Mean-dispersion preferences with a specific dispersion function
نویسندگان
چکیده
منابع مشابه
Mean - Dispersion Preferences
The starting point for this paper is the variational preference model introduced by Maccheroni et al [2006]), which includes Gilboa-Schmeidler multiple-prior preferences and Hansen-Sargent multiplier preferences. First, we show that any variational preferences admit a `primal' representation with a natural interpretation: a `mean' expected-utility of the act minus a `dispersion measure' that de...
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ژورنال
عنوان ژورنال: Journal of Mathematical Economics
سال: 2019
ISSN: 0304-4068
DOI: 10.1016/j.jmateco.2019.08.004