Re-examining the law of iterated expectations for Choquet decision makers
From MaRDI portal
Publication:763357
DOI10.1007/s11238-010-9221-8zbMath1273.91185OpenAlexW2089406427MaRDI QIDQ763357
Publication date: 9 March 2012
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-010-9221-8
asset pricingdynamic decision makingChoquet expected utility theorynon-additive probability measures
Related Items (5)
Ambiguous price formation ⋮ On the disintegration property of coherent upper conditional prevision defined by the Choquet integral with respect to its associated Hausdorff outer measure ⋮ A note on ``Re-examining the law of iterated expectations for Choquet decision makers ⋮ Dynamically consistent CEU preferences on \(f\)-convex events ⋮ Iterated Choquet expectations: a possibility result
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Ambiguity made precise: A comparative foundation
- The iterative law of expectation and non-adaptive probability measure
- Expected utility with purely subjective non-additive probabilities
- Advances in prospect theory: cumulative representation of uncertainty
- Revealed likelihood and Knightian uncertainty
- \(E\)-capacities and the Ellsberg paradox
- An axiomatization of cumulative prospect theory
- Updating ambiguous beliefs
- Updating Choquet beliefs
- Risk, Ambiguity, and the Savage Axioms
- Subjective Probability and Expected Utility without Additivity
- A Simple Axiomatization of Nonadditive Expected Utility
- Integral Representation Without Additivity
- A Definition of Uncertainty Aversion
- Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle
- Risk Attitudes and Decision Weights
- A Definition of Subjective Probability
This page was built for publication: Re-examining the law of iterated expectations for Choquet decision makers