Model and Predictive Uncertainty: A Foundation for Smooth Ambiguity Preferences

DOI10.3982/ECTA18009zbMath1489.91092OpenAlexW4226081022MaRDI QIDQ5087304

Luciano Pomatto, Tommaso Denti

Publication date: 11 July 2022

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta18009

zbMATH Keywords

ambiguityidentifiabilitysure-thing principle

Mathematics Subject Classification ID

Decision theory (91B06) Individual preferences (91B08)

Related Items (3)

Subjective expected utility through stochastic independence ⋮ Maxmin expected utility in Savage's framework ⋮ Uncertainty and compound lotteries: calibration

This page was built for publication: Model and Predictive Uncertainty: A Foundation for Smooth Ambiguity Preferences