Work

Probabilistically Sophisticated Multiple Priors

Year: 2005
Type: preprint
Abstract: We characterize the intersection of the probabilistically sophisticated and multiple prior models. We show this class is strictly larger than the subjective expected utility model and that its elements can be generated from a generalized class of the -contaminated priors, which we dub the - contaminated/ -truncated prior.
Language: English
Open Access status: green
OpenAlex ID: W1545090298
Cites: 14
Cited by: 7
Related to: 10