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  • Alain Chateauneuf

    ()
    (CES - Centre d'économie de la Sorbonne - CNRS : UMR8174 - Université Paris I - Panthéon-Sorbonne, EEP-PSE - Ecole d'Économie de Paris - Paris School of Economics - Ecole d'Économie de Paris)

  • Thibault Gajdos

    ()
    (Department of Economics, Ecole Polytechnique - CNRS : UMR7176 - Polytechnique - X, CERSES - Centre de recherche sens, ethique, société - CNRS : UMR8137 - Université Paris V - Paris Descartes)

  • Jean-Yves Jaffray

    (LIP6 - Laboratoire d'Informatique de Paris 6 - CNRS : UMR7606 - Université Pierre et Marie Curie (UPMC) - Paris VI)

Abstract

We study the Full Bayesian Updating rule for convex capacities. Following a route suggested by Jaffray (1992), we define some properties one may want to impose on the updating process, and identify the classes of (convex and strictly positive) capacities that satisfy these properties for the Full Bayesian updating rule.

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Bibliographic Info

Paper provided by HAL in its series Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) with number hal-00455779.

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Date of creation: Jul 2011
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Publication status: Published, Theory and Decision, 2011, 71, 1, 111-128
Handle: RePEc:hal:cesptp:hal-00455779

Note: View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/hal-00455779
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  1. Jurgen Eichberger & Simon Grant & David Kelsey, 2006. "Updating Choquet Beliefs," Discussion Papers, Exeter University, Department of Economics 0607, Exeter University, Department of Economics.
  2. Itzhak Gilboa & David Schmeidler, 1991. "Updating Ambiguous Beliefs," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 924, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  3. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, Econometric Society, vol. 57(3), pages 571-87, May.
  4. Cesaltina Pacheco Pires, 2002. "A Rule For Updating Ambiguous Beliefs," Theory and Decision, Springer, Springer, vol. 53(2), pages 137-152, September.
  5. Eichberger, Jürgen & Grant, Simon & Lefort, Jean-Philippe, 2008. "Neo-additive capacities and updating," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim 08-31, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  6. Chateauneuf, Alain & Jaffray, Jean-Yves, 1989. "Some characterizations of lower probabilities and other monotone capacities through the use of Mobius inversion," Mathematical Social Sciences, Elsevier, Elsevier, vol. 17(3), pages 263-283, June.
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Cited by:
  1. Massimo Guidolin & Francesca Rinaldi, 2010. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Working Papers, Federal Reserve Bank of St. Louis 2010-028, Federal Reserve Bank of St. Louis.
  2. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "Tribute to Jean-Yves Jaffray July 22, 1939 - February 26, 2009," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00664715, HAL.
  3. Aurélien Baillon & Han Bleichrodt & Umut Keskin & Olivier L'Haridon & Author-Name: Chen Li, 2013. "Learning under ambiguity: An experiment using initial public offerings on a stock market," Economics Working Paper Archive (University of Rennes 1 & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS 201331, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  4. Michèle Cohen & Alain Chateauneuf & Eric Danan & Thibault Gajdos & Raphaël Giraud & Meglena Jeleva & Fabrice Philippe & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2011. "Tribute to Jean-Yves Jaffray," Theory and Decision, Springer, Springer, vol. 71(1), pages 1-10, July.

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