Arbitrage, rationality, and equilibrium

DOI10.1007/BF00132993MaRDI QIDQ806831zbMATH OpenOpenAlexFDO

Authors Robert Nau, Kevin McCardle

Publication date 1991

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00132993

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Decision theory for games (91A35) Utility theory (91B16)

Cites work

• Arbitrage and equilibrium in economies with infinitely many commodities
• Arbitrage and the Existence of Competitive Equilibrium
• Bayes' Method for Bookies
• Coherent behavior in noncooperative games
• Correlated Equilibrium as an Expression of Bayesian Rationality
• Games with Incomplete Information Played by “Bayesian” Players, I–III Part I. The Basic Model
• scientific article; zbMATH DE number 41105 (Why is no real title available?)
• scientific article; zbMATH DE number 3514748 (Why is no real title available?)
• scientific article; zbMATH DE number 3521344 (Why is no real title available?)
• scientific article; zbMATH DE number 6137478 (Why is no real title available?)
• scientific article; zbMATH DE number 3307201 (Why is no real title available?)
• scientific article; zbMATH DE number 3185418 (Why is no real title available?)
• scientific article; zbMATH DE number 3201010 (Why is no real title available?)
• scientific article; zbMATH DE number 3068856 (Why is no real title available?)
• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
• Mathematical Programming and Economic Theory
• Non-cooperative games
• On a Theorem of De Finetti, Oddsmaking, and Game Theory
• On some difficulties in a frequency theory of inference
• Risk, ambiguity and the Savage axioms
• Subjectivity and correlation in randomized strategies
• The axioms and algebra of intuitive probability
• The pricing of options and corporate liabilities
• Utility Theory without the Completeness Axiom
• VALUATION EQUILIBRIUM AND PARETO OPTIMUM

Cited in

(14)

• Market simulation and the provision of public goods: a non-paternalistic response to anomalies in environmental evaluation
• A survey of some applications of the idea of ambiguity aversion in economics
• The aggregation of imprecise probabilities
• Dutch books: Avoiding strategic and dynamic complications, and a comonotonic extension
• An axiomatic characterization of Bayes' rule
• Coherent decision analysis with inseparable probabilities and utilities
• The incoherence of agreeing to disagree
• The value of a probability forecast from portfolio theory
• Sensitivity of the Discount Rate to the Expected Payoff in Project Valuation
• Correlated equilibria and communication in games
• Forecasts of Prices and Informed Sensitivity Analysis: Applications in Project Valuations
• Bounded arbitrage and nearly rational behavior
• The cost of proportional representations in electoral system design
• Quantum physical symbol systems

This page was built for publication: Arbitrage, rationality, and equilibrium

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q806831)