메뉴 건너뛰기




Volumn 137, Issue 1, 2007, Pages 716-720

Mutual absolute continuity of multiple priors

Author keywords

Multiple priors; Mutual absolute continuity

Indexed keywords


EID: 36048989415     PISSN: 00220531     EISSN: 10957235     Source Type: Journal    
DOI: 10.1016/j.jet.2006.12.004     Document Type: Article
Times cited : (16)

References (6)
  • 1
    • 36049008646 scopus 로고    scopus 로고
    • P. Artzner, F. Delbaen, J.M. Eber, D. Heath, H. Ku, Coherent multiperiod risk adjusted values and Bellman's principle, Ann. Oper. Res., forthcoming.
  • 3
    • 0035518688 scopus 로고    scopus 로고
    • Risk, ambiguity, and the separation of utility and beliefs
    • Ghirardato P., and Marinacci M. Risk, ambiguity, and the separation of utility and beliefs. Math. Oper. Res. 26 (2001) 864-890
    • (2001) Math. Oper. Res. , vol.26 , pp. 864-890
    • Ghirardato, P.1    Marinacci, M.2
  • 4
    • 0001266334 scopus 로고
    • Maxmin expected utility with a non-unique prior
    • Gilboa I., and Schmeidler D. Maxmin expected utility with a non-unique prior. J. Math. Econ. 18 (1989) 141-153
    • (1989) J. Math. Econ. , vol.18 , pp. 141-153
    • Gilboa, I.1    Schmeidler, D.2
  • 5
    • 0001594020 scopus 로고
    • A representation theorem for 'preference for flexibility'
    • Kreps D. A representation theorem for 'preference for flexibility'. Econometrica 47 (1979) 565-577
    • (1979) Econometrica , vol.47 , pp. 565-577
    • Kreps, D.1
  • 6
    • 33750564062 scopus 로고    scopus 로고
    • Ambiguity aversion, robustness, and the variational representation of preferences
    • Maccheroni F., Marinacci M., and Rustichini A. Ambiguity aversion, robustness, and the variational representation of preferences. Econometrica 74 (2006) 1447-1498
    • (2006) Econometrica , vol.74 , pp. 1447-1498
    • Maccheroni, F.1    Marinacci, M.2    Rustichini, A.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.