Saved in:
Bibliographic Details
Main Authors: von Beringe, Konstantin, Whitmeyer, Mark
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2405.08087
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866910444943310848
author von Beringe, Konstantin
Whitmeyer, Mark
author_facet von Beringe, Konstantin
Whitmeyer, Mark
contents In order to study updating rules, we consider the problem of a malevolent principal screening an imperfectly Bayesian agent. We uncover a fundamental dichotomy between underreaction and overreaction to information. If an agent's posterior is farther away from the prior than it should be under Bayes' law, she can always be exploited by the principal to an unfettered degree: the agent's ex ante expected loss can be made arbitrarily large. In stark contrast, an agent who underreacts (whose posterior is closer to the prior than the Bayesian posterior) cannot be exploited at all.
format Preprint
id arxiv_https___arxiv_org_abs_2405_08087
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle The Perils of Overreaction
von Beringe, Konstantin
Whitmeyer, Mark
Theoretical Economics
In order to study updating rules, we consider the problem of a malevolent principal screening an imperfectly Bayesian agent. We uncover a fundamental dichotomy between underreaction and overreaction to information. If an agent's posterior is farther away from the prior than it should be under Bayes' law, she can always be exploited by the principal to an unfettered degree: the agent's ex ante expected loss can be made arbitrarily large. In stark contrast, an agent who underreacts (whose posterior is closer to the prior than the Bayesian posterior) cannot be exploited at all.
title The Perils of Overreaction
topic Theoretical Economics
url https://arxiv.org/abs/2405.08087