Search Results - subject:"recursive expected utility"

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Disentangling drivers of ambiguity attitudes

Abdellaoui, Mohammed; Akella, Sarat Chandra; Hill, Brian - 2024

Persistent link: https://www.econbiz.de/10015410309

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

Temporal risk : utility vs. probability weighting

Abdellaoui, Mohammed; Diecidue, Enrico; Kemel, Emmanuel; … - In: Management science : journal of the Institute for … 68 (2022) 7, pp. 5162-5186

Persistent link: https://www.econbiz.de/10013369290

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

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

Persistent link: https://www.econbiz.de/10011757224

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

Persistent link: https://www.econbiz.de/10010409967

Recursive expected utility and the separation of attitudes towards risk and ambiguity: an experimental study

Chakravarty, Sujoy; Roy, Jaideep - In: Theory and Decision 66 (2009) 3, pp. 199-228

Persistent link: https://www.econbiz.de/10005710966