Re-examining the law of iterated expectations for Choquet decision makers
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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
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