This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Attitude toward imprecise information

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Thibault Gajdos () (CES - Centre d'économie de la Sorbonne - CNRS : UMR8174 - Université Panthéon-Sorbonne - Paris I, EEP-PSE - Ecole d'Économie de Paris - Paris School of Economics - Ecole d'Économie de Paris)
Takashi Hayashi () (Department of Economics, University of Texas at Austin - University of Texas at Austin)
Jean-Marc Tallon (CES - Centre d'économie de la Sorbonne - CNRS : UMR8174 - Université Panthéon-Sorbonne - Paris I, EEP-PSE - Ecole d'Économie de Paris - Paris School of Economics - Ecole d'Économie de Paris)
Jean-Christophe Vergnaud (CES - Centre d'économie de la Sorbonne - CNRS : UMR8174 - Université Panthéon-Sorbonne - Paris I, EEP-PSE - Ecole d'Économie de Paris - Paris School of Economics - Ecole d'Économie de Paris)

Additional information is available for the following registered author(s):

Abstract

This paper presents an axiomatic model of decision making under uncertainty which incorporates objective but imprecise information. Information is assumed to take the form of a probability-possibility set, that is, a set $P$ of probability measures on the state space. The decision maker is told that the true probability law lies in $P$ and is assumed to rank pairs of the form $(P,f) $ where $f$ is an act mapping states into outcomes. Thekey representation result delivers maxmin expected utility where the min operator ranges over a set of probability priors --just as in the maxmin expected utility (MEU) representation result of \cite{GILB/SCHM/89}. However, unlike the MEU representation, the representation here also delivers a mapping, $\varphi$, which links the probability-possibility set, describing the availableinformation, to the set of revealed priors. The mapping $\varphi$ is shown to represent the decision maker's attitude to imprecise information: under our axioms, the set of representation priors is constituted as a selection from the probability-possibility set.This allows both expected utility when the selected set is a singleton and extreme pessimism when the selected set is the same as the probability-possibility set, i.e. , $\varphi$ is the identity mapping. We define a notion of comparative imprecision aversion and show it is characterized by inclusion of the sets of revealedprobability distributions, irrespective of the utility functions that capture risk attitude. We also identify an explicit attitude toward imprecision that underlies usual hedging axioms. Finally, we characterize, under extra axioms, a more specific functional form, in which the set of selected probability distributions is obtained by (i) solving for the ``mean value'' of the probability-possibility set, and (ii) shrinking the probability-possibility set toward the mean value to a degree determined by preferences.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://halshs.archives-ouvertes.fr/docs/00/17/73/78/PDF/ghtv.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by HAL in its series Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) with number halshs-00177378_v1.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: May 2008
Date of revision:
Publication status: Published, Journal of Economic Theory, 2008, 140, 1, 27-65
Handle: RePEc:hal:cesptp:halshs-00177378_v1

Note: View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00177378/en/
Contact details of provider:
Web page: http://hal.archives-ouvertes.fr/

For technical questions regarding this item, or to correct its listing, contact: (CCSD).

Related research
Keywords: precise information; imprecision aversion; multiple priors; Steiner point.;

Other versions of this item:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Epstein, Larry G & Wang, Tan, 1994. "Intertemporal Asset Pricing Under Knightian Uncertainty," Econometrica, Econometric Society, vol. 62(2), pages 283-322, March. [Downloadable!] (restricted)
  2. Wojciech Olszewski, 2007. "Preferences Over Sets of Lotteries," Review of Economic Studies, Blackwell Publishing, vol. 74(2), pages 567-595, 04. [Downloadable!] (restricted)
  3. Gilboa, Itzhak & Schmeidler, David, 1989. "Maxmin expected utility with non-unique prior," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 141-153, April. [Downloadable!] (restricted)
  4. Sujoy Mukerji & Peter Klibanoff, 2002. "A Smooth Model of DecisionMaking Under Ambiguity," Economics Series Working Papers 113, University of Oxford, Department of Economics. [Downloadable!]
    Other versions:
  5. Tapking, Jens, 2004. "Axioms for preferences revealing subjective uncertainty and uncertainty aversion," Journal of Mathematical Economics, Elsevier, vol. 40(7), pages 771-797, November. [Downloadable!] (restricted)
  6. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini, 2006. "Ambiguity Aversion, Robustness, and the Variational Representation of Preferences," Econometrica, Econometric Society, vol. 74(6), pages 1447-1498, November. [Downloadable!] (restricted)
    Other versions:
  7. Raphaël Giraud, 2006. "Objective Imprecise Probabilistic Information, Second Order Beliefs and Ambiguity Aversion: an Axiomatization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00102346_v1, HAL. [Downloadable!]
  8. Sujoy Mukerji & Jean-Marc Tallon, 2001. "Ambiguity Aversion and Incompleteness of Financial Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00174539_v1, HAL. [Downloadable!]
    Other versions:
  9. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-87, May. [Downloadable!] (restricted)
  10. Gajdos, Thibault & Tallon, Jean-Marc & Vergnaud, Jean-Christophe, 2004. "Decision making with imprecise probabilistic information," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 647-681, September. [Downloadable!] (restricted)
    Other versions:
  11. Epstein, Larry G, 1999. "A Definition of Uncertainty Aversion," Review of Economic Studies, Blackwell Publishing, vol. 66(3), pages 579-608, July. [Downloadable!] (restricted)
  12. Ghirardato, Paolo & Marinacci, M., 1997. "Ambiguity Made Precise: A Comparative Foundation and Some Implications," Working Papers 1026, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
Full references

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Piero Gottardi & Jean Marc Tallon & Paolo Ghirardato, 2009. "Flexible Contracts," Economics Working Papers ECO2009/34, European University Institute. [Downloadable!]
    Other versions:
  2. Thibault Gajdos & Feriel Kandil, 2008. "The ignorant observer," Social Choice and Welfare, Springer, vol. 31(2), pages 193-232, August. [Downloadable!] (restricted)
    Other versions:
  3. Jürgen Eichberger & Ani Guerdjikova, 2008. "Multiple Priors as Similarity Weighted Frequencies," Working Papers 0470, University of Heidelberg, Department of Economics, revised Jul 2008. [Downloadable!]
  4. Hill, Brian, 2009. "Confidence and ambiguity," Les Cahiers de Recherche 914, HEC Paris. [Downloadable!]
  5. Eichberger, Jürgen & Guerdjikova, Ani, 2008. "Multiple Priors as Similarity Weighted Frequencies," Sonderforschungsbereich 504 Publications 08-07, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
  6. Marie-Louise Vierø, 2009. "Exactly what happens after the Anscombe–Aumann race?," Economic Theory, Springer, vol. 41(2), pages 175-212, November. [Downloadable!] (restricted)
  7. Marie-Louise Vierø, 2006. "Exactly What Happens After the Anscombe-Aumann Race? Representing Preferences in Vague Environments," Working Papers 1094, Queen's University, Department of Economics. [Downloadable!]
  8. Itzhak Gilboa, 2009. "Questions in Decision Theory," Levine's Working Paper Archive 814577000000000335, David K. Levine. [Downloadable!]
Statistics
Access and download statistics

Did you know? Citation analysis on IDEAS includes online papers that are freely accessible and whose text could be automatically analyzed, currently about 210000 papers.

This page was last updated on 2009-12-4.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.