On comparison of non-Bayesian experts

An expert, trying to assess the true distribution over the states of nature, is associated with a preference relation over utility bundles. He prefers ff to gg if he believes that, according to the true distribution, the expected utility of ff is greater than that of gg. Expert II is said to be more knowledgeable   than expert IIII (Lefort, 2009) if, between the two experts, it is always beneficial to follow his advice. It is shown that if experts’ maxmin preferences are induced by information consistent with the true distribution, then in most cases an expert having more information is not more knowledgeable.