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Volumn 62, Issue 1, 2008, Pages 106-115

Ambiguity aversion, games against nature, and dynamic consistency

Author keywords

Ambiguity aversion; Dynamic consistency; Ellsberg; Malevolent nature; Uncertainty aversion

Indexed keywords


EID: 37849018207     PISSN: 08998256     EISSN: 10902473     Source Type: Journal    
DOI: 10.1016/j.geb.2007.01.010     Document Type: Article
Times cited : (15)

References (8)
  • 1
    • 84957363402 scopus 로고
    • Risk, ambiguity, and the savage axioms
    • Ellsberg D. Risk, ambiguity, and the savage axioms. Quart. J. Econ. 75 (1961) 643-669
    • (1961) Quart. J. Econ. , vol.75 , pp. 643-669
    • Ellsberg, D.1
  • 2
    • 0001880649 scopus 로고
    • Dynamically consistent beliefs must be Bayesian
    • Epstein L.G., and Le Breton M. Dynamically consistent beliefs must be Bayesian. J. Econ. Theory 61 (1993) 1-22
    • (1993) J. Econ. Theory , vol.61 , pp. 1-22
    • Epstein, L.G.1    Le Breton, M.2
  • 4
    • 37849034444 scopus 로고    scopus 로고
    • Hanany, E., Klibanoff, P., 2005. Updating preferences with multiple priors. Working paper
  • 5
    • 33750564062 scopus 로고    scopus 로고
    • Ambiguity aversion, robustness, and the variational representation of preferences
    • Maccheroni F., Marinacci M., and Rustichini R. 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, R.3
  • 7
    • 0001111491 scopus 로고
    • Dynamic consistency and non-expected utility models of choice under uncertainty
    • Machina M.J. Dynamic consistency and non-expected utility models of choice under uncertainty. J. Econ. Lit. 27 (1989) 1622-1668
    • (1989) J. Econ. Lit. , vol.27 , pp. 1622-1668
    • Machina, M.J.1
  • 8
    • 37849028751 scopus 로고    scopus 로고
    • Siniscalchi, M., 2004. Dynamic choice under ambiguity. Working paper


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.