Directed attention and nonparametric learning

DOI10.1016/J.JET.2019.03.004MaRDI QIDQ2416002zbMATH OpenOpenAlexFDO

Authors Ian Dew-Becker, Charles G. Nathanson

Publication date 23 May 2019

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL http://www.nber.org/papers/w23917.pdf

zbMATH Keywords

ambiguity aversionconsumptionfrequency domainlearning

Mathematics Subject Classification ID

Rationality and learning in game theory (91A26) Decision theory (91B06)

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Cites work

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Cited in

(6)

• Attention-driven probability weighting
• A random attention and utility model
• Rational inattention in the frequency domain
• COVARIANCE EFFECT
• Learning Under Ambiguity
• When uncertainty and volatility are disconnected: implications for asset pricing and portfolio performance

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