Reference dependent ambiguity

DOI10.1016/j.jet.2016.02.006zbMath1369.91045OpenAlexW2287772472MaRDI QIDQ281374

Maximilian Mihm

Publication date: 11 May 2016

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2016.02.006

zbMATH Keywords

ambiguitymarket collapsereference-points

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16)

Related Items (4)

Portfolio concentration, portfolio inertia, and ambiguous correlation ⋮ An axiomatic characterization of Bayesian updating ⋮ Sharing risk and ambiguity ⋮ Financial complexity and trade

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