Correlated risks and the value of information

DOI10.1007/S00712-010-0169-5MaRDI QIDQ617367zbMATHOpenAlexFDO

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

zbMATH Keywords

decision makingriskinformation value

Mathematics Subject Classification ID

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

Recommendations

• Multiple risks and the value of information
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Cites work

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

Cited in

(4)

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

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