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Mutual Absolute Continuity of Multiple Priors

Author Info

Listed author(s):
  • Larry G. Epstein
  • Massimo Marinacci

Abstract

This note provides a behavioral characterization of mutually absolutely continuous multiple priors.

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File URL: http://www.carloalberto.org/assets/working-papers/no.19.pdf
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Paper provided by Collegio Carlo Alberto in its series Carlo Alberto Notebooks with number 19.

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Length: 9 pages
Date of creation: 2006
Handle: RePEc:cca:wpaper:19
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Keywords: Mutual absolute continuity; Multiple priors;

Other versions of this item:

Find related papers by JEL classification:
  • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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References listed on IDEAS
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  1. Paolo Ghirardato & Massimo Marinacci, 2001. "Risk, Ambiguity, and the Separation of Utility and Beliefs," Mathematics of Operations Research, INFORMS, vol. 26(4), pages 864-890, November.
  2. Epstein, Larry G. & Schneider, Martin, 2003. "Recursive multiple-priors," Journal of Economic Theory, Elsevier, vol. 113(1), pages 1-31, November.
  3. 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.
  4. Kreps, David M, 1979. "A Representation Theorem for "Preference for Flexibility"," Econometrica, Econometric Society, vol. 47(3), pages 565-577, May.
  5. Gilboa, Itzhak & Schmeidler, David, 1989. "Maxmin expected utility with non-unique prior," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 141-153, April.
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Cited by:

  1. Bade, Sophie, 2011. "Ambiguous act equilibria," Games and Economic Behavior, Elsevier, vol. 71(2), pages 246-260, March.
  2. Dana, Rose-Anne & Riedel, Frank, 2013. "Intertemporal equilibria with Knightian uncertainty," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1582-1605.
  3. Daniel, Engelage, 2011. "Optimal stopping with dynamic variational preferences," Journal of Economic Theory, Elsevier, vol. 146(5), pages 2042-2074, September.
  4. Chambers, Christopher P. & Echenique, Federico, 2008. "Ordinal notions of submodularity," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1243-1245, December.
  5. repec:ipg:wpaper:16 is not listed on IDEAS
  6. Grant, Simon & Meneghel, Idione & Tourky, Rabee, 2016. "Savage games," Theoretical Economics, Econometric Society, vol. 11(2), May.
  7. Grant, Simon & Meneghel, Idione & Tourky, Rabee, 2013. "Savage Games: A Theory of Strategic Interaction with Purely Subjective Uncertainty," Risk and Sustainable Management Group Working Papers 151501, University of Queensland, School of Economics.
  8. repec:spr:joecth:v:64:y:2017:i:2:d:10.1007_s00199-016-0979-y is not listed on IDEAS
  9. Vorbrink, Jörg, 2014. "Financial markets with volatility uncertainty," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 64-78.
  10. repec:ipg:wpaper:2013-016 is not listed on IDEAS

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