Comparison of experts in the non-additive case
Author
Suggested Citation
Download full text from publisher
Other versions of this item:
- Jean-Philippe Lefort, 2006. "Comparison of experts in the non-additive case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00130451, HAL.
References listed on IDEAS
- Lehrer, Ehud, 1998. "Comparison of experts," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 207-214, September.
- Wang, Tan, 2003. "Conditional preferences and updating," Journal of Economic Theory, Elsevier, vol. 108(2), pages 286-321, February.
- Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
- Lehrer, Ehud, 2005.
"Updating non-additive probabilities-- a geometric approach,"
Games and Economic Behavior, Elsevier, vol. 50(1), pages 42-57, January.
- Ehud Lehrer, 2004. "Updating Non-Additive Probabilities -- A Geometric Approach," Game Theory and Information 0405010, University Library of Munich, Germany.
- Eichberger, Jurgen & Grant, Simon & Kelsey, David, 2007.
"Updating Choquet beliefs,"
Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 888-899, September.
- Jurgen Eichberger & Simon Grant & David Kelsey, 2006. "Updating Choquet Beliefs," Discussion Papers 0607, University of Exeter, Department of Economics.
- Chateauneuf, Alain, 1991. "On the use of capacities in modeling uncertainty aversion and risk aversion," Journal of Mathematical Economics, Elsevier, vol. 20(4), pages 343-369.
- Gilboa Itzhak & Schmeidler David, 1993.
"Updating Ambiguous Beliefs,"
Journal of Economic Theory, Elsevier, vol. 59(1), pages 33-49, February.
- Itzhak Gilboa & David Schmeidler, 1991. "Updating Ambiguous Beliefs," Discussion Papers 924, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Itzhak Gilboa & David Scheidler, 1993. "Updating Ambiguous Beliefs," Post-Print hal-00753150, HAL.
- Aumann, Robert J., 1974.
"Subjectivity and correlation in randomized strategies,"
Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 67-96, March.
- AUMANN, Robert J., 1974. "Subjectivity and correlation in randomized strategies," LIDAM Reprints CORE 167, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- R. Aumann, 2010. "Subjectivity and Correlation in Randomized Strategies," Levine's Working Paper Archive 389, David K. Levine.
- Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2006.
"Dynamic variational preferences,"
Journal of Economic Theory, Elsevier, vol. 128(1), pages 4-44, May.
- Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006. "Dynamic Variational Preferences," Carlo Alberto Notebooks 1, Collegio Carlo Alberto.
- Epstein, Larry G. & Schneider, Martin, 2003.
"Recursive multiple-priors,"
Journal of Economic Theory, Elsevier, vol. 113(1), pages 1-31, November.
- Larry G. Epstein & Martin Schneider, 2001. "Recursive Multiple-Priors," RCER Working Papers 485, University of Rochester - Center for Economic Research (RCER).
- Gilboa, Itzhak & Schmeidler, David, 1989.
"Maxmin expected utility with non-unique prior,"
Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 141-153, April.
- Gilboa, Itzhak & Schmeidler, David, 1986. "Maxmin Expected Utility with a Non-Unique Prior," Foerder Institute for Economic Research Working Papers 275405, Tel-Aviv University > Foerder Institute for Economic Research.
- Itzhak Gilboa & David Schmeidler, 1989. "Maxmin Expected Utility with Non-Unique Prior," Post-Print hal-00753237, HAL.
- Jean-Christophe Vergnaud, 2002.
"Information and capacities,"
Statistical Papers, Springer, vol. 43(1), pages 111-125, January.
- Jean-Christophe Vergnaud, 2002. "Information and capacities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00150064, HAL.
- Jean-Christophe Vergnaud, 2002. "Information and capacities," Post-Print halshs-00150064, HAL.
- Epstein Larry G. & Le Breton Michel, 1993. "Dynamically Consistent Beliefs Must Be Bayesian," Journal of Economic Theory, Elsevier, vol. 61(1), pages 1-22, October.
- Schmeidler, David, 1989.
"Subjective Probability and Expected Utility without Additivity,"
Econometrica, Econometric Society, vol. 57(3), pages 571-587, May.
- David Schmeidler, 1989. "Subjective Probability and Expected Utility without Additivity," Levine's Working Paper Archive 7662, David K. Levine.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Jean-Philippe Lefort, 2006. "Comparison of experts in the non-additive case," Post-Print halshs-00130451, HAL.
- Takao Asano & Hiroyuki Kojima, 2019. "Consequentialism and dynamic consistency in updating ambiguous beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(1), pages 223-250, July.
- Zimper, Alexander, 2009.
"Half empty, half full and why we can agree to disagree forever,"
Journal of Economic Behavior & Organization, Elsevier, vol. 71(2), pages 283-299, August.
- Alexander Zimper, 2007. "Half empty, half full and why we can agree to disagree forever," Working Papers 058, Economic Research Southern Africa.
- Giulianella Coletti & Davide Petturiti & Barbara Vantaggi, 2019. "Dutch book rationality conditions for conditional preferences under ambiguity," Annals of Operations Research, Springer, vol. 279(1), pages 115-150, August.
- Dominiak, Adam & Duersch, Peter & Lefort, Jean-Philippe, 2012.
"A dynamic Ellsberg urn experiment,"
Games and Economic Behavior, Elsevier, vol. 75(2), pages 625-638.
- Dominiak, Adam & Dürsch, Peter & Lefort, Jean-Philippe, 2009. "A Dynamic Ellsberg Urn Experiment," Working Papers 0487, University of Heidelberg, Department of Economics.
- Faro, José Heleno & Lefort, Jean-Philippe, 2019.
"Dynamic objective and subjective rationality,"
Theoretical Economics, Econometric Society, vol. 14(1), January.
- Faro, José Heleno & Lefort, Jean Philippe, 2013. "Dynamic Objective and Subjective Rationality," Insper Working Papers wpe_312, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Eichberger, Jürgen & Grant, Simon & Lefort, Jean-Philippe, 2008.
"Neo-additive capacities and updating,"
Sonderforschungsbereich 504 Publications
08-31, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Eichberger, Jürgen & Grant, Simon & Lefort, Jean-Philippe, 2008. "Neo-additive capacities and updating," Papers 08-31, Sonderforschungsbreich 504.
- Eichberger, Jürgen & Grant, Simon & Lefort, Jean-Philippe, 2009. "Neo-additive capacities and updating," Working Papers 0490, University of Heidelberg, Department of Economics.
- Takao Asano, 2004. "Portfolio Inertia and [Epsilon]-Contaminations," ISER Discussion Paper 0610, Institute of Social and Economic Research, Osaka University.
- Han Bleichrodt & Jurgen Eichberger & Simon Grant & David Kelsey & Chen Li, 2018. "A Test of Dynamic Consistency and Consequentialism in the Presence of Ambiguity," Discussion Papers 1803, University of Exeter, Department of Economics.
- Spyros Galanis, 2021.
"Dynamic consistency, valuable information and subjective beliefs,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1467-1497, June.
- Galanis, S., 2019. "Dynamic Consistency, Valuable Information and Subjective Beliefs," Working Papers 19/02, Department of Economics, City University London.
- Klibanoff, Peter & Marinacci, Massimo & Mukerji, Sujoy, 2009.
"Recursive smooth ambiguity preferences,"
Journal of Economic Theory, Elsevier, vol. 144(3), pages 930-976, May.
- Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2006. "Recursive Smooth Ambiguity Preferences," Carlo Alberto Notebooks 17, Collegio Carlo Alberto, revised 2008.
- David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005.
"Exotic Preferences for Macroeconomists,"
NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414,
National Bureau of Economic Research, Inc.
- David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," NBER Working Papers 10597, National Bureau of Economic Research, Inc.
- David Backus & Bryan Routledge & Stanley Zin, 2004. "Exotic Preferences for Macroeconomists," Working Papers 04-20, New York University, Leonard N. Stern School of Business, Department of Economics.
- Georgalos, Konstantinos, 2021. "Dynamic decision making under ambiguity: An experimental investigation," Games and Economic Behavior, Elsevier, vol. 127(C), pages 28-46.
- Nobuo Koida, 2012. "Nest-monotonic two-stage acts and exponential probability capacities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(1), pages 99-124, May.
- André Lapied & Robert Kast, 2005.
"Updating Choquet valuation and discounting information arrivals,"
Working Papers
05-09, LAMETA, Universtiy of Montpellier, revised Jan 2005.
- André Lapied & Robert Kast, 2009. "Updating Choquet valuation and discounting information arrivals," Working Papers halshs-00410532, HAL.
- Chambers, Robert G. & Melkonyan, Tigran, 2009. "Smoothing preference kinks with information," Mathematical Social Sciences, Elsevier, vol. 58(2), pages 173-189, September.
- Eichberger, Jurgen & Grant, Simon & Kelsey, David, 2007.
"Updating Choquet beliefs,"
Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 888-899, September.
- Jurgen Eichberger & Simon Grant & David Kelsey, 2006. "Updating Choquet Beliefs," Discussion Papers 0607, University of Exeter, Department of Economics.
- Gumen, Anna & Savochkin, Andrei, 2013.
"Dynamically stable preferences,"
Journal of Economic Theory, Elsevier, vol. 148(4), pages 1487-1508.
- Anna Gumena & Andrei Savochkin, 2012. "Dynamically Stable Preferences," Carlo Alberto Notebooks 263, Collegio Carlo Alberto.
- Konstantinos Georgalos, 2019. "An experimental test of the predictive power of dynamic ambiguity models," Journal of Risk and Uncertainty, Springer, vol. 59(1), pages 51-83, August.
- Jürgen Eichberger & Simon Grant & David Kelsey, 2012.
"When is ambiguity–attitude constant?,"
Journal of Risk and Uncertainty, Springer, vol. 45(3), pages 239-263, December.
- Jürgen Eichberger & Simon Grant & David Kelsey, 2012. "When is Ambiguity-Attitude Constant?," CESifo Working Paper Series 3768, CESifo.
More about this item
Keywords
Non-additive preferences; experts;JEL classification:
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
NEP fields
This paper has been announced in the following NEP Reports:- NEP-UPT-2007-02-17 (Utility Models and Prospect Theory)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mse:wpsorb:b06088. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Lucie Label (email available below). General contact details of provider: https://edirc.repec.org/data/msep1fr.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.