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This paper analyzes the stability and distribution of ambiguity attitudes using a broad population sample. Using high-powered incentives, we collected six waves of data on ambiguity attitudes about financial markets – our main application – and climate change. Estimating a structural...
Persistent link: https://www.econbiz.de/10014236203
This paper analyzes the stability and distribution of ambiguity attitudes using a broad population sample. Using high-powered incentives, we collected six waves of data on ambiguity attitudes about financial markets—our main application—and climate change. Estimating a structural stochastic...
Persistent link: https://www.econbiz.de/10014241994
Persistent link: https://www.econbiz.de/10009247444
While stock market expectations are among the most important primitives of portfolio choice models, their measurement has proved challenging for some respondents. We argue that the magnitude of measurement error in subjective expectations can be used as an indicator of the degree to which...
Persistent link: https://www.econbiz.de/10010414230
Persistent link: https://www.econbiz.de/10010440579
This paper analyzes the stability and distribution of ambiguity attitudes using a broad population sample. Using high-powered incentives, we collected six waves of data on ambiguity attitudes about financial markets—our main application—and climate change. Estimating a structural stochastic...
Persistent link: https://www.econbiz.de/10013445542
health disparities, health behaviors, dynamic demand, side effects, structural models, HIV/AIDSaThis paper analyzes the stability and distribution of ambiguity attitudes using a broad population sample. Using high-powered incentives, we collected six waves of data on ambiguity attitudes about...
Persistent link: https://www.econbiz.de/10013453995
While stock market expectations are among the most important primitives of portfolio choice models, their measurement has proved challenging for some respondents. We argue that the magnitude of measurement error in subjective expectations can be used as an indicator of the degree to which...
Persistent link: https://www.econbiz.de/10013043937
While stock market expectations are among the most important primitives of portfolio choice models, their measurement has proved challenging for some respondents. We argue that the magnitude of measurement error in subjective expectations can be used as an indicator of the degree to which...
Persistent link: https://www.econbiz.de/10013045063
While stock market expectations are among the most important primitives of portfolio choice models, their measurement has proved challenging for some respondents. We argue that the magnitude of measurement error in subjective expectations can be used as an indicator of the degree to which...
Persistent link: https://www.econbiz.de/10013045307