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  • Search: subject:"representation theorem"
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Year of publication
Subject
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representation theorem 25 Representation theorem 15 Theorie 11 Stochastischer Prozess 8 optimal stopping 8 Theory 7 Cointegration 6 Decision theory 6 Stochastic process 6 base capacity 6 irreversible investment 6 Entscheidungstheorie 5 Estimation theory 5 Kointegration 5 Schätztheorie 5 Erwartungsnutzen 4 Expected utility 4 Granger Representation Theorem 4 Granger representation theorem 4 Konsumentenverhalten 4 Lévy process 4 Optionspreistheorie 4 Portfolio selection 4 Portfolio-Management 4 Risiko 4 Risk 4 Separable probability measure 4 Weak convergence of probability measures 4 singular stochastic control 4 Bank and El Karoui's representation theorem 3 Consumer behaviour 3 Decision 3 Disintegration 3 Entscheidung 3 Game theory 3 Konsumtheorie 3 Magical thinking 3 Measurement 3 Messung 3 Nutzen 3
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Online availability
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Free 50 Undetermined 27
Type of publication
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Book / Working Paper 43 Article 41
Type of publication (narrower categories)
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Working Paper 21 Article in journal 16 Aufsatz in Zeitschrift 16 Graue Literatur 12 Non-commercial literature 12 Arbeitspapier 10 Article 4 research-article 1
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Language
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English 51 Undetermined 33
Author
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Ferrari, Giorgio 8 Berti, Patrizia 6 Friedman, Eric 6 Pratelli, Luca 6 Rigo, Pietro 6 Riedel, Frank 4 Zoia, Maria Grazia 4 Barigozzi, Matteo 3 Blanco, Iván 3 Daley, Brendan 3 Dittmann, Ingolf 3 Garrido, José 3 Gilboa, Itzhak 3 Kaiser, Karen 3 Lippi, Marco 3 Luciani, Matteo 3 Postlewaite, Andrew 3 Sadowski, Philipp 3 Salminen, Paavo 3 Samuelson, Larry 3 Schmeidler, David 3 Schwabe, Rainer 3 Balbás, Alejandro 2 Bank, Peter 2 Basili, Marcello 2 Bradley, Richard 2 Chateauneuf, Alain 2 Chiarolla, Maria B. 2 Federico, Salvatore 2 Fontini, Fulvio 2 Frahm, Gabriel 2 Freer, Mikhail 2 Föllmer, Hans 2 Hartmann, Lorenz 2 Honda, Edward 2 Hotte, Louis 2 Martinelli, César 2 Rébillé, Yann 2 Röckner, Michael 2 Winer, Stanley L. 2
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Institution
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Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 3 Department of Economics, Rutgers University-New Brunswick 2 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 2 Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne) 2 Banco de México 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 ESSEC Business School 1 Economics Institute for Research (SIR), Handelshögskolan i Stockholm 1 European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 HAL 1 Institut d'Economie et Econométrie, Université de Genève 1 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 University of Bonn, Germany 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
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Theory and Decision 5 Annals of the Institute of Statistical Mathematics 4 Quaderni di Dipartimento 4 Working Papers 3 Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld 3 Cahiers de la Maison des Sciences Economiques 2 Center for Mathematical Economics Working Papers 2 Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 2 Finance and Stochastics 2 Mathematical social sciences 2 Quaderni del Dipartimento 2 Risks 2 Rivista Internazionale di Scienze Sociali 2 Statistics & Probability Letters 2 Theory and decision : an international journal for multidisciplinary advances in decision science 2 Working Paper 2 Working papers / Rutgers University, Department of Economics 2 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 2 Applied financial economics 1 Bank i Kredyt 1 Cahiers du Département d'Econométrie 1 Discussion Paper Serie B 1 Discussion Papers / Økonomisk Institut, Københavns Universitet 1 ECARES working paper 1 ESSEC Working Papers 1 Econometrics 1 Econometrics : open access journal 1 Economic theory 1 Economic theory bulletin 1 Insurance / Mathematics & economics 1 Insurance : mathematics and economics 1 International journal of theoretical and applied finance 1 Journal of Development Economics 1 Journal of Multivariate Analysis 1 Journal of Theoretical Politics 1 Journal of development economics 1 Operations research 1 Post-Print / HAL 1 Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 1 Risks : open access journal 1
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Source
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RePEc 40 ECONIS (ZBW) 28 EconStor 15 Other ZBW resources 1
Showing 71 - 80 of 84
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A Unified Bayesian Decision Theory
Bradley, Richard - In: Theory and Decision 63 (2007) 3, pp. 233-263
Persistent link: https://www.econbiz.de/10005709872
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Paths in Additive Cost Sharing
Friedman, Eric - 1997
In this paper we develop a unified framework for the study of additive cost sharing methods. We show that any additive cost sharing method satisfying the dummy axiom can be generated by a (possibly infinite) convex combination of path generated methods. We also show that the set of scale...
Persistent link: https://www.econbiz.de/10010334353
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Paths in additive cost sharing
Friedman, Eric - 1997
In this paper we develop a unified framework for the study of additive cost sharing methods. We show that any additive cost sharing method satisfying the dummy axiom can be generated by a (possibly infinite) convex combination of path generated methods. We also show that the set of scale...
Persistent link: https://www.econbiz.de/10011577235
Saved in:
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Confidence estimation for tolerance intervals
Tsao, C.; Tseng, Yu-Ling - In: Annals of the Institute of Statistical Mathematics 58 (2006) 3, pp. 441-456
Persistent link: https://www.econbiz.de/10005616296
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Choices Under Ambiguity With Familiar And Unfamiliar Outcomes
Basili, Marcello; Chateauneuf, Alain; Fontini, Fulvio - In: Theory and Decision 58 (2005) 2, pp. 195-207
This paper considers a decision-making process under ambiguity in which the decision-maker is supposed to split outcomes between familiar and unfamiliar ones. She is assumed to behave differently with respect to unfamiliar gains, unfamiliar losses and customary (familiar) outcomes. In...
Persistent link: https://www.econbiz.de/10005709936
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Hazard rate for credit risk and hedging defaultable contingent claims
Blanchet-Scalliet, Christophette; Jeanblanc, Monique - In: Finance and Stochastics 8 (2004) 1, pp. 145-159
in details the invariance martingale property and we establish a representation theorem which leads, in a complete market …
Persistent link: https://www.econbiz.de/10005390715
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Foreign exchange market efficiency and cointegration
Ferré, Montserrat; Hall, Stephen G. - In: Applied financial economics 12 (2002) 2, pp. 131-139
Persistent link: https://www.econbiz.de/10001646554
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Reconciliation with the Utility of Chance by Elaborated Outcomes Destroys the Axiomatic Basis of Expected Utility Theory
Pope, Robin - University of Bonn, Germany - 1999
elaborated outcomes approach destroys the possibility of deriving a representation theorem based on the usual axioms of expected … representation theorem does not hold for the example. …
Persistent link: https://www.econbiz.de/10004968279
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Paths and Consistency in Additive Cost Sharing
Friedman, Eric - Department of Economics, Rutgers University-New Brunswick - 1999
Using a new representation theorem for additive cost sharing methods as sums of path methods, we show that many of the …
Persistent link: https://www.econbiz.de/10005800358
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Conditional Desirability
Bradley, Richard - In: Theory and Decision 47 (1999) 1, pp. 23-55
Persistent link: https://www.econbiz.de/10009401907
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