Recursive non-expected utility : connecting ambiguity attitudes to risk preferences and the level of ambiguity
Year of publication: |
2019
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Authors: | Evren, Özgür |
Published in: |
Games and economic behavior. - Amsterdam : Elsevier, ISSN 0899-8256, ZDB-ID 1002944-8. - Vol. 114.2019, p. 285-307
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Subject: | Allais paradox | Ambiguity aversion | Ellsberg paradox | Increasing ambiguity | Negative certainty independence | Portfolio choice | Erwartungsnutzen | Expected utility | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikopräferenz | Risk attitude | Experiment | Entscheidung unter Risiko | Decision under risk | Portfolio-Management | Portfolio selection | Entscheidungstheorie | Decision theory | Entscheidung | Decision |
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