Conditional preference orders and their numerical representations
From MaRDI portal
Publication:268632
DOI10.1016/j.jmateco.2015.12.004zbMath1368.91091arXiv1410.5466OpenAlexW3123431732MaRDI QIDQ268632
Asgar Jamneshan, Samuel Drapeau
Publication date: 15 April 2016
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.5466
Related Items (5)
Parameter-dependent stochastic optimal control in finite discrete time ⋮ Measures and integrals in conditional set theory ⋮ Unnamed Item ⋮ The algebra of conditional sets and the concepts of conditional topology and compactness ⋮ Stochastic dynamic utilities and intertemporal preferences
Cites Work
- Unnamed Item
- Unnamed Item
- A theory of subjective learning
- Learning the Krepsian state: exploration through consumption
- Uncertainty averse preferences
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles
- Dynamic monetary risk measures for bounded discrete-time processes
- Separation and duality in locally \(L^0\)-convex modules
- Subjective probabilities for state dependent continuous utility
- Temporal von Neumann-Morgenstern and induced preferences
- Subjective expected utility theory with state-dependent preferences
- Subjective probability under additive aggregation of conditional preferences
- Expected utility theory without the completeness axiom.
- Recursiveness of indifference prices and translation-invariant preferences
- On the multi-utility representation of preference relations
- Indifference or indecisiveness? Choice-theoretic foundations of incomplete preferences
- Conditional and dynamic convex risk measures
- Dynamic variational preferences
- Dynamic assessment indices
- DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE
- CONDITIONAL CERTAINTY EQUIVALENT
- Introduction to Boolean Algebras
- Stochastic Differential Utility
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Conditioning and Aggregation of Preferences
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Risk Preferences and Their Robust Representation
- A Definition of Subjective Probabilities with State-Dependent Preferences
- Continuity Properties of Paretian Utility
- Revealed Preference Theory
- Utility Functions for Partially Ordered Topological Spaces
- Conditional Expected Utility
- Utility Theory without the Completeness Axiom
- Stochastic finance. An introduction in discrete time
- The algebra of conditional sets and the concepts of conditional topology and compactness
This page was built for publication: Conditional preference orders and their numerical representations
