메뉴 건너뛰기




Volumn 26, Issue 1, 2005, Pages 203-209

Eliciting the core of a supermodular capacity

Author keywords

Choquet expected utility; Maxmin expected utility; Supermodular capacity; Willingness to pay

Indexed keywords


EID: 11944261567     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00199-004-0528-y     Document Type: Article
Times cited : (3)

References (20)
  • 2
    • 0000672689 scopus 로고
    • Uncertainty aversion, risk aversion, and the optimal choice of portfolio
    • Dow, J., Werlang, S.: Uncertainty aversion, risk aversion, and the optimal choice of portfolio. Econometrica 60, 197-204 (1992)
    • (1992) Econometrica , vol.60 , pp. 197-204
    • Dow, J.1    Werlang, S.2
  • 3
    • 0001478807 scopus 로고    scopus 로고
    • A definition of uncertainty aversion
    • Epstern, 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
    • Epstern, L.G.1
  • 4
    • 0036077604 scopus 로고    scopus 로고
    • Ambiguity, risk and asset returns in continuous time
    • Epstein, L.G., Chen, Z.: Ambiguity, risk and asset returns in continuous time. Econometrica 70 (4), 1403-1443 (2002)
    • (2002) Econometrica , vol.70 , Issue.4 , pp. 1403-1443
    • Epstein, L.G.1    Chen, Z.2
  • 5
    • 0035184320 scopus 로고    scopus 로고
    • The core of large differentiable TU games
    • Epstein, L.G., Marinacci, M.: The core of large differentiable TU games. Journal of Economic Theory 100 (2), 235-273 (2001)
    • (2001) Journal of Economic Theory , vol.100 , Issue.2 , pp. 235-273
    • Epstein, L.G.1    Marinacci, M.2
  • 6
    • 0001009025 scopus 로고    scopus 로고
    • Subjective probabilities on subjectively unambiguous events
    • Epstein, L.G., Zhang, J.: Subjective probabilities on subjectively unambiguous events. Econometrica 69, 265-306 (2001)
    • (2001) Econometrica , vol.69 , pp. 265-306
    • Epstein, L.G.1    Zhang, J.2
  • 7
    • 0036183694 scopus 로고    scopus 로고
    • Ambiguity made precise: A comparative foundation
    • Ghirardato, P., Marinacci, M.: Ambiguity made precise: a comparative foundation. Journal of Economic Theory 102, 251-289 (2002)
    • (2002) Journal of Economic Theory , vol.102 , pp. 251-289
    • Ghirardato, P.1    Marinacci, M.2
  • 10
    • 0001142138 scopus 로고
    • Super-modularity: Applications to convex games and to the greedy algorithm for LP
    • Ichiishi, T.: Super-modularity: applications to convex games and to the greedy algorithm for LP. Journal of Economic Theory 25, 283-286 (1981)
    • (1981) Journal of Economic Theory , vol.25 , pp. 283-286
    • Ichiishi, T.1
  • 11
    • 0000150312 scopus 로고
    • Asset prices in an exchange economy
    • Lucas, R.E., Jr.: Asset prices in an exchange economy. Econometrica 46 (6), 1429-1445 (1978)
    • (1978) Econometrica , vol.46 , Issue.6 , pp. 1429-1445
    • Lucas Jr., R.E.1
  • 12
    • 0001268165 scopus 로고
    • A more robust definition of subjective probability
    • Machina, M., Schmeidler, D.: A more robust definition of subjective probability. Econometrica 60, 745-780 (1992)
    • (1992) Econometrica , vol.60 , pp. 745-780
    • Machina, M.1    Schmeidler, D.2
  • 13
    • 0036217553 scopus 로고    scopus 로고
    • Probabilistic sophistication and multiple priors
    • Marinacci, M.: Probabilistic sophistication and multiple priors. Econometrica 70, 755-764 (2002)
    • (2002) Econometrica , vol.70 , pp. 755-764
    • Marinacci, M.1
  • 14
    • 0012640886 scopus 로고    scopus 로고
    • A characterization of the core of convex games through gateaux derivatives
    • Working Paper no. 18/2002, International Centre for Economic Research
    • Marinacci, M., Montrucchio, L.: A characterization of the core of convex games through gateaux derivatives. Working Paper no. 18/2002, Applied Mathematics Working Paper Series, International Centre for Economic Research (2002)
    • (2002) Applied Mathematics Working Paper Series
    • Marinacci, M.1    Montrucchio, L.2
  • 16
    • 0000195763 scopus 로고    scopus 로고
    • Ambiguity aversion and incompleteness of contractual form
    • Mukerji, S.: Ambiguity aversion and incompleteness of contractual form. American Economic Review 88, 1207-1231 (1998)
    • (1998) American Economic Review , vol.88 , pp. 1207-1231
    • Mukerji, S.1
  • 17
    • 0035652414 scopus 로고    scopus 로고
    • Ambiguity aversion and incompleteness of financial markets
    • Mukerji, S., Tallon, J.-M.: Ambiguity aversion and incompleteness of financial markets. Review of Economic Studies 68, 883-904 (2001)
    • (2001) Review of Economic Studies , vol.68 , pp. 883-904
    • Mukerji, S.1    Tallon, J.-M.2
  • 18
    • 0004267646 scopus 로고
    • Princeton, N.J.: Princeton University Press
    • Rockafellar, R.T.: Convex analysis. Princeton, N.J.: Princeton University Press 1970
    • (1970) Convex Analysis
    • Rockafellar, R.T.1
  • 20
    • 0001333688 scopus 로고
    • Subjective probability and expected utility without additivity
    • Schmeidler, D.: Subjective probability and expected utility without additivity. Econometrica 57, 571-587 (1989)
    • (1989) Econometrica , vol.57 , pp. 571-587
    • Schmeidler, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.