Ambiguity sensitive preferences in Ellsberg frameworks
Year of publication: |
2019
|
---|---|
Authors: | Ravanelli, Claudia ; Svindland, Gregor |
Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 67.2019, 1, p. 53-89
|
Subject: | \(\alpha \)-maxmin expected utility model | Ambiguity aversion | Ellsberg framework | Market equilibrium | Portfolio choice | Entscheidung unter Unsicherheit | Decision under uncertainty | Erwartungsnutzen | Expected utility | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Präferenztheorie | Theory of preferences |
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