Belief consistency and invariant risk preferences

DOI10.1016/J.JMATECO.2018.03.005MaRDI QIDQ1633671zbMATH OpenOpenAlexFDO

Authors Adam Dominiak, Gerelt Tserenjigmid

Publication date 20 December 2018

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2018.03.005

zbMATH Keywords

invariant risk preferencesreverse Bayesianismsubjective expected utilityunawareness

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Recommendations

• Reverse Bayesianism: a generalization
• Ambiguity under growing awareness
• Reverse Bayesianism and act independence
• Savage's theorem under changing awareness
• Dynamically consistent beliefs must be Bayesian

Cites work

• A Definition of Subjective Probability
• A More Robust Definition of Subjective Probability
• Awareness of unawareness: a theory of decision making in the face of ignorance
• Awareness-dependent subjective expected utility
• Bayes without Bernoulli: Simple conditions for probabilistically sophisticated choice
• Does exposure to unawareness affect risk preferences? A preliminary result
• scientific article; zbMATH DE number 3339023 (Why is no real title available?)
• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• Maxmin expected utility with non-unique prior
• Unawareness -- a gentle introduction to both the literature and the special issue

Cited in

(9)

• Savage's theorem under changing awareness
• Ambiguity under growing awareness
• Reverse Bayesianism: a generalization
• Reverse Bayesianism and act independence
• An intertemporal model of growing awareness
• The role of beliefs in inference for rational expectations models
• On the confidence preferences model
• Implicit knowledge in unawareness structures
• Pessimism and optimism towards new discoveries

This page was built for publication: Belief consistency and invariant risk preferences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1633671)