Temporal Resolution of Uncertainty and Recursive Non-expected Utility Models

DOI10.1111/1468-0262.00116zbMATH Open1022.91021OpenAlexW2124005046MaRDI QIDQ4530971FDOQ4530971

Authors: Simon Grant, Atsushi Kajii, Ben Polak 

Publication date: 28 May 2002

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2027/uc1.31822023984909

Recommendations

• Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility
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• Subjective recursive expected utility

zbMATH Keywords

uncertaintypreferencesnon-expected utility modelsrank dependence

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Utility theory (91B16)

Cited In (9)

• A simple proof of the nonconcavifiability of functions with linear not-all-parallel contour sets
• Correcting expected utility for comparisons between alternative outcomes: A unified parameterization of regret and disappointment
• Paying for confidence: an experimental study of the demand for non-instrumental information
• Concave utility on finite sets
• CEU preferences and dynamic consistency
• Bayes risk, elicitability, and the Expected Shortfall
• Temporal resolution of uncertainty and recursive models of ambiguity aversion
• Preferences for one-shot resolution of uncertainty and Allais-type behavior
• Intrinsic preference for information

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