|
EconStor >
Universität Bielefeld >
Institute of Mathematical Economics (IMW), Universität Bielefeld >
Working Papers, Institute of Mathematical Economics, Universität Bielefeld >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/43810
|
| | |
| Title: | | Characterization of time-consistent sets of measures in finite trees  |
| Authors: | | Bier, Monika |
| Issue Date: | | 2010 |
| Series/Report no.: | | Working papers // Institute of Mathematical Economics 434 |
| Abstract: | | In this paper we give an alternative characterization for time-consistent sets of measures in a discrete setting. For each measure P in a time-consistent set Ρ we get a distinct set of predictable processes which in return decribe the 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. |
| Subjects: | | Multiple Priors Time-Consistency Ambiguity Uncertainty Aversion |
| JEL: | | D81 |
| Persistent Identifier of the first edition: | | urn:nbn:de:hbz:361-17050 |
| Document Type: | | Working Paper |
| Appears in Collections: | | Working Papers, Institute of Mathematical Economics, Universität Bielefeld
|
| Files in This Item:
| |
|
| No. of Downloads:
| |
| last Month |
last 3 Month |
total |
|
|
|
|
|
| |
| | |
Download bibliographical data as:
BibTeX
|
| |
Share on:http://hdl.handle.net/10419/43810
|
Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.
|