Randomization devices and the elicitation of ambiguity-averse preferences
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Publication:900418
DOI10.1016/j.jet.2015.05.017zbMath1330.91086OpenAlexW616273424MaRDI QIDQ900418
Publication date: 22 December 2015
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2015.05.017
Related Items (19)
Randomization and dynamic consistency ⋮ Ambiguity attitudes, framing, and consistency ⋮ Estimating ambiguity aversion in a portfolio choice experiment ⋮ Testing constant absolute and relative ambiguity aversion ⋮ Revealed preferences under uncertainty: incomplete preferences and preferences for randomization ⋮ Ellsberg meets Keynes at an urn ⋮ Testing negative value of information and ambiguity aversion ⋮ Ambiguous information and dilation: an experiment ⋮ A test of (weak) certainty independence ⋮ Social and strategic ambiguity versus betrayal aversion ⋮ ZOOMING IN ON AMBIGUITY ATTITUDES ⋮ Ellsberg games ⋮ Mixed strategies and preference for randomization in games with ambiguity averse agents ⋮ Abraham Wald's complete class theorem and Knightian uncertainty ⋮ Hedging, ambiguity, and the reversal of order axiom ⋮ Belief hedges: Measuring ambiguity for all events and all models ⋮ Comparing ambiguous urns with different sizes ⋮ A general theory of subjective mixtures ⋮ Reacting to ambiguous messages: an experimental analysis
Cites Work
- Uncertainty averse preferences
- Maxmin expected utility with non-unique prior
- Recent developments in modeling preferences: Uncertainty and ambiguity
- Recursive multiple-priors.
- Unintended hedging in ambiguity experiments
- Subjective Probability and Expected Utility without Additivity
- Estimating ambiguity aversion in a portfolio choice experiment
- "Preference Reversal" and the Observability of Preferences by Experimental Methods
- A Smooth Model of Decision Making under Ambiguity
- Ellsberg Revisited: An Experimental Study
- Stochastically independent randomization and uncertain aversion
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