Mutual absolute continuity of multiple priors
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Publication:2469869
DOI10.1016/J.JET.2006.12.004zbMATH Open1132.91562OpenAlexW2022181669MaRDI QIDQ2469869FDOQ2469869
Authors: Larry G. Epstein, Massimo Marinacci 
Publication date: 11 February 2008
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: http://www.carloalberto.org/assets/working-papers/no.19.pdf
Cites Work
- Maxmin expected utility with non-unique prior
- Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
- Recursive multiple-priors.
- A Representation Theorem for "Preference for Flexibility"
- Coherent multiperiod risk adjusted values and Bellman's principle
- Risk, Ambiguity, and the Separation of Utility and Beliefs
Cited In (13)
- Ordinal notions of submodularity
- Optimal stopping with dynamic variational preferences
- Equilibrium prices and trade under ambiguous volatility
- Ambiguity and the Bayesian paradigm
- A Note on the Absolute Continuity and Singularity of Polya Tree Priors and Posteriors
- Ambiguous act equilibria
- Dynamic consistency, valuable information and subjective beliefs
- Intertemporal equilibria with Knightian uncertainty
- Optimal risk-sharing under mutually singular beliefs
- Closure and preferences
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent
- Infinite supermodularity and preferences
- Financial markets with volatility uncertainty
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