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  • Search: subject:"recursive expected utility"
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Year of publication
Subject
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Decision under risk 3 Entscheidung unter Risiko 3 Erwartungsbildung 3 Expectation formation 3 Nutzen 3 Utility 3 ambiguity aversion 3 rank-dependent utility 3 recursive expected utility 3 Ambiguity 2 Choquet expected utility 2 Decision 2 Decision theory 2 Decision under uncertainty 2 Entscheidung 2 Entscheidung unter Unsicherheit 2 Entscheidungstheorie 2 Erwartungsnutzen 2 Expected utility 2 Nutzentheorie 2 Risiko 2 Risikoaversion 2 Risk 2 Risk aversion 2 Uncertainty 2 Utility theory 2 contraction expected utility 2 experiment 2 maxmin expected utility 2 pessimism/optimism 2 recursive nonexpected utility 2 risk aversion 2 subjective expected utility 2 Experiment 1 Portfolio selection 1 Portfolio-Management 1 Recursive expected utility 1 Source and rank-dependent utility 1 Source-dependence 1 Substitution consistency 1
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Online availability
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Free 4
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 4
Author
All
Abdellaoui, Mohammed 2 Choi, Syngjoo 2 Gale, Douglas 2 Kariv, Shachar 2 Ahn, David 1 Ahn, David S. 1 Akella, Sarat Chandra 1 Hill, Brian 1 Zank, Horst 1
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Published in...
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Economic theory 1 HEC Paris research paper series 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1
Source
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ECONIS (ZBW) 3 EconStor 1
Showing 1 - 4 of 4
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Disentangling drivers of ambiguity attitudes
Abdellaoui, Mohammed; Akella, Sarat Chandra; Hill, Brian - 2024
Persistent link: https://www.econbiz.de/10015410309
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Source and rank-dependent utility
Abdellaoui, Mohammed; Zank, Horst - In: Economic theory 75 (2023) 4, pp. 949-981
Persistent link: https://www.econbiz.de/10014259081
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Estimating ambiguity aversion in a portfolio choice experiment
Ahn, David; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative Economics 5 (2014) 2, pp. 195-223
We report a portfolio-choice experiment that enables us to estimate parametric models of ambiguity aversion at the level of the individual subject. The assets are Arrow securities that correspond to three states of nature, where one state is risky with known probability and two states are...
Persistent link: https://www.econbiz.de/10011599655
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Cover Image
Estimating ambiguity aversion in a portfolio choice experiment
Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223
We report a portfolio-choice experiment that enables us to estimate parametric models of ambiguity aversion at the level of the individual subject. The assets are Arrow securities that correspond to three states of nature, where one state is risky with known probability and two states are...
Persistent link: https://www.econbiz.de/10011757224
Saved in:
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