knight不确定性下的随机独立

IF 0.5 4区经济学 Q3 ECONOMICS

REVUE D ECONOMIE POLITIQUE Pub Date : 2016-01-01 DOI:10.3917/REDP.263.0379

Leonardo Pejsachowicz

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引用次数: 2

摘要

我们表明，在Bewley偏好下，通常表征随机独立性的轴子不足以唯一地识别独立信念的模型。因此，我们引入了行为的产品等效的概念，并表明它允许我们获得Bewley和多先验预期实用新型的随机独立性的独特特征。

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Stochastic Independence under Knightian Uncertainty

We show that under Bewley preferences, the axion that usually characterizes stochastic independence is not sufficient to uniquely identify a model of independent beliefs. We thus introduce the concept of product equivalent of an act and show that it allows us to obtain a unique characterization of stochastic independence for the Bewley and multiple-priors expected utility models.

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来源期刊

REVUE D ECONOMIE POLITIQUE Multiple-

CiteScore

0.80

自引率

0.00%

发文量