Correlated risks and the value of information

DOI10.1007/S00712-010-0169-5zbMATH Open1231.91067OpenAlexW1964797730MaRDI QIDQ617367FDOQ617367

Authors: Alban Thomas, Nicolas Treich, Louis Eeckhoudt 

Publication date: 21 January 2011

Published in: Journal of Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00712-010-0169-5

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zbMATH Keywords

decision makingriskinformation value

Mathematics Subject Classification ID

Decision theory (91B06) Economics of information (91B44)

Cites Work

• On Dependent Tests of Significance in the Analysis of Variance
• The economics of risk and time
• On Cash Equivalents and Information Evaluation in Decisions Under Uncertainty: Part I: Basic Theory
• Risk and the gain from information

Cited In (4)

• Multiple risks and the value of information
• Asymmetry of Risk and Value of Information
• The value of information for correlated GLMs
• Combining forecasts in the presence of ambiguity over correlation structures

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