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Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity - MaRDI portal

Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity (Q1735818)

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scientific article; zbMATH DE number 7044718
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English
Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity
scientific article; zbMATH DE number 7044718

    Statements

    Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity (English)
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    29 March 2019
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    ambiguity aversion
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    Ellsberg paradox
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    Allais paradox
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    negative certainty independence
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    increasing ambiguity
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    portfolio choice
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