Dynamic consistency for non-expected utility preferences

DOI10.1007/S00199-011-0633-7MaRDI QIDQ641836zbMATH OpenOpenAlexFDO

Authors Vassili Vergopoulos

Publication date 25 October 2011

Published in Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00199-011-0633-7

zbMATH Keywords

causalityambiguitydynamic consistencyconsequentialismsure-thing principle

Mathematics Subject Classification ID

Individual preferences (91B08)

Recommendations

• Dynamic choice and nonexpected utility
• Dynamic consistency implies approximately expected utility preferences
• CEU preferences and dynamic consistency
• Dynamic choice under ambiguity
• Atemporal dynamic consistency and expected utility theory

Cites work

• scientific article; zbMATH DE number 3784593 (Why is no real title available?)
• scientific article; zbMATH DE number 3560492 (Why is no real title available?)
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• Revisiting savage in a conditional world
• Risk, ambiguity and the Savage axioms
• Some characterizations of lower probabilities and other monotone capacities through the use of Möbius inversion
• Subjective Probability and Expected Utility without Additivity
• Subjective expected utility theory without states of the world
• Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
• Understanding the nonadditive probability decision model
• What do uncertainty-averse decision-makers believe?

Cited in

(10)

• Optimal insurance design of ambiguous risks
• Dynamically consistent CEU preferences on \(f\)-convex events
• Dynamic consistency implies approximately expected utility preferences
• How the market responds to dynamically inconsistent preferences
• Dynamic consistency, valuable information and subjective beliefs
• A Note on Reliability-Based Preference Dynamics
• A full characterization of Nash implementation with strategy space reduction
• CEU preferences and dynamic consistency
• Revisiting consistency with random utility maximisation: theory and implications for practical work
• Dynamically consistent preferences with quadratic beliefs

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