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  • Search: subject:"Multiple-prior preferences"
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Ambiguity 1 Dynamic risk measures 1 Dynamische Risikomaße 1 Entscheidung bei Unsicherheit 1 Knightian uncertainty 1 Multiple-prior preferences 1 Multiple-prior-Präferenzen 1 Time consistency 1 Zeitkonsistenz 1
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Bier, Monika 1
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On dynamic Knightian uncertainty models : time-consistency and optimal behavior
Bier, Monika - 2009
In the framework of Knightian uncertainty more precisely in the model introduced by Epstein and Schneider 3 different questions concerning the aspect of time-consistency, in the sense of m-stability or rectangularity, are studied.The first part describes an alternative description of...
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