Mutual absolute continuity of multiple priors

DOI10.1016/J.JET.2006.12.004MaRDI QIDQ2469869zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

multiple priorsmutual absolute continuity

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites work

• A Representation Theorem for "Preference for Flexibility"
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• Coherent multiperiod risk adjusted values and Bellman's principle
• Maxmin expected utility with non-unique prior
• Recursive multiple-priors.
• 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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