Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study

Author:

Attanasi Giuseppe,Gollier Christian,Montesano Aldo,Pace Noemi

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,General Economics, Econometrics and Finance,General Social Sciences,Applied Psychology,Arts and Humanities (miscellaneous),Developmental and Educational Psychology,General Decision Sciences

Reference53 articles.

1. Abdellaoui, M., Klibanoff, P., & Placido, L. (2011). Ambiguity and compound risk attitudes: An experiment. Working paper. Northwestern University.

2. Ahn, D., Choi, S., Gale, D., & Kariv, S. (2011). Estimating ambiguity aversion in a portfolio choice experiment. Working paper. University of California, Berkeley.

3. Andersen, S., Fountain, J., Harrison, G., & Rutström, E. (2009). Estimating aversion to uncertainty. Working paper. University of Central Florida.

4. Arrow, K. (1964). The role of securities in the optimal allocation of risk bearing. Review of Economic Studies, 31, 91–96.

5. Attanasi, G., & Montesano, A. (2012). The price for information about probabilities and its relation with risk and ambiguity. Theory and Decision, 73, 125–160.

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