When is ambiguity-attitude constant?
This paper studies how updating affects ambiguity-attitude. In particular we focus on the generalized Bayesian update of the Jaffray-Phillipe sub-class of Choquet Expected Utility preferences. We find conditions for ambiguity-attitude to be the same before and after updating. A necessary and suffici...
Gespeichert in:
| Hauptverfasser: | , , |
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| Dokumenttyp: | Book/Monograph Arbeitspapier |
| Sprache: | Englisch |
| Veröffentlicht: |
München
CESifo
2012
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| Schriftenreihe: | CESifo working paper Behavioural Economics
3768 |
| In: |
CESifo working papers (3768)
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| Schlagworte: | |
| Online-Zugang: | Verlag, Volltext: http://www.cesifo-group.de/portal/page/portal/ifoHome/b-publ/b3publwp/_wp_abstract?p_file_id=17977674&category= Verlag, Volltext: http://www.cesifo-group.de/DocDL/cesifo1_wp3768.pdf Download aus dem Internet, Stand: 29.03.2012, Volltext: http://hdl.handle.net/10419/57290 
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| Verfasserangaben: | Jürgen Eichberger ; Simon Grant; David Kelsey |
MARC
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| 490 | 1 | |a CESifo working paper |v 3768 |a Behavioural Economics | |
| 520 | |a This paper studies how updating affects ambiguity-attitude. In particular we focus on the generalized Bayesian update of the Jaffray-Phillipe sub-class of Choquet Expected Utility preferences. We find conditions for ambiguity-attitude to be the same before and after updating. A necessary and sufficient condition for ambiguity-attitude to be unchanged when updated on an arbitrary event is for the capacity to be neo-additive. We find a condition for updating on a given partition to preserve ambiguity-attitude. We relate this to necessary and sufficient conditions for dynamic consistency. Finally we study whether ambiguity increases or decreases after updating. -- ambiguity ; generalized Bayesian update ; learning ; dynamic consistency ; Choquet Expected Utility | ||
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