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On Independence for Non-Additive Measures, with a Fubini Theorem

  • Ghirardato, Paolo

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File URL: http://www.sciencedirect.com/science/article/pii/S0022-0531(96)92241-3
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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 73 (1997)
Issue (Month): 2 (April)
Pages: 261-291

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Handle: RePEc:eee:jetheo:v:73:y:1997:i:2:p:261-291
Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622869

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  1. Eichberger, J. & Kelsey, D., 1994. "Non-additive beliefs and game theory," Discussion Paper 1994-10, Tilburg University, Center for Economic Research.
  2. Dow James & Werlang Sergio Ribeiro Da Costa, 1994. "Nash Equilibrium under Knightian Uncertainty: Breaking Down Backward Induction," Journal of Economic Theory, Elsevier, vol. 64(2), pages 305-324, December.
  3. Eichberger, J. & Kelsey, D., 1995. "Uncertainty Aversion and Preferences for Randomisation," Department of Economics - Working Papers Series 476, The University of Melbourne.
  4. Daniel Ellsberg, 1961. "Risk, Ambiguity, and the Savage Axioms," The Quarterly Journal of Economics, Oxford University Press, vol. 75(4), pages 643-669.
  5. David Schmeidler, 1989. "Subjective Probability and Expected Utility without Additivity," Levine's Working Paper Archive 7662, David K. Levine.
  6. Sarin, Rakesh K & Wakker, Peter, 1992. "A Simple Axiomatization of Nonadditive Expected Utility," Econometrica, Econometric Society, vol. 60(6), pages 1255-72, November.
  7. Epstein, Larry G & Wang, Tan, 1994. "Intertemporal Asset Pricing Under Knightian Uncertainty," Econometrica, Econometric Society, vol. 62(2), pages 283-322, March.
  8. Itzhak Gilboa & David Schmeidler, 1992. "Additive Representation of Non-Additive Measures and the Choquet Integral," Discussion Papers 985, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  9. Dow, James & Werlang, Sergio Ribeiro da Costa, 1992. "Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio," Econometrica, Econometric Society, vol. 60(1), pages 197-204, January.
  10. Alain Chateauneuf & Jean-Yves Jaffray, 2008. "Some Characterizations of Lower Probabilities and Other Monotone Capacities through the Use of Mobius Inversion," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00649208, HAL.
  11. Itzhak Gilboa & David Schmeidler, 1992. "Canonical Representation of Set Functions," Discussion Papers 986, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  12. Hendon, Ebbe & Jacobsen, Hans JØrgen & Sloth, Birgitte & TranÆs, Torben, 1994. "Expected Utility with Lower Probabilities," Journal of Risk and Uncertainty, Springer, vol. 8(2), pages 197-216, March.
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