Iterated Expectations Under Rank-dependent Expected Utility And Model Consistency
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Cited by:
- Konstantinos Georgalos, 2019. "An experimental test of the predictive power of dynamic ambiguity models," Journal of Risk and Uncertainty, Springer, vol. 59(1), pages 51-83, August.
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More about this item
Keywords
model consistency; Iterated expectations; rank-dependent expected utility; valuation methods; conditioning; dynamic consistency; consequentialism; probability weighting function; updating;All these keywords.
JEL classification:
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBE-2010-02-13 (Cognitive and Behavioural Economics)
- NEP-NEU-2010-02-13 (Neuroeconomics)
- NEP-UPT-2010-02-13 (Utility Models and Prospect Theory)
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