Timeline for Unwrapping Kamenica and Gentzkow model
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 2 at 15:51 | comment | added | Oliver Queen | Do you believe I am on the right track to solve the problem? I would appreciate it if you could give it a thought | |
| Dec 31, 2023 at 15:10 | comment | added | Michael Greinecker | One of the central points in this literature is that it is without loss of generality for the sender simply tells the receiver what to believe (their posterior) and for the receiver to update, given this information, to exactly this posterior. Changin the modeling of information does not change that. | |
| Dec 31, 2023 at 15:05 | comment | added | Oliver Queen | Maybe I should re-state my problem on how could I translate the expectations from expectations under the posterior beliefs, namely $\mathbb{E}_{\mu_s}(u_s(\alpha, \theta)$ to conditional expectations under an information set, namely $\mathbb{E}[u_s(\alpha, \theta)| \mathcal{I}]$. In this case the beliefs are reflected in the set $\mathcal{I}$ | |
| Dec 31, 2023 at 14:59 | comment | added | Oliver Queen | The problem seems to be very restrictive by definition and there are not too much things to say in this setup. I am trying to figure out a way to solve a problem on strategic information transmission in a financial market, but this sepcific setup does not help too much to model both the strategic interaction of the senders and the strategic interaction with the receivers that might have quadratic preferences and be risk averse. | |
| Dec 31, 2023 at 14:41 | history | answered | Michael Greinecker | CC BY-SA 4.0 |