메뉴 건너뛰기




Volumn 20, Issue 1, 2002, Pages 47-65

What do uncertainty-averse decision-makers believe?

Author keywords

Biseparable preferences; Epistemic foundations of decisions; Normal form games

Indexed keywords


EID: 0036706665     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001990100187     Document Type: Article
Times cited : (22)

References (32)
  • 2
    • 0002239380 scopus 로고
    • Lexicographic probabilities and choice under uncertainty
    • Blume, L., Brandenburger, A., Dekel, E.: Lexicographic probabilities and choice under uncertainty. Econometrica 59, 61-79 (1991a)
    • (1991) Econometrica , vol.59 , pp. 61-79
    • Blume, L.1    Brandenburger, A.2    Dekel, E.3
  • 3
    • 0002239380 scopus 로고
    • Lexicographic probabilities and equilibrium refinements
    • Blume, L., Brandenburger, A., Dekel, E.: Lexicographic probabilities and equilibrium refinements. Econometrica 59, 81-98 (1991b)
    • (1991) Econometrica , vol.59 , pp. 81-98
    • Blume, L.1    Brandenburger, A.2    Dekel, E.3
  • 4
    • 0002436350 scopus 로고
    • Ambiguity-aversion and non-additive beliefs in non-cooperative games: Experimental evidence
    • Munier, B., Machina, M. J. (eds.). Dordrecht: Kluwer Academic
    • Camerer, C. F., Karjalainen, R.: Ambiguity-aversion and non-additive beliefs in non-cooperative games: experimental evidence. In: Munier, B., Machina, M. J. (eds.) Models and experiments in risk and rationality. Dordrecht: Kluwer Academic 1994
    • (1994) Models and Experiments in Risk and Rationality
    • Camerer, C.F.1    Karjalainen, R.2
  • 7
    • 0000516376 scopus 로고
    • Upper and lower probabilities induced by a multivalued mapping
    • Dempster, A. P.: Upper and lower probabilities induced by a multivalued mapping. Annals of Mathematical Statistics 38, 325-339 (1967)
    • (1967) Annals of Mathematical Statistics , vol.38 , pp. 325-339
    • Dempster, A.P.1
  • 8
    • 0000798483 scopus 로고
    • Nash equilibrium under Knightian uncertainty: Breaking down backward induction
    • Dow, J., Werlang, S. R., Da C.: Nash equilibrium under Knightian uncertainty: breaking down backward induction. Journal of Economic Theory 64, 305-324 (1994)
    • (1994) Journal of Economic Theory , vol.64 , pp. 305-324
    • Dow, J.1    Werlang, S.R.2    Da, C.3
  • 9
    • 0001451272 scopus 로고    scopus 로고
    • Non-additive beliefs and strategic equilibria
    • Eichberger, J., Kelsey, D.: Non-additive beliefs and strategic equilibria. Games and Economic Behavior 30, 183-215 (2000)
    • (2000) Games and Economic Behavior , vol.30 , pp. 183-215
    • Eichberger, J.1    Kelsey, D.2
  • 10
    • 84957363402 scopus 로고
    • Risk, ambiguity and the Savage axioms
    • Ellsberg, D.: Risk, ambiguity and the Savage axioms. Quarterly Journal of Economics 75, 643-669 (1961)
    • (1961) Quarterly Journal of Economics , vol.75 , pp. 643-669
    • Ellsberg, D.1
  • 11
    • 0001478807 scopus 로고    scopus 로고
    • A definition of uncertainty aversion
    • Epstein, L. G.: A definition of uncertainty aversion. Review of Economic Studies 66, 579-608 (1999)
    • (1999) Review of Economic Studies , vol.66 , pp. 579-608
    • Epstein, L.G.1
  • 12
    • 0035530136 scopus 로고    scopus 로고
    • Coping with ignorance: Unforeseen contingencies and non-additive uncertainty
    • Ghirardato, P.: Coping with ignorance: unforeseen contingencies and non-additive uncertainty. Economic Theory 17, 247-276 (2001)
    • (2001) Economic Theory , vol.17 , pp. 247-276
    • Ghirardato, P.1
  • 13
    • 0007152146 scopus 로고    scopus 로고
    • Ambiguity made precise: A comparative foundation
    • California Institute of Technology
    • Ghirardato, P., Marinacci, M.: Ambiguity made precise: a comparative foundation. Social Science WP 1026, California Institute of Technology (2000a)
    • (2000) Social Science WP , vol.1026
    • Ghirardato, P.1    Marinacci, M.2
  • 14
    • 0007152146 scopus 로고    scopus 로고
    • Risk, ambiguity and the separation of utility and beliefs
    • California Institute of Technology
    • Ghirardato, P., Marinacci, M.: Risk, ambiguity and the separation of utility and beliefs. Social Science WP 1085, California Institute of Technology (2000b)
    • (2000) Social Science WP , vol.1085
    • Ghirardato, P.1    Marinacci, M.2
  • 15
    • 0002560703 scopus 로고
    • Expected utility with purely subjective non-additive probabilities
    • Gilboa, I.: Expected utility with purely subjective non-additive probabilities. Journal of Mathematical Economics 16, 65-88 (1987)
    • (1987) Journal of Mathematical Economics , vol.16 , pp. 65-88
    • Gilboa, I.1
  • 17
    • 21844523878 scopus 로고
    • Additive representations of non-additive measures and the Choquet integral
    • Gilboa, I., Schmeidler, D.: Additive representations of non-additive measures and the Choquet Integral. Annals of Operations Research 52, 43-65 (1994)
    • (1994) Annals of Operations Research , vol.52 , pp. 43-65
    • Gilboa, I.1    Schmeidler, D.2
  • 18
    • 0004261919 scopus 로고    scopus 로고
    • Unpublished manuscript, Kellogg Graduate School of Management, Northwestern University
    • Klibanoff, P.: Uncertainty, decision and normal-form games. Unpublished manuscript, Kellogg Graduate School of Management, Northwestern University (1996)
    • (1996) Uncertainty, Decision and Normal-Form Games
    • Klibanoff, P.1
  • 19
    • 0030295580 scopus 로고    scopus 로고
    • Equilibrium in beliefs under uncertainty
    • Lo, K. C.: Equilibrium in beliefs under uncertainty. Journal of Economic Theory 71, 443-484 (1996)
    • (1996) Journal of Economic Theory , vol.71 , pp. 443-484
    • Lo, K.C.1
  • 20
    • 6044223881 scopus 로고    scopus 로고
    • Nash equilibrium without mutual knowledge of rationality
    • Lo, K.C.: Nash equilibrium without mutual knowledge of rationality. Economic Theory 14, 621-633 (1999)
    • (1999) Economic Theory , vol.14 , pp. 621-633
    • Lo, K.C.1
  • 22
    • 0002230015 scopus 로고    scopus 로고
    • Alternative definitions of knowledge
    • Bacharach, M. O. L. et al. (eds.). Dordrecht: Kluwer Academic
    • Morris, S.: Alternative definitions of knowledge. In: Bacharach, M. O. L. et al. (eds.) Epistemic logic and the theory of games and decisions. Dordrecht: Kluwer Academic 1997
    • (1997) Epistemic Logic and the Theory of Games and Decisions
    • Morris, S.1
  • 24
    • 0031288020 scopus 로고    scopus 로고
    • Understanding the nonadditive probability decision model
    • Mukerji, S.: Understanding the nonadditive probability decision model. Economic Theory 9, 23-46 (1997)
    • (1997) Economic Theory , vol.9 , pp. 23-46
    • Mukerji, S.1
  • 26
  • 27
    • 0012945633 scopus 로고    scopus 로고
    • Unpublished manuscript, The Australian National University
    • Ryan, M. J.: Some properties of firm equilibrium: A note. Unpublished manuscript, The Australian National University (2000). Available at http://ecocomm.anu.edu.au/economics/staff/ryan/ryan.html
    • (2000) Some Properties of Firm Equilibrium: A Note
    • Ryan, M.J.1
  • 28
    • 0001128392 scopus 로고
    • A simple axiomatization of nonadditive expected utility
    • Satin, R., Wakker, P.: A simple axiomatization of nonadditive expected utility. Econometrica 60(6), 1255-1272 (1992)
    • (1992) Econometrica , vol.60 , Issue.6 , pp. 1255-1272
    • Satin, R.1    Wakker, P.2
  • 30
    • 0001333688 scopus 로고
    • Subjective probability and expected utility without additivity
    • Schmeidler, D.: Subjective probability and expected utility without additivity. Econometrica 57(3), 571-587 (1989)
    • (1989) Econometrica , vol.57 , Issue.3 , pp. 571-587
    • Schmeidler, D.1
  • 31
    • 0008746643 scopus 로고    scopus 로고
    • Testing and characterizing properties of nonadditive measures through violations of the sure-thing principle
    • (forthcoming)
    • Wakker, P. P.: Testing and characterizing properties of nonadditive measures through violations of the sure-thing principle. Econometrica (forthcoming)
    • Econometrica
    • Wakker, P.P.1
  • 32
    • 0001221389 scopus 로고
    • Some remarks on measures of risk aversion and on their uses
    • Yaari, M. E.: Some remarks on measures of risk aversion and on their uses. Journal of Economic Theory 1, 315-329 (1969)
    • (1969) Journal of Economic Theory , vol.1 , pp. 315-329
    • Yaari, M.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.