Market uncertainty and the process of belief formation

DOI10.1007/BF00114155MaRDI QIDQ806820zbMATH OpenOpenAlexFDO

Authors Bertrand Munier

Publication date 1991

Published in Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00114155

Mathematics Subject Classification ID

Cognitive psychology (91E10) Utility theory (91B16)

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• Under stochastic dominance Choquet-expected utility and anticipated utility are identical

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