Uncertainty and compound lotteries: calibration
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
https://link.springer.com/content/pdf/10.1007/s00199-022-01453-1.pdf
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3. Ahn, D.S.: Ambiguity without a state space. Rev. Econ. Stud. 75, 3–28 (2008)
4. Anscombe, F.J., Aumann, R.J.: A definition of subjective probability. Ann. Math. Stat. 34(1), 199–205 (1963)
5. Baillon, A., Halevy, Y., Li, C.: Randomize at your own risk: on the observability of ambiguity aversion. Econometrica 90(3), 1085–1107 (2022). https://doi.org/10.3982/ECTA18137
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