Advanced Search
MyIDEAS: Login

Citations for "Dynamically Consistent Beliefs Must Be Bayesian"

by Epstein Larry G. & Le Breton Michel

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window
  1. repec:hal:journl:halshs-00429573 is not listed on IDEAS
  2. Robert Kast, 2011. "Managing financial risks due to natural catastrophes," Working Papers hal-00610241, HAL.
  3. Andreas Lange, 2003. "Climate Change and the Irreversibility Effect – Combining Expected Utility and MaxiMin," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 25(4), pages 417-434, August.
  4. Eichberger, Jurgen & Grant, Simon & Kelsey, David, 2005. "CEU preferences and dynamic consistency," Mathematical Social Sciences, Elsevier, vol. 49(2), pages 143-151, March.
  5. Xiao Luo & Yi-Chun Chen, 2004. "A Unified Approach to Information, Knowledge, and Stability," Econometric Society 2004 Far Eastern Meetings 472, Econometric Society.
  6. Alberto Naudon & Matías Tapia, 2004. "Ignorance, Fixed Costs, and the Stock Market Participation Puzzle," Econometric Society 2004 Latin American Meetings 252, Econometric Society.
  7. Grant, Simon & Karni, Edi, 2004. "A theory of quantifiable beliefs," Journal of Mathematical Economics, Elsevier, vol. 40(5), pages 515-546, August.
  8. Zimper, Alexander, 2012. "Asset pricing in a Lucas fruit-tree economy with the best and worst in mind," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 610-628.
  9. Riella, Gil, 2013. "Preference for Flexibility and Dynamic Consistency," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2467-2482.
  10. Takao Asano, 2004. "Portfolio Inertia and [Epsilon]-Contaminations," ISER Discussion Paper 0610, Institute of Social and Economic Research, Osaka University.
  11. Lapied, André & Toquebeuf, Pascal, 2012. "Dynamically consistent CEU preferences on f-convex events," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 252-256.
  12. Border, K.C. & Segal, U., 1997. "Coherent Odds and Subjective Probability," UWO Department of Economics Working Papers 9717, University of Western Ontario, Department of Economics.
  13. Luo, Xiao & Ma, Chenghu, 2003. ""Agreeing to disagree" type results: a decision-theoretic approach," Journal of Mathematical Economics, Elsevier, vol. 39(8), pages 849-861, November.
  14. Jürgen Eichberger & David Kelsey, 1999. "E-Capacities and the Ellsberg Paradox," Theory and Decision, Springer, vol. 46(2), pages 107-138, April.
  15. van Bergeijk, Peter A. G. & van Marrewijk, Charles, 1995. "Why do sanctions need time to work? Adjustment, learning and anticipation," Economic Modelling, Elsevier, vol. 12(2), pages 75-86, April.
  16. Max Groneck & Alexander Ludwig & Alexander Zimper, 2013. "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Paper Series in Economics 63, University of Cologne, Department of Economics, revised 22 Nov 2013.
  17. Nathalie Etchart-Vincent, 2002. "Adequate Moods for non-EU Decision Making in a Sequential Framework," Post-Print halshs-00004830, HAL.
  18. André Lapied & Robert Kast, 2005. "Updating Choquet valuation and discounting information arrivals," Working Papers 05-09, LAMETA, Universtiy of Montpellier, revised Jan 2005.
  19. Grant, Simon & Kajii, Atsushi & Polak, Ben, 2000. "Decomposable Choice under Uncertainty," Journal of Economic Theory, Elsevier, vol. 92(2), pages 169-197, June.
  20. Gumen, Anna & Savochkin, Andrei, 2013. "Dynamically stable preferences," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1487-1508.
  21. Luo, Xiao & Yang, Chih-Chun, 2009. "Bayesian coalitional rationalizability," Journal of Economic Theory, Elsevier, vol. 144(1), pages 248-263, January.
  22. Klibanoff, Peter & Marinacci, Massimo & Mukerji, Sujoy, 2009. "Recursive smooth ambiguity preferences," Journal of Economic Theory, Elsevier, vol. 144(3), pages 930-976, May.
  23. Edward SchleeE, 1997. "The sure thing principle and the value of information," Theory and Decision, Springer, vol. 42(1), pages 21-36, January.
  24. Massimo Marinacci, 2002. "Probabilistic Sophistication and Multiple Priors," Econometrica, Econometric Society, vol. 70(2), pages 755-764, March.
  25. Halevy, Yoram, 2004. "The possibility of speculative trade between dynamically consistent agents," Games and Economic Behavior, Elsevier, vol. 46(1), pages 189-198, January.
  26. repec:hal:cesptp:halshs-00130451 is not listed on IDEAS
  27. Ludwig, Alexander & Zimper, Alexander, 2006. "Investment behavior under ambiguity: The case of pessimistic decision makers," Mathematical Social Sciences, Elsevier, vol. 52(2), pages 111-130, September.
  28. Eichberger, Jürgen & Grant, Simon & Lefort, Jean-Philippe, 2009. "Neo-additive capacities and updating," Working Papers 0490, University of Heidelberg, Department of Economics.
  29. repec:hal:journl:halshs-00130451 is not listed on IDEAS
  30. Chenghu Ma, 2001. "A No-Trade Theorem under Knightian Uncertainty with General Preferences," Theory and Decision, Springer, vol. 51(2), pages 173-181, December.
  31. repec:hal:cesptp:hal-00306458 is not listed on IDEAS
  32. Faro, José Heleno & Lefort, Jean Philippe, 2013. "Dynamic Objective and Subjective Rationality," Insper Working Papers wpe_312, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  33. Wang, Tan, 2003. "Conditional preferences and updating," Journal of Economic Theory, Elsevier, vol. 108(2), pages 286-321, February.
  34. Vassili Vergopoulos, 2011. "Dynamic consistency for non-expected utility preferences," Economic Theory, Springer, vol. 48(2), pages 493-518, October.
  35. Takashi Hayashi, 2011. "Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret," Theory and Decision, Springer, vol. 70(4), pages 399-430, April.
  36. repec:hal:ciredw:halshs-00004832 is not listed on IDEAS
  37. Andre Lapied & Pascal Toquebeuf, 2012. "Dynamically consistent CEU preferences," TEPP Working Paper 2012-10, TEPP.
  38. Tan Wang, 2000. "Updating Rules for Non-Bayesian Preferences," Econometric Society World Congress 2000 Contributed Papers 0157, Econometric Society.
  39. Ozdenoren, Emre & Peck, James, 2008. "Ambiguity aversion, games against nature, and dynamic consistency," Games and Economic Behavior, Elsevier, vol. 62(1), pages 106-115, January.
  40. Paul Viefers, 2012. "Should I Stay or Should I Go?: A Laboratory Analysis of Investment Opportunities under Ambiguity," Discussion Papers of DIW Berlin 1228, DIW Berlin, German Institute for Economic Research.
  41. Ma, Chenghu, 2000. "Uncertainty aversion and rationality in games of perfect information," Journal of Economic Dynamics and Control, Elsevier, vol. 24(3), pages 451-482, March.
  42. Lo, Kin Chung, 1999. "Extensive Form Games with Uncertainty Averse Players," Games and Economic Behavior, Elsevier, vol. 28(2), pages 256-270, August.
  43. Kin Chung Lo, 1996. "Weighted and quadratic models of choice under uncertainty," Economics Letters, Elsevier, vol. 50(3), pages 381-386, March.
  44. Adler, Matthew & Treich, Nicolas, 2014. "Consumption, Risk and Prioritarianism," TSE Working Papers 14-500, Toulouse School of Economics (TSE).
  45. Takashi Hayashi, 2012. "Expanding state space and extension of beliefs," Theory and Decision, Springer, vol. 73(4), pages 591-604, October.
  46. S. Nuri Erbas, 2002. "Primeron Reforms in a Second-Best Ambiguous Environment," IMF Working Papers 02/50, International Monetary Fund.
  47. Marciano Siniscalchi, 2006. "Dynamic Choice Under Ambiguity," Discussion Papers 1430, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  48. Joseph Y. Halpern & Samantha Leung, 2012. "Weighted Sets of Probabilities and MinimaxWeighted Expected Regret: New Approaches for Representing Uncertainty and Making Decisions," Papers 1210.4853, arXiv.org.
  49. Takashi Hayashi, 2008. "Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret," KIER Working Papers 659, Kyoto University, Institute of Economic Research.
  50. Jean-Philippe Lefort, 2006. "Comparison of experts in the non-additive case," Cahiers de la Maison des Sciences Economiques b06088, Université Panthéon-Sorbonne (Paris 1).
  51. Nobuo Koida, 2012. "Nest-monotonic two-stage acts and exponential probability capacities," Economic Theory, Springer, vol. 50(1), pages 99-124, May.
  52. Lo, Kin Chung, 2002. "Correlated equilibrium under uncertainty," Mathematical Social Sciences, Elsevier, vol. 44(2), pages 183-209, November.
  53. Klaus Nehring, 2006. "Bernoulli Without Bayes: A Theory of Utility-Sophisticated Preferences under Ambiguity," Economics Working Papers 0072, Institute for Advanced Study, School of Social Science.