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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

Dynamic decision making under ambiguity : a portfolio choice experiment

Georgalos, Konstantinos - 2016

Persistent link: https://www.econbiz.de/10012176709

Group decisions, preference elicitation, experienced utility, survival probabilities, and portfolio value of information

Sarin, Rakesh; Keller, L. R. - In: Decision analysis : a journal of the Institute for … 10 (2013) 2, pp. 99-102

Persistent link: https://www.econbiz.de/10009761149

Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion

Bellemare, Charles; Kröger, Sabine; Sossou, Kouamé Marius - In: Journal of econometrics 231 (2022) 1, pp. 248-264

Persistent link: https://www.econbiz.de/10013441984

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

Crisp monetary acts in multiple-priors models of decision under ambiguity

André, Eric - In: Journal of mathematical economics 67 (2016), pp. 153-161

Persistent link: https://www.econbiz.de/10011666160

Maximum probabilities, information, and choice under uncertainty

Burghart, Dan - In: Economics letters 167 (2018), pp. 43-47

Persistent link: https://www.econbiz.de/10012015769

Recursive non-expected utility : connecting ambiguity attitudes to risk preferences and the level of ambiguity

Evren, Özgür - In: Games and economic behavior 114 (2019), pp. 285-307

Persistent link: https://www.econbiz.de/10012175407

Almost stochastic dominance for most risk-averse decision makers

Luo, Chunling; Tan, Chin Hon - In: Decision analysis : a journal of the Institute for … 17 (2020) 2, pp. 169-184

Persistent link: https://www.econbiz.de/10012249957

The participation puzzle with reference-dependent expected utility preferences

Wang, Jianli; Liu, Liqun; Neilson, William - In: Insurance / Mathematics & economics 93 (2020), pp. 278-287

Persistent link: https://www.econbiz.de/10012294134

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