Estimating ambiguity aversion in a portfolio choice experiment

David Ahn; Syngjoo Choi; Douglas Gale; Shachar Kariv

Year of publication:	2014
Authors:	Ahn, David S. ; Choi, Syngjoo ; Gale, Douglas ; Kariv, Shachar
Published in:	Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 5.2014, 2, p. 195-223
Subject:	Uncertainty \| ambiguity aversion \| risk aversion \| pessimism/optimism \| subjective expected utility \| maxmin expected utility \| α-maxmin expected utility \| Choquet expected utility \| contraction expected utility \| recursive expected utility \| recursive nonexpected utility \| rank-dependent utility \| experiment \| Erwartungsnutzen \| Expected utility \| Risikoaversion \| Risk aversion \| Nutzen \| Utility \| Erwartungsbildung \| Expectation formation \| Entscheidung \| Decision \| Entscheidungstheorie \| Decision theory \| Entscheidung unter Unsicherheit \| Decision under uncertainty \| Experiment \| Entscheidung unter Risiko \| Decision under risk \| Risiko \| Risk \| Portfolio-Management \| Portfolio selection \| Nutzentheorie \| Utility theory