Expectation and Variation in Multi-Period Decisions
From MaRDI portal
Publication:4203954
DOI10.2307/1913626zbMath0685.90006MaRDI QIDQ4203954
Publication date: 1989
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913626
nonadditive measure; Ellsberg paradox; sure-thing principle; intertemporal separability; Multi-period decisions
Related Items
Nonmonotonic Choquet integrals, General equilibrium, wariness and efficient bubbles, Modeling nonmonotone preferences: the case of utility smoothing, Cominimum additive operators, Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty, Additive representations on rank-ordered sets. I: The algebraic approach, A model of random matching, Loss aversion in a multi-period model, Additive representations of non-additive measures and the Choquet integral, Time preference for health: a test of stationarity versus decreasing timing aversion, Some characterizations of non-additive multi-period models, Updating non-additive probabilities -- a geometric approach, Sequentially continuous non-monotonic Choquet integrals, Time and risk