Is Knightian uncertainty more responsive to non-infraBayesian distributions? [these distributions being convex puts strong constraints on what they could be, but Knightian uncertainty assumes openness to any uncertainty.
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Is “portfolio optimization” infra-Bayesianism given it tends to be convex? [eg sometimes the payoff is a non-convex combination of the probability distribution payoff of the distribution payoffs of two separate stocks, perhaps if investing in one item in the portfolio affects performance on the other item, if “spreading your bets” disproportionately hits you relative to being all-in?]
Vanessa, Diffractor, and who is the third one?
https://www.lesswrong.com/users/matolcsid?from=post_header now?
Is Knightian uncertainty more responsive to non-infraBayesian distributions? [these distributions being convex puts strong constraints on what they could be, but Knightian uncertainty assumes openness to any uncertainty.
==
Is “portfolio optimization” infra-Bayesianism given it tends to be convex? [eg sometimes the payoff is a non-convex combination of the probability distribution payoff of the distribution payoffs of two separate stocks, perhaps if investing in one item in the portfolio affects performance on the other item, if “spreading your bets” disproportionately hits you relative to being all-in?]