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Citations for "Dynamically Consistent Beliefs Must Be Bayesian"

by Epstein Larry G. & Le Breton Michel

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  1. Eichberger, Jürgen & Grant, Simon & Lefort, Jean-Philippe, 2008. "Neo-additive capacities and updating," Sonderforschungsbereich 504 Publications 08-31, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  2. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2014. "A life-cycle model with ambiguous survival beliefs," SAFE Working Paper Series 73, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  3. 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.
  4. André Lapied & Robert Kast, 2009. "Updating Choquet valuation and discounting information arrivals," Working Papers halshs-00410532, HAL.
  5. 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.
  6. Grant, Simon & Karni, Edi, 2004. "A theory of quantifiable beliefs," Journal of Mathematical Economics, Elsevier, vol. 40(5), pages 515-546, August.
  7. 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).
  8. repec:hal:journl:halshs-00429573 is not listed on IDEAS
  9. Halevy, Yoram, 2004. "The possibility of speculative trade between dynamically consistent agents," Games and Economic Behavior, Elsevier, vol. 46(1), pages 189-198, January.
  10. 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.
  11. S. Nuri Erbas, 2002. "Primeron Reforms in a Second-Best Ambiguous Environment: A Case for Gradualism," IMF Working Papers 02/50, International Monetary Fund.
  12. Klibanoff, Peter & Marinacci, Massimo & Mukerji, Sujoy, 2009. "Recursive smooth ambiguity preferences," Journal of Economic Theory, Elsevier, vol. 144(3), pages 930-976, May.
  13. 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.
  14. 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.
  15. 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.
  16. Riella, Gil, 2013. "Preference for Flexibility and Dynamic Consistency," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2467-2482.
  17. Takao Asano, 2004. "Portfolio Inertia and [Epsilon]-Contaminations," ISER Discussion Paper 0610, Institute of Social and Economic Research, Osaka University.
  18. Massimo Marinacci, 2002. "Probabilistic Sophistication and Multiple Priors," Econometrica, Econometric Society, vol. 70(2), pages 755-764, March.
  19. Alberto Naudon & Matías Tapia & Felipe Zurita, 2004. "Ignorance, Fixed Costs, and the Stock-Market Participation Puzzle," Documentos de Trabajo 262, Instituto de Economia. Pontificia Universidad Católica de Chile..
  20. Adler, Matthew & Treich, Nicolas, 2014. "Consumption, Risk and Prioritarianism," TSE Working Papers 14-500, Toulouse School of Economics (TSE).
  21. Vassili Vergopoulos, 2011. "Dynamic consistency for non-expected utility preferences," Economic Theory, Springer, vol. 48(2), pages 493-518, October.
  22. 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.
  23. 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.
  24. Jean-Marc Tallon & Jean-Christophe Vergnaud, 2006. "Beliefs and Dynamic Consistency," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00306458, HAL.
  25. repec:hal:journl:halshs-00130451 is not listed on IDEAS
  26. Jürgen Eichberger & David Kelsey, 1999. "E-Capacities and the Ellsberg Paradox," Theory and Decision, Springer, vol. 46(2), pages 107-138, April.
  27. Xiao Luo & Yi-Chun Chen, 2004. "A Unified Approach to Information, Knowledge, and Stability," Econometric Society 2004 Far Eastern Meetings 472, Econometric Society.
  28. Luo, Xiao & Yang, Chih-Chun, 2009. "Bayesian coalitional rationalizability," Journal of Economic Theory, Elsevier, vol. 144(1), pages 248-263, January.
  29. 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.
  30. Aryal, Gaurab & Stauber, Ronald, 2014. "A Note on Kuhn’s Theorem with Ambiguity Averse Players," MPRA Paper 57336, University Library of Munich, Germany.
  31. Edward SchleeE, 1997. "The sure thing principle and the value of information," Theory and Decision, Springer, vol. 42(1), pages 21-36, January.
  32. Nobuo Koida, 2012. "Nest-monotonic two-stage acts and exponential probability capacities," Economic Theory, Springer, vol. 50(1), pages 99-124, May.
  33. Takashi Hayashi, 2012. "Expanding state space and extension of beliefs," Theory and Decision, Springer, vol. 73(4), pages 591-604, October.
  34. 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.
  35. Kin Chung Lo, 1996. "Weighted and quadratic models of choice under uncertainty," Economics Letters, Elsevier, vol. 50(3), pages 381-386, March.
  36. Kim C. Border & Uzi Segal, 2001. "Coherent Odds and Subjective Probability," Boston College Working Papers in Economics 513, Boston College Department of Economics.
  37. Andre Lapied & Pascal Toquebeuf, 2012. "Dynamically consistent CEU preferences," TEPP Working Paper 2012-10, TEPP.
  38. Siniscalchi, Marciano, 2011. "Dynamic choice under ambiguity," Theoretical Economics, Econometric Society, vol. 6(3), September.
  39. Lo, Kin Chung, 1999. "Extensive Form Games with Uncertainty Averse Players," Games and Economic Behavior, Elsevier, vol. 28(2), pages 256-270, August.
  40. 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.
  41. Grant, Simon & Kajii, Atsushi & Polak, Ben, 2000. "Decomposable Choice under Uncertainty," Journal of Economic Theory, Elsevier, vol. 92(2), pages 169-197, June.
  42. Grant, Simon & Eichberger, Jürgen & Kelsey, David, 2004. "CEU Preferences and Dynamic Consistency," Sonderforschungsbereich 504 Publications 04-47, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  43. Gaurab Aryal & Ronald Stauber, 2014. "A Note on Kuhn's Theorem with Ambiguity Averse Players," Papers 1408.1022, arXiv.org, revised Aug 2014.
  44. Wang, Tan, 2003. "Conditional preferences and updating," Journal of Economic Theory, Elsevier, vol. 108(2), pages 286-321, February.
  45. Chenghu Ma, 2001. "A No-Trade Theorem under Knightian Uncertainty with General Preferences," Theory and Decision, Springer, vol. 51(2), pages 173-181, December.
  46. Nathalie Etchart-Vincent, 2002. "Adequate Moods for non-EU Decision Making in a Sequential Framework," Post-Print halshs-00004830, HAL.
  47. Tan Wang, 2000. "Updating Rules for Non-Bayesian Preferences," Econometric Society World Congress 2000 Contributed Papers 0157, Econometric Society.
  48. Lapied, André & Toquebeuf, Pascal, 2012. "Dynamically consistent CEU preferences on f-convex events," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 252-256.
  49. Nathalie Etchart(-Vincent), 2005. "Adequate Moods for Non-EU Decision Making in a Sequential Framework," CIRED Working Papers halshs-00004832, HAL.
  50. Anna Gumena & Andrei Savochkin, 2012. "Dynamically Stable Preferences," Carlo Alberto Notebooks 263, Collegio Carlo Alberto.
  51. 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.
  52. Lo, Kin Chung, 2002. "Correlated equilibrium under uncertainty," Mathematical Social Sciences, Elsevier, vol. 44(2), pages 183-209, November.
  53. Robert Kast, 2011. "Managing financial risks due to natural catastrophes," Working Papers hal-00610241, HAL.
  54. 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.
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