595

R. Giraud, Objective Imprecise Probabilistic Information, Second Order Beliefs and Ambiguity Aversion: an Axiomatization. mimeo, 2009.

C. Gollier, Optimal Illusions and Decisions under Risk, 2005.

Y. Halevy, Ellsberg Revisited: An Experimental Study, Econometrica, vol.75, issue.2, pp.503-536, 2007.
DOI : 10.1111/j.1468-0262.2006.00755.x

J. Jaffray, Généralisation du critère de l'utilitéutilité`utilitéà l'incertain régulier, Operations Research Recherche Opérationnelle, vol.23, issue.3, pp.237-267, 1989.

I. Kopylov, A Parametric Model of Ambiguity Hedging, 2006.

K. Nehring, Bernouilli Without Bayes: A Theory of Utility- Sophistiicated Preferences under Ambiguity. Mimeo, 2007.

K. Nehring, Imprecise probabilistic beliefs as a context for decision-making under ambiguity, Journal of Economic Theory, vol.144, issue.3, 2009.
DOI : 10.1016/j.jet.2008.05.009

W. Olszewski, Preferences Over Sets of Lotteries, Review of Economic Studies, vol.74, issue.2, pp.567-595, 2007.
DOI : 10.1111/j.1467-937X.2007.00431.x

Y. Rébillé, Decision making over necessity measures through the Choquet integral criterion. Fuzzy Sets and Systems, pp.3025-3039, 2006.

M. Stinchcombe, Choice and games with ambiguity as sets of probabilities. mimeo, 2003.

J. Tapking, Axioms for preferences revealing subjective uncertainty and uncertainty aversion, Journal of Mathematical Economics, vol.40, issue.7, pp.771-797, 2004.
DOI : 10.1016/j.jmateco.2003.07.004

T. Wang, A Class of Multi-Priors Preferences, 2001.