Estimating ambiguity aversion in a portfolio choice experiment
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Publication:4586290
DOI10.3982/QE243zbMath1395.91393MaRDI QIDQ4586290
Douglas Gale, Shachar Kariv, David S. Ahn, Syngjoo Choi
Publication date: 12 September 2018
Published in: Quantitative Economics (Search for Journal in Brave)
experimentuncertaintyrisk aversionambiguity aversionsubjective expected utilityrecursive expected utilityChoquet expected utilityrank-dependent utilitymaxmin expected utility\(\alpha\)-maxmin expected utilitycontraction expected utilitypessimism/optimismrecursive nonexpected utility
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