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Bayesian inference
Ambiguity
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Choquet integral
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Non-additive probability
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Decision under uncertainty
6
Entscheidung unter Unsicherheit
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Non-additive probability measures
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Bayesian learning
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Capacity
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Theorie
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Theory
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non-additive probability
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Choquet expected utility
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Erwartungsnutzen
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Expected utility
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Knightian uncertainty
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Risk-free rate puzzle
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Truncated normal distribution
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CAPM
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Concave integral
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Non-additive Probability Measures
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Probability theory
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Wahrscheinlichkeitsrechnung
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ambiguity
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distorted capacity
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distortion risk measure
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quantile function with respect to a capacity
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Bayes-Statistik
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Bayesian Learning
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Bid-ask spread
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Choquet Expected Utility Theory
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Choquet expected utility theory
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Cost-efficiency
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Decision making
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Decision theory
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Decision under risk
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Decomposition-integral
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Deductible contract
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Economics of insurance
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Entscheidung unter Risiko
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Aliyev, Nihad
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He, Xue-zhong
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Ludwig, Alexander
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Zimper, Alexander
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Journal of economic dynamics & control
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
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Ambiguous market making
Aliyev, Nihad
;
He, Xue-zhong
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2017
Persistent link: https://www.econbiz.de/10011778179
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Biased Bayesian learning with an application to the risk-free rate puzzle
Ludwig, Alexander
;
Zimper, Alexander
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 79-97
Persistent link: https://www.econbiz.de/10010388795
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