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Perceived ambiguity and relevant measures

Abstract:

We axiomatize preferences that can be represented by a monotonic aggregation of subjective expected utilities generated by a utility function and some set of i.i.d. probability measures over a product state space, S1. For such preferences, we define relevant measures, show that they are treated as if they were the only marginals possibly governing the state space and connect them with the measures appearing in the aforementioned representation. These results allow us to interpret relevant mea...

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Publication status:
Published

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Publisher:
University of Oxford
Series:
Department of Economics Discussion Paper Series
Publication date:
2014-06-10
Paper number:
711
Keywords:
Pubs id:
514616
Local pid:
pubs:514616
Deposit date:
2020-12-14

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