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  • Search: subject:"Finitely additive probability"
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Year of publication
Subject
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Aggregate uncertainty 4 Extension 4 Finitely additive probability measure 4 Individual risk 4 Law of large numbers 4 Arbitrage 3 equivalent martingale measure 3 finitely additive probability 3 fundamental theorem of asset pricing 3 Probability theory 2 Theorie 2 Theory 2 Wahrscheinlichkeitsrechnung 2 Behavioral strategy 1 CAPM 1 Decision 1 Entscheidung 1 Erwartungsbildung 1 Expectation formation 1 Expected payoff 1 Finitely additive probability 1 Infinite duration decision problem 1 Martingal 1 Martingale 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risk 1 Statistical distribution 1 Statistische Verteilung 1 de Finetti s coherence principle 1 de Finetti’s coherence principle 1 de Finetti’s coherence principle 1
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Online availability
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Free 8
Type of publication
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Book / Working Paper 7 Article 1
Type of publication (narrower categories)
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Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 7 Undetermined 1
Author
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Berti, Patrizia 7 Rigo, Pietro 7 Gori, Michele 4 Pratelli, Luca 3 Flesch, János 1 Vermeulen, Dries 1 Zseleva, Anna 1
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Institution
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Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 2 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 1
Published in...
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Quaderni di Dipartimento 4 Quaderni del Dipartimento 2 International journal of game theory 1 Working Papers - Mathematical Economics 1
Source
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ECONIS (ZBW) 3 RePEc 3 EconStor 2
Showing 1 - 8 of 8
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Finitely additive behavioral strategies : when do they induce an unambiguous expected payoff?
Flesch, János; Vermeulen, Dries; Zseleva, Anna - In: International journal of game theory 53 (2024) 2, pp. 695-723
Persistent link: https://www.econbiz.de/10015189061
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A note on the law of large numbers in economics
Berti, Patrizia; Gori, Michele; Rigo, Pietro - 2010
Let (S, B, G ) and (T, C,Q) be probability spaces, with Q nonatomic, and H = {h in C : Q(H) 0}. In some economic models, the following conditional law of large numbers (LLN) is requested. There are a probability space (O,A,P) and a process X = {Xt : t in T}, with state space (S, B), satisfying...
Persistent link: https://www.econbiz.de/10010335285
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Finitely Additive Equivalent Martingale Measures
Berti, Patrizia; Pratelli, Luca; Rigo, Pietro - 2010
sufficient as well. In addition, there is a finitely additive probability P on A, such that P << P0 and EP (X) = 0 for all X in L … additive probability P on A, such that P tilde P0 and EP (X) = 0 for all X in L, if and only if cEQ(X) = ess sup(-X), X in L …Let L be a linear space of real bounded random variables on the probability space (omega,A, P0). There is a finitely …
Persistent link: https://www.econbiz.de/10010335300
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Cover Image
Finitely Additive Equivalent Martingale Measures
Berti, Patrizia; Pratelli, Luca; Rigo, Pietro - Dipartimento di Scienze Economiche e Aziendali, … - 2010
sufficient as well. In addition, there is a finitely additive probability P on A, such that P << P0 and EP (X) = 0 for all X in L … additive probability P on A, such that P tilde P0 and EP (X) = 0 for all X in L, if and only if cEQ(X) = ess sup(-X), X in L …Let L be a linear space of real bounded random variables on the probability space (omega,A, P0). There is a finitely …
Persistent link: https://www.econbiz.de/10009651044
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Cover Image
A note on the law of large numbers in economics
Berti, Patrizia; Gori, Michele; Rigo, Pietro - Dipartimento di Scienze Economiche e Aziendali, … - 2010
dimensional distributions, there are a finitely additive probability space (O,A,P) and a process X such that X tilde P and the …
Persistent link: https://www.econbiz.de/10009651071
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Cover Image
Finitely Additive Equivalent Martingale Measures
Berti, Patrizia; Pratelli, Luca; Rigo, Pietro - 2010
sufficient as well. In addition, there is a finitely additive probability P on A, such that P << P0 and EP (X) = 0 for all X in L … additive probability P on A, such that P tilde P0 and EP (X) = 0 for all X in L, if and only if cEQ(X) = ess sup(-X), X in L …Let L be a linear space of real bounded random variables on the probability space (omega,A, P0). There is a finitely …
Persistent link: https://www.econbiz.de/10010343882
Saved in:
Cover Image
A note on the law of large numbers in economics
Berti, Patrizia; Gori, Michele; Rigo, Pietro - 2010
Let (S, B, G ) and (T, C,Q) be probability spaces, with Q nonatomic, and H = {h in C : Q(H) 0}. In some economic models, the following conditional law of large numbers (LLN) is requested. There are a probability space (O,A,P) and a process X = {Xt : t in T}, with state space (S, B), satisfying...
Persistent link: https://www.econbiz.de/10010343885
Saved in:
Cover Image
A note on the law of large numbers in economics
Berti, Patrizia; Gori, Michele; Rigo, Pietro - Dipartimento di Scienze per l'Economia e l'Impresa, … - 2009
distributions, there are a finitely additive probability space $(\Omega,\mathcal{A},P)$ and a process $X$ such that $X …
Persistent link: https://www.econbiz.de/10008502024
Saved in:
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