Temporal Resolution of Uncertainty and Recursive Non-expected Utility Models

DOI10.1111/1468-0262.00116MaRDI QIDQ4530971zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

uncertaintypreferencesnon-expected utility modelsrank dependence

Mathematics Subject Classification ID

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

Recommendations

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Cited in

(9)

• 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
• 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
• Intrinsic preference for information
• Paying for confidence: an experimental study of the demand for non-instrumental information
• CEU preferences and dynamic consistency
• Concave utility on finite sets

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