Estimating ambiguity aversion in a portfolio choice experiment (Q4586290)
From MaRDI portal
scientific article; zbMATH DE number 6935796
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating ambiguity aversion in a portfolio choice experiment |
scientific article; zbMATH DE number 6935796 |
Statements
Estimating ambiguity aversion in a portfolio choice experiment (English)
0 references
12 September 2018
0 references
uncertainty
0 references
ambiguity aversion
0 references
risk aversion
0 references
pessimism/optimism
0 references
subjective expected utility
0 references
maxmin expected utility
0 references
\(\alpha\)-maxmin expected utility
0 references
Choquet expected utility
0 references
contraction expected utility
0 references
recursive expected utility
0 references
recursive nonexpected utility
0 references
rank-dependent utility
0 references
experiment
0 references
