Aviso: para depositar documentos, por favor, inicia sesión e identifícate con tu cuenta de correo institucional de la UCM con el botón MI CUENTA UCM. No emplees la opción AUTENTICACIÓN CON CONTRASEÑA
 

¿Cómo mide el riesgo el observador imparcial?

dc.contributor.authorHeras Martínez, Antonio José
dc.contributor.authorTeira, David
dc.date.accessioned2023-06-18T06:03:09Z
dc.date.available2023-06-18T06:03:09Z
dc.date.issued2015-04
dc.descriptionLos autores quieren agradecer los comentarios de A. Faik Kurtulmus, P.-Ch. Pradier y dos evaluadores anónimos.
dc.description.abstractExploramos aquí la conexión entre los conceptos de riesgo e igualdad en el argumento del observador imparcial. La concepción de la justicia que elegiría un observador imparcial se justifica por la pureza del procedimiento de elección. Sin embargo, si modelizamos esta decisión utilizando medidas del riesgo habituales en matemática financiera, veremos cómo el criterio de elección del observador bajo el velo de la ignorancia contiene una preferencia implícita por el grado de desigualdad resultante. Esto nos obliga a reconsiderar la pureza procedimental de la elección.
dc.description.abstractWe study the link between the concepts of risk and equality in the argument of the impartial observer. The conception of justice that this latter would choose is grounded on the purity of the choice procedure. However, if we model this choice using the standard risk measurements in mathematical finance, there is an implicit preference for the degree of inequality that the chosen outcome will yield. This should make us reconsider the neutrality of the impartial observer's proceduralism.
dc.description.departmentDepto. de Economía Financiera y Actuarial y Estadística
dc.description.facultyFac. de Ciencias Económicas y Empresariales
dc.description.refereedTRUE
dc.description.sponsorshipMinisterio de Ciencia e Innovación (MICINN)
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/60748
dc.identifier.doi10.22201/iifs.18704905e.2015.525
dc.identifier.issn1870-4905
dc.identifier.officialurlhttps://doi.org/10.22201/iifs.18704905e.2015.525
dc.identifier.urihttps://hdl.handle.net/20.500.14352/23813
dc.issue.number139
dc.journal.titleCrítica: Revista Hispanoamericana de Filosofía
dc.language.isospa
dc.page.final65
dc.page.initial47
dc.publisherUniversidad Nacional Autónoma de México
dc.relation.projectIDFFI2011- 28835
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttps://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.keywordPosición original
dc.subject.keywordProcedimentalismo
dc.subject.keywordIncertidumbre
dc.subject.keywordImparcialidad
dc.subject.keywordMedidas coherentes
dc.subject.keywordOriginal position
dc.subject.keywordProceduralism
dc.subject.keywordUncertainty
dc.subject.keywordImpartiality
dc.subject.keywordCoherent measures
dc.subject.ucmFilosofía
dc.subject.unesco72 Filosofía
dc.title¿Cómo mide el riesgo el observador imparcial?
dc.title.alternativeHow to measure the risk of the impartial observer?
dc.typejournal article
dc.volume.number47
dcterms.referencesArtzner, P., F. Delbaen, J. Eber, y D. Heath, 1999, “Coherent Measures of Risk”, Mathematical Finance, vol. 9, no. 3, pp. 203–228. Broome, J., 1991, Weighing Goods, Basil Blackwell, Oxford. Crisp, R., 2003, “Equality, Priority and Compassion”, Ethics, vol. 113, no. 4, pp. 745–763. Freeman, S., 2013, Original Position, Stanford Encyclopedia of Philosophy, 2012 [fecha de consulta: 18/7/2013]. Harsanyi, J.C., 1977a, “Morality and the Theory of Rational Behavior”, Social Research, vol. 44, no. 4, pp. 623–656. ––——, 1977b, Rational Behaviour and Bargaining Equilibrium in Games and Social Situations, Cambridge University Press, Cambridge. ––——, 1975, “Can the Maximin Principle Serve as a Basis for Morality? A Critique of John Rawls’s Theory”, The American Political Science Review, vol. 69, no. 2, pp. 594–606. ––——, 1955, “Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility”, Journal of Political Economy, vol. 63, no. 4, pp. 309–321. Harsanyi, J.C., 1953, “Cardinal Utility in Welfare Economics and in the Theory of Risk-Taking”, Journal of Political Economy, vol. 61, pp. 434–435. Kurtulmus, A. Faik, 2012, “Uncertainty behind the Veil of Ignorance”, Utilitas, vol. 24, no. 01, pp. 41–62. Markowitz, H., 1952, “Portfolio Selection”, The Journal of Finance, vol. 7, no. 1, pp. 77–91. Mas-Colell, A., M. Whinston y J. Green, 1995, Microeconomic Theory, Oxford University Press, Nueva York. Mongin, P., 2001, “The Impartial Observer Theorem of Social Ethics”, Economics and Philosophy, vol. 17, no. 2, pp. 147–179. Nagel, T., 1973, “Rawls on Justice”, The Philosophical Review, vol. 82, no. 2, pp. 220–234. Rawls, John, 2001, Justice as Fairness: A Restatement, Harvard University Press, Cambridge, Mass. ––——, 1999, A Theory of Justice, ed. revisada, Belknap Press of Harvard University Press, Cambridge, Mass. Rockafellar, T., S. Uryasev, y M. Zabarankin, 2006, “Generalized Deviations in Risk Analysis”, Finance and Stochastics, vol. 10, no. 1, pp. 51–74. Sugden, R., 2004, “Alternatives to Expected Utility: Foundations”, en P. Hammond, S. Barberá, y C. Seidl (eds.), Handbook of Utility Theory Vol 2: Extensions, Kluwer Academic Publishers, Dordrecht. Tsanakas, A. y E. Desli, 2003, “Risk Measures and Theories of Choice”, British Actuarial Journal, vol. 9, no. 4, pp. 959–991. Wang, S., 1996, “Premium Calculation by Transforming the Layer Premium Density”, ASTIN Bulletin, vol. 26, no. 1, pp. 71–92. Winterhalder, B., F. Lu, y B. Tucker, 1999, “Risk-Sensitive Adaptive Tactics: Models and Evidence from Subsistence Studies in Biology and Anthropology”, Journal of Archaeological Research, vol. 7, no. 4, pp. 301–348. Yaari, M., 1987, “The Dual Theory of Choice under Risk”, Econometrica, vol. 55, no. 1, pp. 95–115.
dspace.entity.typePublication
relation.isAuthorOfPublication047e514e-3517-4265-8bb2-dba00d57d167
relation.isAuthorOfPublication.latestForDiscovery047e514e-3517-4265-8bb2-dba00d57d167

Download

Original bundle

Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
Heras, Antonio J.; Teira; D.-Cómo mide el riesgo el observador imparcial.pdf
Size:
123.35 KB
Format:
Adobe Portable Document Format

Collections