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Uncertainty in Economic Theory de Itzhak Gilboa

Uncertainty in Economic Theory: Routledge Frontiers of Political Economy

Editat de Itzhak Gilboa
en Limba Engleză Hardback – 24 iun 2004
This volume brings together important papers, coupled with new introductions, in the massively influential area of uncertainty in economic theory. Seminal papers are available together for the first time in book format, with new introductions and under the steely editorship of Itzhak Gilboa - this book is a useful reference tool for economists all over the globe.
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Specificații

ISBN-13: 9780415324946
ISBN-10: 0415324947
Pagini: 576
Ilustrații: 10 line drawings
Dimensiuni: 156 x 234 x 36 mm
Greutate: 1 kg
Ediția:New.
Editura: Taylor & Francis
Colecția Routledge
Seria Routledge Frontiers of Political Economy

Locul publicării:Oxford, United Kingdom

Public țintă

Postgraduate and Professional

Cuprins

Part One: Theory 1. Introduction, Itzhak Gilboa2. Preference Axiomatizations for Decision under Uncertainty, Peter P. Wakker3. Defining Ambiguity and Ambiguity Attitude, Paolo Ghirardato4. Introduction to the Mathematics of Ambiguity, Massimo Marinacci and Luigi Montrucchio5. Subjective probability and expected utility without additivity David Schmeidler (Econometrica, 57 (1989): 571-587)6. Maxmin expected utility with a non-unique prior, Itzhak Gilboa and David Schmeidler (Journal of Mathematical Economics, 18 (1989: 141-153)7. A simple axiomatization of nonaddictive expected utility, Rakesh Sarin and Peter P. Wakker (Econometrica, 60 (1992): 1255-1272)8. Updating ambiguous beliefs, Itzhak Gilboa and David Schmeidler (Journal of Economic Theory, 59 (1993): 33-49)9. A Definition of Uncertainty Aversion, Larry G. Epstein (Review of Economic Studies, 66 (1999): 579-608)10. Ambiguity made precise: a comparative foundation, Paolo Ghirardato and Massimo Marinacci (Journal of Economic Theory, 102 (2002): 251-289)11. Stochastically independent randomization and uncertainty aversion, Peter Klibanoff (Economic Theory, 18 (2001): 605-620)12. Decomposition and representation of coalitional games, Massimo Marinacci (Mathematics of Operations Research, 21 (1996): 1000-1015)Part Two: Applications 13. An overview, Sujoy Mukeriji and Jean-Marc Tallon14. Ambiguity aversion and the incompleteness of constractual form, Sujoy Mukerji (American Economic Review, 88 (1998): 1207-1232)15. Ambiguity aversion and imcompleteness of financial markets, Sujoy Mukerji and Jean-Marc Tallon (The Review of Economic Studies, forthcoming)16. A quartet of semigroups for model specfication, robustness, prices of risk, and model detection, Evan W. Anderson, Lars Peter Hansen, and Thomas J. Sargent (Journal of the European Economic Association, forthcoming)17. Uncertainty aversion, risk aversion, and the optimal choice of portfolio, James Dow and Sergio Ribeiro da Costa Werlang (Econometrica, 60 (1992): 197-204)18. Intertemporal asset pricing under Knightian uncertainty, Larry G. Epstein and Tan Wang (Econometrica, 62 (1994): 283-322)19. Sharing Beliefs: between agreeing and disagreeing, Antoine Billot, Alain Chateauneuf, Itzhak Gilboa, and Jean-Marc Tallon (Econometrica, 68 (2000): 685-69420. Equilibrium in beliefs under uncertainty, Kin Chung Lo (Journal of Economic Theory, 71 (1996): 443-484)21. The right to remain silent, Joseph Greenberg (Theory and Decision, 48 (2000): 193-204)22. On the measurement of inequality under uncertainty, Elchanan Ben-Porath, Itzhak Gilboa, and David Schmeidler (Journal of Economic Theory, 75 (1997): 194-204)

Descriere

This volume brings together important papers, coupled with new introductions, in the massively influential area of uncertainty in economic theory.