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Testing ambiguity theories with a mean-preserving design - MaRDI portal

Testing ambiguity theories with a mean-preserving design

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Publication:4586309

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DOI10.3982/QE460zbMath1395.91135OpenAlexW2600271991MaRDI QIDQ4586309

Chun-Lei Yang, Lan Yao

Publication date: 12 September 2018

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe460

zbMATH Keywords

experiment monotonicity ambiguity expected utility Ellsberg paradox mean preserving partial ambiguity second-order risk source premium

Mathematics Subject Classification ID

Decision theory (91B06) Experimental studies (91A90)

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