Characterization of time-consistent sets of measures in finite trees

Bier M (2010) Working Papers. Institute of Mathematical Economics; 434.
Bielefeld: Universität Bielefeld.

Diskussionspapier | Veröffentlicht | Englisch
 
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Autor*in
Bier, Monika
Abstract / Bemerkung
In this paper we give an alternative characterization for time-consistent sets of measures in a discrete setting. For each measure \mathbb{P} in a time-consistent set \mathcal{P} we get a distinct set of predictable processes which in return decribe the \mathbb{P} uniquely. This implies we get a one-to-one correspondence between time-consistent sets of measures and sets of predictable processes with specific features.
Stichworte
Uncertainty aversion; Time consistency; Ambiguity; Multiple priors
Erscheinungsjahr
2010
Band
434
ISSN
0931-6558
Page URI
https://pub.uni-bielefeld.de/record/2316474

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Bier M. Characterization of time-consistent sets of measures in finite trees. Working Papers. Institute of Mathematical Economics. Vol 434. Bielefeld: Universität Bielefeld; 2010.
Bier, M. (2010). Characterization of time-consistent sets of measures in finite trees (Working Papers. Institute of Mathematical Economics, 434). Bielefeld: Universität Bielefeld.
Bier, M. (2010). Characterization of time-consistent sets of measures in finite trees. Working Papers. Institute of Mathematical Economics, 434, Bielefeld: Universität Bielefeld.
Bier, M., 2010. Characterization of time-consistent sets of measures in finite trees, Working Papers. Institute of Mathematical Economics, no.434, Bielefeld: Universität Bielefeld.
M. Bier, Characterization of time-consistent sets of measures in finite trees, Working Papers. Institute of Mathematical Economics, vol. 434, Bielefeld: Universität Bielefeld, 2010.
Bier, M.: Characterization of time-consistent sets of measures in finite trees. Working Papers. Institute of Mathematical Economics, 434. Universität Bielefeld, Bielefeld (2010).
Bier, Monika. Characterization of time-consistent sets of measures in finite trees. Bielefeld: Universität Bielefeld, 2010. Working Papers. Institute of Mathematical Economics. 434.
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2019-09-06T08:57:54Z
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