Conditional implicit mean and the law of iterated integrals

DOI10.1016/j.jmateco.2008.06.001zbMath1162.60004OpenAlexW1970172923MaRDI QIDQ999729

Hiroyuki Ozaki

Publication date: 10 February 2009

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2008.06.001

zbMATH Keywords

conditioningexpected valuelaw of iterated integrals

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Distribution theory (60E99)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Axiomatic utility theories with the betweenness property
• Implicitly additive utility and the nature of optimal economic growth
• An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
• Decomposable choice under uncertainty
• A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
• Implicit Mean Value and Certainty Equivalence
• Harmonic analysis of the de Rham complex on the sphere.
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework