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Revisiting Savage in a conditional world

Citations

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Cited by:

  1. Mayumi Horie, 2016. "Bayesian Updating for Complementarily Additive Beliefs under Ambiguity," KIER Working Papers 935, Kyoto University, Institute of Economic Research.
  2. Andrés Perea, 2009. "A Model of Minimal Probabilistic Belief Revision," Theory and Decision, Springer, vol. 67(2), pages 163-222, August.
  3. André Lapied & Pascal Toquebeuf, 2011. "Dynamically consistent CEU preferences," Working Papers halshs-00856193, HAL.
  4. Simon Grant & Edi Karni, 2005. "Why Does It Matter That Beliefs And Valuations Be Correctly Represented?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 46(3), pages 917-934, August.
  5. Dominiak, Adam & Lefort, Jean-Philippe, 2009. "Unambiguous Events and Dynamic Choquet Preferences," Working Papers 0489, University of Heidelberg, Department of Economics.
  6. Jordi Brandts & Arno Riedl & Frans van Winden, 2004. "Competition and Well-Being," Working Papers 120, Barcelona School of Economics.
  7. 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.
  8. V. I. Danilov & A. Lambert-Mogiliansky & V. Vergopoulos, 2018. "Dynamic consistency of expected utility under non-classical (quantum) uncertainty," Theory and Decision, Springer, vol. 84(4), pages 645-670, June.
  9. Takao Asano & Hiroyuki Kojima, 2019. "Consequentialism and dynamic consistency in updating ambiguous beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(1), pages 223-250, July.
  10. Minardi, Stefania & Savochkin, Andrei, 2019. "Subjective contingencies and limited Bayesian updating," Journal of Economic Theory, Elsevier, vol. 183(C), pages 1-45.
  11. Konstantinos Georgalos, 2016. "Dynamic decision making under ambiguity," Working Papers 112111041, Lancaster University Management School, Economics Department.
  12. Spyros Galanis, 2021. "Speculative trade and the value of public information," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 23(1), pages 53-68, February.
  13. 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.
  14. Spyros Galanis, 2021. "Dynamic consistency, valuable information and subjective beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1467-1497, June.
  15. Ellis, Andrew, 2018. "On dynamic consistency in ambiguous games," Games and Economic Behavior, Elsevier, vol. 111(C), pages 241-249.
  16. Nabil I. Al-Najjar, 2015. "A Bayesian Framework for the Precautionary Principle," The Journal of Legal Studies, University of Chicago Press, vol. 44(S2), pages 337-365.
  17. Hanany Eran & Klibanoff Peter, 2009. "Updating Ambiguity Averse Preferences," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 9(1), pages 1-53, November.
  18. Luo, Xiao & Yang, Chih-Chun, 2009. "Bayesian coalitional rationalizability," Journal of Economic Theory, Elsevier, vol. 144(1), pages 248-263, January.
  19. Billot, Antoine & Vergopoulos, Vassili, 2018. "Expected utility without parsimony," Mathematical Social Sciences, Elsevier, vol. 93(C), pages 14-21.
  20. André Lapied & Pascal Tocquebeuf, 2007. "Consistent Dynamice Choice And Non-Expected Utility Preferences," Working Papers halshs-00353880, HAL.
  21. Gérard Mondello, 2022. "Information Source's Reliability," GREDEG Working Papers 2022-21, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, revised Oct 2022.
  22. Galanis, Spyros, 2015. "The value of information under unawareness," Journal of Economic Theory, Elsevier, vol. 157(C), pages 384-396.
  23. Robert Kast & André Lapied, 2010. "Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty," Theory and Decision, Springer, vol. 69(1), pages 27-53, July.
  24. Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2016. "A life-cycle model with ambiguous survival beliefs," Journal of Economic Theory, Elsevier, vol. 162(C), pages 137-180.
  25. Daniele Pennesi, 2017. "Uncertain discount and hyperbolic preferences," Theory and Decision, Springer, vol. 83(3), pages 315-336, October.
  26. V. I. Danilov & A. Lambert-Mogiliansky & V. Vergopoulos, 2018. "Dynamic consistency of expected utility under non-classical (quantum) uncertainty," Theory and Decision, Springer, vol. 84(4), pages 645-670, June.
  27. Brian Hill, 2022. "Updating confidence in beliefs," Post-Print hal-03503986, HAL.
  28. Dominiak, Adam & Duersch, Peter & Lefort, Jean-Philippe, 2012. "A dynamic Ellsberg urn experiment," Games and Economic Behavior, Elsevier, vol. 75(2), pages 625-638.
  29. David Dillenberger & Philipp Sadowski, 2019. "Stable behavior and generalized partition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(2), pages 285-302, September.
  30. Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004. "Rationality of Belief Or: Why Savage's axioms are neither necessary nor sufficient for rationality, Second Version," PIER Working Paper Archive 07-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Jan 2007.
  31. Robert Kast & André Lapied, 2007. "Dynamically Consistent Conditional Choquet Capacities," ICER Working Papers - Applied Mathematics Series 20-2007, ICER - International Centre for Economic Research.
  32. Hill, Brian, 2022. "Updating confidence in beliefs," Journal of Economic Theory, Elsevier, vol. 199(C).
  33. 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.
  34. Hamed Hamze Bajgiran & Houman Owhadi, 2021. "Aggregation of Models, Choices, Beliefs, and Preferences," Papers 2111.11630, arXiv.org.
  35. Massimiliano Amarante, 2017. "Conditional expected utility," Theory and Decision, Springer, vol. 83(2), pages 175-193, August.
  36. Alain Chateauneuf & Michèle Cohen & Jean-Yves Jaffray, 2008. "Decision under uncertainty: the classical models," Documents de travail du Centre d'Economie de la Sorbonne v08086, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  37. Alexander Ludwig & Alexander Zimper, 2013. "A decision-theoretic model of asset-price underreaction and overreaction to dividend news," Annals of Finance, Springer, vol. 9(4), pages 625-665, November.
  38. Larry G. Epstein, 2006. "An Axiomatic Model of Non-Bayesian Updating," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(2), pages 413-436.
  39. Cheng, Xiaoyu, 2022. "Relative Maximum Likelihood updating of ambiguous beliefs," Journal of Mathematical Economics, Elsevier, vol. 99(C).
  40. Joseph Halpern & Samantha Leung, 2015. "Weighted sets of probabilities and minimax weighted expected regret: a new approach for representing uncertainty and making decisions," Theory and Decision, Springer, vol. 79(3), pages 415-450, November.
  41. Pivato, Marcus & Vergopoulos, Vassili, 2018. "Subjective expected utility with topological constraints," MPRA Paper 85749, University Library of Munich, Germany.
  42. Ying He, 2021. "Revisiting Ellsberg’s and Machina’s Paradoxes: A Two-Stage Evaluation Model Under Ambiguity," Management Science, INFORMS, vol. 67(11), pages 6897-6914, November.
  43. Hill, Brian, 2020. "Dynamic consistency and ambiguity: A reappraisal," Games and Economic Behavior, Elsevier, vol. 120(C), pages 289-310.
  44. Ozgur Evren, 2024. "Second-Order Representations: A Bayesian Approach," Working Papers w0291, New Economic School (NES).
  45. Youichiro Higashi & Kazuya Hyogo & Gil Riella, 2020. "Dynamically Consistent Menu Preferences," KIER Working Papers 1047, Kyoto University, Institute of Economic Research.
  46. Monet, Benjamin & Vergopoulos, Vassili, 2022. "Subjective probability and stochastic independence," Journal of Mathematical Economics, Elsevier, vol. 103(C).
  47. Bleichrodt, Han & Eichberger, Jürgen & Grant, Simon & Kelsey, David & Li, Chen, 2021. "Testing dynamic consistency and consequentialism under ambiguity," European Economic Review, Elsevier, vol. 134(C).
  48. Riella, Gil, 2013. "Preference for Flexibility and Dynamic Consistency," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2467-2482.
  49. Faro, José Heleno & Lefort, Jean-Philippe, 2019. "Dynamic objective and subjective rationality," Theoretical Economics, Econometric Society, vol. 14(1), January.
  50. Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004. "Rationality of Belief Or: Why Savage's axioms are neither necessary nor sufficient for rationality, Second Version," PIER Working Paper Archive 07-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Jan 2007.
  51. Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2002. "Ambiguity from the Differential Viewpoint," ICER Working Papers - Applied Mathematics Series 17-2002, ICER - International Centre for Economic Research.
  52. Dominiak, Adam & Duersch, Peter, 2015. "Benevolent and Malevolent Ellsberg Games," Working Papers 0592, University of Heidelberg, Department of Economics.
  53. Karni, Edi, 2007. "Foundations of Bayesian theory," Journal of Economic Theory, Elsevier, vol. 132(1), pages 167-188, January.
  54. repec:dau:papers:123456789/8575 is not listed on IDEAS
  55. Ellis, Andrew, 2018. "Foundations for optimal inattention," Journal of Economic Theory, Elsevier, vol. 173(C), pages 56-94.
  56. Othon M. Moreno & Yaroslav Rosokha, 2016. "Learning under compound risk vs. learning under ambiguity – an experiment," Journal of Risk and Uncertainty, Springer, vol. 53(2), pages 137-162, December.
  57. Nobuo Koida, 2012. "Nest-monotonic two-stage acts and exponential probability capacities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(1), pages 99-124, May.
  58. Gérard Mondello, 2021. "Uncertainty and Information Sources' Reliability," GREDEG Working Papers 2021-31, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  59. Vassili Vergopoulos, 2011. "Dynamic consistency for non-expected utility preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 48(2), pages 493-518, October.
  60. José Heleno Faro & Ana Santos, 2023. "Updating variational (Bewley) preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(1), pages 207-228, January.
  61. Robert Kast & André Lapied & Pascal Toquebeuf, 2008. "Updating Choquet Integrals , Consequentialism and Dynamic Consistency," ICER Working Papers - Applied Mathematics Series 04-2008, ICER - International Centre for Economic Research.
  62. Heyen, Daniel, 2018. "Ambiguity aversion under maximum-likelihood updating," LSE Research Online Documents on Economics 80342, London School of Economics and Political Science, LSE Library.
  63. Lorenzo Bastianello & Jos'e Heleno Faro & Ana Santos, 2020. "Dynamically Consistent Objective and Subjective Rationality," Papers 2004.12347, arXiv.org.
  64. Alexander Zimper, 2011. "Do Bayesians Learn Their Way Out of Ambiguity?," Decision Analysis, INFORMS, vol. 8(4), pages 269-285, December.
  65. Aloisio Araujo & Alain Chateauneuf & José Heleno Faro & Bruno Holanda, 2019. "Updating pricing rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(2), pages 335-361, September.
  66. Barelli, Paulo & Galanis, Spyros, 2013. "Admissibility and event-rationality," Games and Economic Behavior, Elsevier, vol. 77(1), pages 21-40.
  67. Danilov, V., 2016. "Utility Theory of General Lotteries," Journal of the New Economic Association, New Economic Association, vol. 32(4), pages 12-29.
  68. Michel Grabisch & Benjamin Monet & Vassili Vergopoulos, 2023. "Subjective expected utility through stochastic independence," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(3), pages 723-757, October.
  69. Eichberger, Jürgen & Grant, Simon & Lefort, Jean-Philippe, 2009. "Neo-additive capacities and updating," Working Papers 0490, University of Heidelberg, Department of Economics.
  70. Dominiak, Adam & Lee, Min Suk, 2017. "Coherent Dempster–Shafer equilibrium and ambiguous signals," Journal of Mathematical Economics, Elsevier, vol. 68(C), pages 42-54.
  71. Zimper, Alexander, 2023. "Unrealized arbitrage opportunities in naive equilibria with non-Bayesian belief processes," Mathematical Social Sciences, Elsevier, vol. 125(C), pages 27-41.
  72. Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2003. "A Simple Axiomatization of Iterated Choquet Objectives," CIRJE F-Series CIRJE-F-219, CIRJE, Faculty of Economics, University of Tokyo.
  73. Gumen, Anna & Savochkin, Andrei, 2013. "Dynamically stable preferences," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1487-1508.
  74. repec:dau:papers:123456789/7332 is not listed on IDEAS
  75. Joachim Hubmer & Franz Ostrizek, 2015. "A note on consequentialism in a dynamic Savage framework: a comment on Ghirardato (2002)," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(2), pages 265-269, October.
  76. Ludwig, Alexander & Zimper, Alexander, 2014. "Biased Bayesian learning with an application to the risk-free rate puzzle," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 79-97.
  77. Alexander M. Jakobsen, 2021. "An Axiomatic Model of Persuasion," Econometrica, Econometric Society, vol. 89(5), pages 2081-2116, September.
  78. Bade, Sophie, 2022. "Dynamic semi-consistency," Games and Economic Behavior, Elsevier, vol. 134(C), pages 117-126.
  79. Auster, Sarah & Kellner, Christian, 2022. "Robust bidding and revenue in descending price auctions," Journal of Economic Theory, Elsevier, vol. 199(C).
  80. Matthew Kovach, 2021. "Conservative Updating," Papers 2102.00152, arXiv.org.
  81. Li, Chen & Turmunkh, Uyanga & Wakker, Peter P., 2020. "Social and strategic ambiguity versus betrayal aversion," Games and Economic Behavior, Elsevier, vol. 123(C), pages 272-287.
  82. Christopher Chambers & Paul Healy, 2012. "Updating toward the signal," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(3), pages 765-786, August.
  83. Matthew Kovach, 2021. "Ambiguity and Partial Bayesian Updating," Papers 2102.11429, arXiv.org, revised Mar 2023.
  84. Klibanoff, Peter & Marinacci, Massimo & Mukerji, Sujoy, 2009. "Recursive smooth ambiguity preferences," Journal of Economic Theory, Elsevier, vol. 144(3), pages 930-976, May.
  85. ,, 2011. "Dynamic choice under ambiguity," Theoretical Economics, Econometric Society, vol. 6(3), September.
  86. Nick Saponara, 2018. "Bayesian optimism," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 66(2), pages 375-406, August.
  87. Giulianella Coletti & Davide Petturiti & Barbara Vantaggi, 2019. "Dutch book rationality conditions for conditional preferences under ambiguity," Annals of Operations Research, Springer, vol. 279(1), pages 115-150, August.
  88. Lapied, André & Toquebeuf, Pascal, 2012. "Dynamically consistent CEU preferences on f-convex events," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 252-256.
  89. Igor Kopylov, 2016. "Subjective probability, confidence, and Bayesian updating," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(4), pages 635-658, October.
  90. Robert Kast, 2011. "Managing financial risks due to natural catastrophes," Working Papers hal-00610241, HAL.
  91. Pivato, Marcus & Vergopoulos, Vassili, 2020. "Subjective expected utility with imperfect perception," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 104-122.
  92. Adam Dominiak & Jean-Philippe Lefort, 2011. "Unambiguous events and dynamic Choquet preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(3), pages 401-425, April.
  93. 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.
  94. 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.
  95. Georgalos, Konstantinos, 2021. "Dynamic decision making under ambiguity: An experimental investigation," Games and Economic Behavior, Elsevier, vol. 127(C), pages 28-46.
  96. Pivato, Marcus & Vergopoulos, Vassili, 2017. "Subjective expected utility representations for Savage preferences on topological spaces," MPRA Paper 77359, University Library of Munich, Germany.
  97. Alós-Ferrer, Carlos & Mihm, Maximilian, 2023. "An Axiomatic Characterization of Bayesian Updating," Journal of Mathematical Economics, Elsevier, vol. 104(C).
  98. Gerrit Bauch, 2023. "Underreaction and dynamic inconsistency in communication games under noise," Papers 2311.12496, arXiv.org.
  99. Adam Dominiak & Matthew Kovach & Gerelt Tserenjigmid, 2022. "Ordered Surprises and Conditional Probability Systems," Papers 2208.02533, arXiv.org, revised Aug 2022.
  100. Dominiak, Adam & Tserenjigmid, Gerelt, 2022. "Ambiguity under growing awareness," Journal of Economic Theory, Elsevier, vol. 199(C).
  101. Adam Dominiak & Jean-Philippe Lefort, 2013. "Agreement theorem for neo-additive beliefs," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 52(1), pages 1-13, January.
  102. Esponda, Ignacio & Vespa, Emanuel, 2023. "Contingent Thinking and the Sure-Thing Principle: Revisiting Classic Anomalies in the Laboratory#," University of California at San Diego, Economics Working Paper Series qt32j4d5z2, Department of Economics, UC San Diego.
  103. Lorenzo Bastianello & José Heleno Faro & Ana Santos, 2022. "Dynamically consistent objective and subjective rationality," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 477-504, September.
  104. Takashi Hayashi, 2012. "Expanding state space and extension of beliefs," Theory and Decision, Springer, vol. 73(4), pages 591-604, October.
  105. Daniel Heyen, 2018. "Ambiguity aversion under maximum-likelihood updating," Theory and Decision, Springer, vol. 84(3), pages 373-386, May.
  106. Filippo Massari, 2021. "Price probabilities: a class of Bayesian and non-Bayesian prediction rules," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 72(1), pages 133-166, July.
  107. Dominiak, Adam & Lefort, Jean-Philippe, 2015. "“Agreeing to disagree” type results under ambiguity," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 119-129.
  108. repec:dau:papers:123456789/7323 is not listed on IDEAS
  109. Flores-Szwagrzak, Karol, 2022. "Learning by Convex Combination," Working Papers 16-2022, Copenhagen Business School, Department of Economics.
  110. Marciano Siniscalchi, 2001. "Bayesian Updating for General Maxmin Expected Utility Preferences," Discussion Papers 1366, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  111. repec:dau:papers:123456789/7333 is not listed on IDEAS
  112. Vantaggi, Barbara, 2010. "Incomplete preferences on conditional random quantities: Representability by conditional previsions," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 104-112, September.
  113. Paolo Ghirardato & Fabio Maccheroni & Massimo Marinacci, 2007. "Revealed Ambiguity and Its Consequences: Updating," Carlo Alberto Notebooks 44, Collegio Carlo Alberto.
  114. Itzhak Gilboa & Andrew Postlewaite & David Schmeidler, 2004. "Rationality of Belief Or: Why Savage's axioms are neither necessary nor sufficient for rationality, Second Version," PIER Working Paper Archive 07-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Jan 2007.
  115. repec:dau:papers:123456789/7357 is not listed on IDEAS
  116. Yi-Hsuan Lin & Fernando Payró Chew, 2024. "Updating Under Imprecise Information," Working Papers 1424, Barcelona School of Economics.
  117. Han Bleichrodt & Jurgen Eichberger & Simon Grant & David Kelsey & Chen Li, 2018. "A Test of Dynamic Consistency and Consequentialism in the Presence of Ambiguity," Discussion Papers 1803, University of Exeter, Department of Economics.
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