On Cash Equivalents and Information Evaluation in Decisions Under Uncertainty: Part I: Basic Theory
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Publication:5546452
DOI10.2307/2283845zbMath0162.51003OpenAlexW4246250003MaRDI QIDQ5546452
Publication date: 1968
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2283845
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Incentive contracts and strictly proper scoring rules. ⋮ Optimal strategies for selecting project portfolios using uncertain value estimates ⋮ Reference points and learning ⋮ An experiment on the evaluation of information under risk and ambiguity ⋮ Correlated risks and the value of information ⋮ Robust Framework for Quantifying the Value of Information in Pricing and Hedging ⋮ Risk and the gain from information ⋮ On the St. Petersburg Paradox ⋮ A linear-quadratic Gaussian approach to dynamic information acquisition ⋮ Bounds on the value of information in uncertain decision problems II ⋮ Simple methods for evaluating and comparing binary experiments ⋮ Multiple risks and the value of information ⋮ The value of informational arbitrage ⋮ Effects of Risk Aversion on the Value of Information in Two-Action Decision Problems ⋮ Efficient Estimation of Optimal Regimes Under a No Direct Effect Assumption ⋮ Information evaluation under nonadditive expected utility
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