2015, 2005, English, Article, Journal or magazine article edition: CEU preferences and dynamic consistency Grant, Simon

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Bookmark: http://trove.nla.gov.au/version/221362205
Physical Description
  • journal article
Published
  • Elsevier, 2015-12-13T23:02:23Z 2005 2015-12-12T07:46:39Z
Language
  • English

Edition details

Title
  • CEU preferences and dynamic consistency
Author
  • Grant, Simon
Published
  • Elsevier, 2015-12-13T23:02:23Z 2005 2015-12-12T07:46:39Z
Physical Description
  • journal article
Part Of
  • Mathematical Social Sciences
Subjects
Summary
  • This paper investigates the dynamic consistency of Choquet Expected Utility (CEU) preferences. A decision-maker is faced with an information structure represented by a fixed filtration. If beliefs are represented by a convex capacity, we show that a necessary and sufficient condition for dynamic consistency is that beliefs be additive over the final stage in the filtration.
Language
  • English
Identifier
  • oai:openresearch-repository.anu.edu.au:1885/​84866
  • 10.1016/​j.mathsocsci.2004.06.003
  • oai:digitalcollections.anu.edu.au:1885/​84866
  • 0165-4896

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