메뉴 건너뛰기




Volumn 13, Issue 3, 1999, Pages 541-560

Weak measurability and characterizations of risk

Author keywords

Bochner integrability; Decomposition; Large games; Law of large numbers; Pettis integrability; Weak measurability

Indexed keywords


EID: 0033479011     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001990050269     Document Type: Article
Times cited : (17)

References (55)
  • 1
    • 0029427107 scopus 로고
    • Decomposition and characterization of risk with a continuum of random variables
    • 1. Al-Najjar, N. I.: Decomposition and characterization of risk with a continuum of random variables. Econometrica 63, 1195-1224 (1995)
    • (1995) Econometrica , vol.63 , pp. 1195-1224
    • Al-Najjar, N.I.1
  • 2
    • 0001408185 scopus 로고    scopus 로고
    • Factor analysis and arbitrage pricing in large asset economies
    • 2. Al-Najjar, N. I.: Factor analysis and arbitrage pricing in large asset economies. Journal of Economic Theory 78, 231-262 (1998)
    • (1998) Journal of Economic Theory , vol.78 , pp. 231-262
    • Al-Najjar, N.I.1
  • 3
    • 77956797656 scopus 로고
    • Non-standard analysis with applications to economics
    • Hildenbrand, W., Sonnenschein H. (eds.). New York: North-Holland
    • 3. Anderson, R. M.: Non-standard analysis with applications to economics. In: Hildenbrand, W., Sonnenschein H. (eds.) Handbook of mathematical economics, Vol. 4. New York: North-Holland 1991
    • (1991) Handbook of Mathematical Economics , vol.4
    • Anderson, R.M.1
  • 4
    • 0001942945 scopus 로고
    • La role des valeurs boursieres pour la repartition la meilleure des risques
    • 4. Arrow, K. J.: La role des valeurs boursieres pour la repartition la meilleure des risques. Econometrie, pp. 41-47 (1953). English translation: The role of securities in the optimal allocation of risk-bearing. Review of Economic Studies 31, 91-96 (1964)
    • (1953) Econometrie , pp. 41-47
    • Arrow, K.J.1
  • 5
    • 34447468563 scopus 로고
    • The role of securities in the optimal allocation of risk-bearing
    • 4. Arrow, K. J.: La role des valeurs boursieres pour la repartition la meilleure des risques. Econometrie, pp. 41-47 (1953). English translation: The role of securities in the optimal allocation of risk-bearing. Review of Economic Studies 31, 91-96 (1964)
    • (1964) Review of Economic Studies , vol.31 , pp. 91-96
  • 6
    • 0000940164 scopus 로고
    • Uncertainty and the evaluation of public investments
    • 5. Arrow, K. J., Lind, R.: Uncertainty and the evaluation of public investments. American Economic Review 60, 364-378 (1970)
    • (1970) American Economic Review , vol.60 , pp. 364-378
    • Arrow, K.J.1    Lind, R.2
  • 7
    • 0003121976 scopus 로고
    • On the strong law of large numbers
    • Wright, F.B. (ed.). New York: Academic Press
    • 6. Beck, A.: On the strong law of large numbers. In: Wright, F.B. (ed.) Ergodic theory. New York: Academic Press 1963
    • (1963) Ergodic Theory
    • Beck, A.1
  • 8
    • 0002502433 scopus 로고
    • Stationary monetary equilibrium with a continuum of independently fluctuating consumers
    • Hildenbrand, W., Mas-Colell, A. (eds.) New York: North-Holland
    • 7. Bewley, T. F.: Stationary monetary equilibrium with a continuum of independently fluctuating consumers. In: Hildenbrand, W., Mas-Colell, A. (eds.) Contributions to mathematical economics: In Honor of Gerard Debreu. New York: North-Holland 1986
    • (1986) Contributions to Mathematical Economics: In Honor of Gerard Debreu
    • Bewley, T.F.1
  • 10
    • 0030356881 scopus 로고    scopus 로고
    • Individual risk and mutual insurance
    • 9. Cass, D., Chichilnisky, G., Wu, H.: Individual risk and mutual insurance. Econometrica 64, 333-341 (1996)
    • (1996) Econometrica , vol.64 , pp. 333-341
    • Cass, D.1    Chichilnisky, G.2    Wu, H.3
  • 11
    • 0001813787 scopus 로고
    • Equilibria of large games with imperfect observability
    • Aliprantis, C. D., Border, K. C., Luxemburg, W. A. J. (eds.). New York: Springer
    • 10. Chakrabarti, S. K., Ali Khan, M.: Equilibria of large games with imperfect observability. In: Aliprantis, C. D., Border, K. C., Luxemburg, W. A. J. (eds.) Positive operators, Reisz spaces and economics, pp. 49-68. New York: Springer 1991
    • (1991) Positive Operators, Reisz Spaces and Economics , pp. 49-68
    • Chakrabarti, S.K.1    Ali Khan, M.2
  • 14
    • 0004217026 scopus 로고
    • Rhode Island: American Mathematical Society
    • 13. Diestel, J., Uhl, Jr., J. J.: Vector measures. Rhode Island: American Mathematical Society 1977
    • (1977) Vector Measures
    • Diestel, J.1    Uhl J.J., Jr.2
  • 15
    • 0000858128 scopus 로고
    • The law of large numbers, examples and counterexamples
    • 14. Dobric, V.: The law of large numbers, examples and counterexamples. Mathematica Scandinavica 60, 273-291 (1987)
    • (1987) Mathematica Scandinavica , vol.60 , pp. 273-291
    • Dobric, V.1
  • 16
    • 0009381191 scopus 로고
    • The decomposition theorem for functions satisfying the law of large numbers
    • 15. Dobric, V.: The decomposition theorem for functions satisfying the law of large numbers. Journal of Theoretical Probability 3, 489-496 (1990)
    • (1990) Journal of Theoretical Probability , vol.3 , pp. 489-496
    • Dobric, V.1
  • 17
    • 0009333780 scopus 로고
    • The Glivenko-Cantelli theorem in a Banach space setting
    • Dudley, R. M., Hahn, M. G., Kuelbs, J. (eds.). Basel: Birkhäuser
    • 16. Dobric, V.: The Glivenko-Cantelli Theorem in a Banach space setting. In: Dudley, R. M., Hahn, M. G., Kuelbs, J. (eds.) Probability in Banach spaces, pp. 267-272. Basel: Birkhäuser 1992
    • (1992) Probability in Banach Spaces , pp. 267-272
    • Dobric, V.1
  • 18
    • 0009395961 scopus 로고
    • Weakly compactly generated Banach spaces and the strong law of large numbers
    • 17. Dobric, V.: Weakly compactly generated Banach spaces and the strong law of large numbers. Journal of Theoretical Probability 7, 129-134 (1994)
    • (1994) Journal of Theoretical Probability , vol.7 , pp. 129-134
    • Dobric, V.1
  • 19
    • 0001271490 scopus 로고
    • Stochastic processes depending on a continuous parameter
    • 18. Doob, J. L.: Stochastic processes depending on a continuous parameter. Transactions of the American Mathematical Society 42, 107-140 (1937)
    • (1937) Transactions of the American Mathematical Society , vol.42 , pp. 107-140
    • Doob, J.L.1
  • 21
    • 0003875839 scopus 로고
    • Pacific Grove, California: Wadsworth &Brooks/Cole
    • 20. Dudley, R. M.: Real analysis and probability. Pacific Grove, California: Wadsworth &Brooks/Cole 1989
    • (1989) Real Analysis and Probability
    • Dudley, R.M.1
  • 22
    • 0001897337 scopus 로고
    • An expository note on individual risk without aggregate uncertainty
    • 21. Feldman, M., Gilles, C.: An expository note on individual risk without aggregate uncertainty. Journal of Economic Theory 35, 26-32 (1985)
    • (1985) Journal of Economic Theory , vol.35 , pp. 26-32
    • Feldman, M.1    Gilles, C.2
  • 24
    • 0001802430 scopus 로고
    • Lending and the smoothing of uninsurable income
    • Prescott, E. C., Wallace, N. (eds.). Minneapolis: University of Minnesota Press
    • 23. Green, E. J.: Lending and the smoothing of uninsurable income. In: Prescott, E. C., Wallace, N. (eds.) Contractual arrangements for international trade. Minneapolis: University of Minnesota Press 1987
    • (1987) Contractual Arrangements for International Trade
    • Green, E.J.1
  • 26
    • 0000700147 scopus 로고
    • Random preferences and equilibrium analysis
    • 25. Hildenbrand, W.: Random preferences and equilibrium analysis. Journal of Economic Theory 4, 414-129 (1971)
    • (1971) Journal of Economic Theory , vol.4 , pp. 414-1129
    • Hildenbrand, W.1
  • 27
    • 77956833618 scopus 로고
    • Core of an economy
    • Arrow, K. J., Intrilligator, M. D. (eds.). Berlin Heidelberg New York: North-Holland
    • 26. Hildenbrand, W.: Core of an economy. In: Arrow, K. J., Intrilligator, M. D. (eds.) Handbook of mathematical economics, Vol. 2. Berlin Heidelberg New York: North-Holland 1982
    • (1982) Handbook of Mathematical Economics , vol.2
    • Hildenbrand, W.1
  • 28
    • 0009453653 scopus 로고
    • Cores
    • Eatwell, J., Newman, P. K., Milgate, M. (eds.). London: MacMillan
    • 27. Hildenbrand, W.: Cores. In: Eatwell, J., Newman, P. K., Milgate, M. (eds.) The new palgrave. London: MacMillan 1987
    • (1987) The New Palgrave
    • Hildenbrand, W.1
  • 29
    • 0009331811 scopus 로고
    • The law of large numbers for non-measurable and non-separable random elements
    • 28. Hoffmann-Jorgenson, J.: The law of large numbers for non-measurable and non-separable random elements. Asterisque 131, 299-356 (1985)
    • (1985) Asterisque , vol.131 , pp. 299-356
    • Hoffmann-Jorgenson, J.1
  • 30
    • 0003085090 scopus 로고
    • The law of large numbers with a continuum of iid random variables
    • 29. Judd, K. L.: The law of large numbers with a continuum of iid random variables. Journal of Economic Theory 35, 19-25 (1985)
    • (1985) Journal of Economic Theory , vol.35 , pp. 19-25
    • Judd, K.L.1
  • 31
    • 0003112447 scopus 로고
    • Hyperfinite model theory
    • Gandy, R. O., Hyland, J. M. E. (eds.). Amsterdam: North-Holland
    • 30. Keisler, H. J.: Hyperfinite model theory. In: Gandy, R. O., Hyland, J. M. E. (eds.) Logic Colloquium 76. Amsterdam: North-Holland 1977
    • (1977) Logic Colloquium , vol.76
    • Keisler, H.J.1
  • 32
    • 67649304143 scopus 로고
    • Differential information and a reformulation of Cournot-Nash equilibria
    • Théra, M. A., Baillon, J. B. (eds.) Fixed point theory and applications. London: Longman
    • 31. Khan, M. Ali, Rustichini, A.: Differential information and a reformulation of Cournot-Nash equilibria. In: Théra, M. A., Baillon, J. B. (eds.) Fixed point theory and applications. Pitman Research Notes in Mathematics No. 252. London: Longman 1991
    • (1991) Pitman Research Notes in Mathematics , vol.252
    • Ali Khan, M.1    Rustichini, A.2
  • 33
    • 38249004306 scopus 로고
    • On Cournot-Nash equilibrium distributions for games with uncertainty and imperfect information
    • 32. Khan, M. Ali, Rustichini, A.: On Cournot-Nash equilibrium distributions for games with uncertainty and imperfect information. Journal of Mathematical Economics 22, 35-59 (1993)
    • (1993) Journal of Mathematical Economics , vol.22 , pp. 35-59
    • Ali Khan, M.1    Rustichini, A.2
  • 37
    • 0009340464 scopus 로고
    • Allocation of aggregate and individual risks through futures and insurance markets
    • Majumdar, M. London: MacMillan
    • 36. Magill, M., Shafer, W.: Allocation of aggregate and individual risks through futures and insurance markets. In: Majumdar, M. (eds.) Equilibrium and dynamics: Essays in Honour of David Gale. London: MacMillan 1992
    • (1992) Equilibrium and Dynamics: Essays in Honour of David Gale
    • Magill, M.1    Shafer, W.2
  • 38
    • 0001135756 scopus 로고
    • The allocation of individual risks in large markets
    • 37. Malinvaud, E.: The allocation of individual risks in large markets. Journal of Economic Theory 4, 312-328 (1972)
    • (1972) Journal of Economic Theory , vol.4 , pp. 312-328
    • Malinvaud, E.1
  • 39
    • 0000603902 scopus 로고
    • Markets for an exchange economy with individual risks
    • 38. Malinvaud, E.: Markets for an exchange economy with individual risks. Econometrica 41, 383-410 (1973)
    • (1973) Econometrica , vol.41 , pp. 383-410
    • Malinvaud, E.1
  • 40
    • 0000471083 scopus 로고
    • Implementation in economies with a continuum of agents
    • 39. Mas-Colell, A., Vives, X.: Implementation in economies with a continuum of agents. Review of Economic Studies 60, 613-630 (1993)
    • (1993) Review of Economic Studies , vol.60 , pp. 613-630
    • Mas-Colell, A.1    Vives, X.2
  • 42
    • 0002142565 scopus 로고
    • Pareto optima and competitive equilibria with adverse selection and moral hazard
    • 41. Prescott, E. C., Townsend, R. M.: Pareto optima and competitive equilibria with adverse selection and moral hazard. Econometrica 52, 21-45 (1984)
    • (1984) Econometrica , vol.52 , pp. 21-45
    • Prescott, E.C.1    Townsend, R.M.2
  • 43
    • 0009439672 scopus 로고
    • Baltimore: The Johns Hopkins University Press
    • 42. Rashid, S.: Economies with many agents. Baltimore: The Johns Hopkins University Press 1987
    • (1987) Economies with Many Agents
    • Rashid, S.1
  • 45
    • 0001786618 scopus 로고
    • Risk and uncertainty: A fallacy of large numbers
    • 44. Samuelson, P. A.: Risk and uncertainty: a fallacy of large numbers. Scientia 57, 1-6 (1963)
    • (1963) Scientia , vol.57 , pp. 1-6
    • Samuelson, P.A.1
  • 46
    • 33847330667 scopus 로고
    • Equilibrium points of non-atomic games
    • 45. Schmeidler, D.: Equilibrium points of non-atomic games. Journal of Statistical Physics 7, 295-300 (1973)
    • (1973) Journal of Statistical Physics , vol.7 , pp. 295-300
    • Schmeidler, D.1
  • 50
    • 0009430642 scopus 로고
    • Providence: Memoirs of the American Mathematical Society
    • 49. Talagrand, M.: Pettis integral and measure theory, No. 307. Providence: Memoirs of the American Mathematical Society, 1984
    • (1984) Pettis Integral and Measure Theory , vol.307
    • Talagrand, M.1
  • 51
    • 0000080373 scopus 로고
    • The Glivenko-Cantelli problem
    • 50. Talagrand, M.: The Glivenko-Cantelli Problem. Annals of Probability 15, 837-870 (1987)
    • (1987) Annals of Probability , vol.15 , pp. 837-870
    • Talagrand, M.1
  • 52
    • 21344444087 scopus 로고    scopus 로고
    • The Glivenko-Cantelli problem, ten years later
    • 51. Talagrand, M.: The Glivenko-Cantelli Problem, ten years later. Journal of Theoretical Probability 9, 371-384 (1996)
    • (1996) Journal of Theoretical Probability , vol.9 , pp. 371-384
    • Talagrand, M.1
  • 53
    • 0009432905 scopus 로고
    • Pettis's measurability theorem
    • 52. Uhl, J. J. Jr.: Pettis's Measurability Theorem. Contemporary Mathematics 2, 135-144 (1980)
    • (1980) Contemporary Mathematics , vol.2 , pp. 135-144
    • Uhl J.J., Jr.1
  • 54
    • 0030306230 scopus 로고    scopus 로고
    • A law of large numbers for large economies
    • 53. Uhlig, H.: A law of large numbers for large economies. Economic Theory 8, 41-50 (1996)
    • (1996) Economic Theory , vol.8 , pp. 41-50
    • Uhlig, H.1
  • 55
    • 0002524523 scopus 로고
    • Integration of Banach-valued correspondences
    • Khan M. Ali, Yannelis, N. C. (eds.). Berlin Heidelberg New York: Springer
    • 54. Yannelis, N.: Integration of Banach-valued correspondences. In: Khan M. Ali, Yannelis, N. C. (eds.) Equilibrium theory in infinite dimensional spaces. Berlin Heidelberg New York: Springer 1991
    • (1991) Equilibrium Theory in Infinite Dimensional Spaces
    • Yannelis, N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.