Recursive expected utility and the separation of attitudes towards risk and ambiguity: An experimental study
From MaRDI portal
Publication:1036095
DOI10.1007/S11238-008-9112-4zbMath1186.91056OpenAlexW2013677229MaRDI QIDQ1036095
Jaideep Roy, Sujoy Chakravarty
Publication date: 4 November 2009
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-008-9112-4
Related Items (10)
Ambiguity attitudes, framing, and consistency ⋮ Source and rank-dependent utility ⋮ Decision making under uncertainty: the relation between economic preferences and psychological personality traits ⋮ An experimental investigation of imprecision attitude and its relation with risk attitude and impatience ⋮ The role of intuition and reasoning in driving aversion to risk and ambiguity ⋮ Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study ⋮ DISPLAYING UNCERTAIN INFORMATION ABOUT PROBABILITY: EXPERIMENTAL EVIDENCE ⋮ An additive model of decision making under risk and ambiguity ⋮ Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion ⋮ Are individuals more risk and ambiguity averse in a group environment or alone? Results from an experimental study
Cites Work
- Elicitation using multiple price list formats
- Failures of the reduction principle in an Ellsberg-type problem
- Advances in prospect theory: cumulative representation of uncertainty
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Willingness-to-pay and willingness-to-accept for risky and ambiguous lotteries
- Hopes and fears: The conflicting effects of risk ambiguity
- Risk, Ambiguity, and the Savage Axioms
- Prospect Theory: An Analysis of Decision under Risk
- A Smooth Model of Decision Making under Ambiguity
- Ellsberg Revisited: An Experimental Study
This page was built for publication: Recursive expected utility and the separation of attitudes towards risk and ambiguity: An experimental study
