Recursive non-expected utility: Connecting ambiguity attitudes to risk preferences and the level of ambiguity
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DOI: 10.1016/j.geb.2019.02.004
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Cited by:
- Yoram Halevy & Emre Ozdenoren, 2022.
"Uncertainty and compound lotteries: calibration,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 373-395, September.
- Halevy, Yoram & Ozdenoren, Emre, 2008. "Uncertainty and Compound Lotteries: Calibration," Microeconomics.ca working papers yoram_halevy-2008-7, Vancouver School of Economics, revised 17 Jun 2008.
- Yoram Halevy & Emre Ozdenoren, 2021. "Uncertainty and Compound Lotteries: Calibration," Working Papers tecipa-713, University of Toronto, Department of Economics.
- Li, Chen & Turmunkh, Uyanga & Wakker, Peter P., 2020. "Social and strategic ambiguity versus betrayal aversion," Games and Economic Behavior, Elsevier, vol. 123(C), pages 272-287.
- Mei Cai & Wenfei Xiu & Guo Wei, 2021. "Expected loss utility for natural hazards and its application in pricing property insurance products," Environment Systems and Decisions, Springer, vol. 41(3), pages 377-391, September.
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More about this item
Keywords
Ambiguity aversion; Ellsberg paradox; Allais paradox; Negative certainty independence; Increasing ambiguity; Portfolio choice;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
Statistics
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