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On Independence For Non-Additive Measures, With a Fubini Theorem

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  • Ghirardato, Paolo

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  • Ghirardato, Paolo, 1995. "On Independence For Non-Additive Measures, With a Fubini Theorem," Working Papers 940, California Institute of Technology, Division of the Humanities and Social Sciences.
  • Handle: RePEc:clt:sswopa:940
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    1. 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.
    2. repec:sbe:breart:v:11:y:1991:i:1:a:3007 is not listed on IDEAS
    3. Eichberger, Jurgen & Kelsey, David, 1996. "Uncertainty Aversion and Preference for Randomisation," Journal of Economic Theory, Elsevier, vol. 71(1), pages 31-43, October.
    4. Sarin, Rakesh K & Wakker, Peter, 1992. "A Simple Axiomatization of Nonadditive Expected Utility," Econometrica, Econometric Society, vol. 60(6), pages 1255-1272, November.
    5. Epstein, Larry G & Wang, Tan, 1994. "Intertemporal Asset Pricing Under Knightian Uncertainty," Econometrica, Econometric Society, vol. 62(2), pages 283-322, March.
    6. Itzhak Gilboa & David Schmeidler, 1995. "Canonical Representation of Set Functions," Mathematics of Operations Research, INFORMS, vol. 20(1), pages 197-212, February.
    7. 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.
    8. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-587, May.
    9. 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, vol. 17(3), pages 263-283, June.
    10. Eichberger, J. & Kelsey, D., 1994. "Non-additive beliefs and game theory," Discussion Paper 1994-10, Tilburg University, Center for Economic Research.
    11. 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.
    12. 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.
    13. Simonsen, Mario Henrique & Werlang, Sérgio Ribeiro da Costa, 1991. "Subadditive Probabilities and Portfolio Inertia," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 11(1), April.
    14. Daniel Ellsberg, 1961. "Risk, Ambiguity, and the Savage Axioms," The Quarterly Journal of Economics, Oxford University Press, vol. 75(4), pages 643-669.
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