Ellsberg's two-color experiment, portfolio inertia and ambiguity.
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Publication:1398442
DOI10.1016/S0304-4068(03)00009-0zbMath1042.91047OpenAlexW1986259482MaRDI QIDQ1398442
Jean-Marc Tallon, Sujoy Mukerji
Publication date: 29 July 2003
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4068(03)00009-0
Ellsberg paradoxPortfolio inertiaSubjective state spaceTesting for ambiguity aversionUncertainty aversionUnforeseen contingencies
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