Randomization and dynamic consistency
From MaRDI portal
Publication:315799
DOI10.1007/s00199-015-0913-8zbMath1367.91051OpenAlexW2152123915WikidataQ57920638 ScholiaQ57920638MaRDI QIDQ315799
David Kelsey, Jürgen Eichberger, Simon Grant
Publication date: 23 September 2016
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-015-0913-8
Related Items (8)
On stochastic independence under ambiguity ⋮ Dynamic consistency, valuable information and subjective beliefs ⋮ Special issue on ambiguity and strategic interactions in honor of Jürgen Eichberger ⋮ Savage vs. Anscombe-Aumann: an experimental investigation of ambiguity frameworks ⋮ Subjective expected utility through stochastic independence ⋮ Mixed extensions of decision problems under uncertainty ⋮ Abraham Wald's complete class theorem and Knightian uncertainty ⋮ The \(CEV\) model and its application to financial markets with volatility uncertainty
Cites Work
- Unnamed Item
- CEU preferences and dynamic consistency
- Ambiguous act equilibria
- Attitudes toward uncertainty and randomization: an experimental study
- Randomization devices and the elicitation of ambiguity-averse preferences
- A theory of subjective compound lotteries
- Maxmin expected utility with non-unique prior
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Dynamic choice and nonexpected utility
- On indepedence for non-additive measures, with a Fubini theorem
- Recursive multiple-priors.
- Abraham Wald's complete class theorem and Knightian uncertainty
- How do subjects view multiple sources of ambiguity?
- Small worlds: Modeling attitudes toward sources of uncertainty
- Uncertainty aversion and preference for randomisation
- On the Smooth Ambiguity Model: A Reply
- Risk, Ambiguity, and the Savage Axioms
- A Paradox for the Smooth Ambiguity Model of Preference
- Prospect Theory
- Ambiguity and Second-Order Belief
- Subjective Probability and Expected Utility without Additivity
- A More Robust Definition of Subjective Probability
- Conditioning and Aggregation of Preferences
- The General Theory of Employment, Interest, and Money
- "Preference Reversal" and the Observability of Preferences by Experimental Methods
- A Smooth Model of Decision Making under Ambiguity
- A Definition of Subjective Probability
- Slanted Subjective Probabilities and Randomization: Reply to Howard Raiffa and K. R. W. Brewer
- Stochastically independent randomization and uncertain aversion
This page was built for publication: Randomization and dynamic consistency
