CEU preferences and dynamic consistency

DOI10.1016/j.mathsocsci.2004.06.003zbMath1111.91010OpenAlexW2031529569WikidataQ57938755 ScholiaQ57938755MaRDI QIDQ557953

Jürgen Eichberger, Simon Grant, David Kelsey

Publication date: 30 June 2005

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://ub-madoc.bib.uni-mannheim.de/2695/1/dp04_47.pdf

zbMATH Keywords

Choquet integralAmbiguityCapacityDynamic consistency

Mathematics Subject Classification ID

Individual preferences (91B08)

Related Items (16)

Dynamic consistency, valuable information and subjective beliefs ⋮ Special issue on ambiguity and strategic interactions in honor of Jürgen Eichberger ⋮ Randomization and dynamic consistency ⋮ Ambiguity aversion under maximum-likelihood updating ⋮ Updating Choquet beliefs ⋮ Information and ambiguity: herd and contrarian behaviour in financial markets ⋮ Ambiguous price formation ⋮ Agreement theorem for neo-additive beliefs ⋮ A dynamic Ellsberg urn experiment ⋮ Unambiguous events and dynamic Choquet preferences ⋮ Decision with Dempster-Shafer belief functions: decision under ignorance and sequential consistency ⋮ Dynamically consistent CEU preferences on \(f\)-convex events ⋮ Iterated Choquet expectations: a possibility result ⋮ Sharing ambiguous risks ⋮ Time consistency conditions for acceptability measures, with an application to tail value at risk ⋮ Recursive smooth ambiguity preferences

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