Uncertainty Aversion and Dynamic Consistency

DOI10.2307/2527444MaRDI QIDQ4718500zbMATH OpenOpenAlexFDO

Authors Jürgen Eichberger, D. Kelsey

Publication date 8 December 1996

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2527444

zbMATH Keywords

nonadditive probabilitynonexpected utility preferences

Mathematics Subject Classification ID

Individual preferences (91B08) Utility theory (91B16)

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• Dynamically stable preferences
• Ambiguity aversion under maximum-likelihood updating
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• Why uncertainty matters: discounting under intertemporal risk aversion and ambiguity
• A dynamic Ellsberg urn experiment
• Dynamically consistent CEU preferences on \(f\)-convex events
• Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion
• CEU preferences and dynamic consistency
• A Bayesian Approach to Uncertainty Aversion
• Dynamic consistency and rectangularity for the smooth ambiguity model
• Dynamic consistency, valuable information and subjective beliefs
• Special issue on ambiguity and strategic interactions in honor of Jürgen Eichberger
• Uncertainty aversion vs. competence: An experimental market study

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