| dc.contributor.author | Dominiak, Adam | |
| dc.contributor.author | Lefort, Jean-Philippe | |
| dc.date.accessioned | 2011-10-25T13:22:16Z | |
| dc.date.available | 2011-10-25T13:22:16Z | |
| dc.date.issued | 2011-04 | |
| dc.identifier.uri | https://basepub.dauphine.fr/handle/123456789/7323 | |
| dc.language.iso | en | en |
| dc.subject | Choquet expected utility | en |
| dc.subject | Unambiguous events | en |
| dc.subject | Filtration | en |
| dc.subject | Updating | en |
| dc.subject | Dynamic consistency | en |
| dc.subject | Consequentialism | en |
| dc.subject.ddc | 338.5 | en |
| dc.subject.classificationjel | D81 | en |
| dc.subject.classificationjel | D82 | en |
| dc.title | Unambiguous events and dynamic Choquet preferences | en |
| dc.type | Article accepté pour publication ou publié | |
| dc.contributor.editoruniversityother | Department of Economics, University of Heidelberg;Allemagne | |
| dc.description.abstracten | This paper explores the relationship between dynamic consistency and existing notions of unambiguous events for Choquet expected utility preferences.
A decision maker is faced with an information structure represented by a filtration.
We show that the decision maker’s preferences respect dynamic consistency on a fixed
filtration if and only if the last stage of the filtration is composed of unambiguous events in the sense of Nehring (Math Social Sci 38:197–213, 1999). Adopting two axioms, conditional certainty equivalence consistency and constrained dynamic consistency to filtration measurable acts, it is shown that the decision maker respects these two
axioms on a fixed filtration if and only if the last stage of the filtration is made up of
unambiguous events in the sense of Zhang (Econ Theory 20:159–181, 2002). | en |
| dc.relation.isversionofjnlname | Economic theory | |
| dc.relation.isversionofjnlvol | 46 | en |
| dc.relation.isversionofjnlissue | 3 | en |
| dc.relation.isversionofjnldate | 2011-04 | |
| dc.relation.isversionofjnlpages | 401-425 | en |
| dc.relation.isversionofdoi | http://dx.doi.org/10.1007/s00199-009-0512-7 | en |
| dc.description.sponsorshipprivate | oui | en |
| dc.relation.isversionofjnlpublisher | Springer | en |
| dc.subject.ddclabel | Microéconomie | en |
