Showing 1 - 10 of 12
Persistent link: https://www.econbiz.de/10003936118
Persistent link: https://www.econbiz.de/10003937671
This paper explores the relationship between dynamic consistency and the existing notions of unambiguous events for Choquet expected utility preferences. A decision maker is faced with an information structure represented by a filtration. We show that the decision maker's preferences respect...
Persistent link: https://www.econbiz.de/10003879722
This paper shows that, for CEU preferences, the axioms consquentialism, state independence and conditional certainty equivalent consistency under updating characterise a family of capacities, called Genralised Neo-Additive Capacities (GNAC). This family contains as special cases among others...
Persistent link: https://www.econbiz.de/10003893438
Persistent link: https://www.econbiz.de/10009744394
Persistent link: https://www.econbiz.de/10009621824
Persistent link: https://www.econbiz.de/10009718812
Persistent link: https://www.econbiz.de/10008938588
Persistent link: https://www.econbiz.de/10012624521
Persistent link: https://www.econbiz.de/10011573822