Estimating ambiguity aversion in a portfolio choice experiment (Q4586290)
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scientific article; zbMATH DE number 6935796
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| default for all languages | No label defined |
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| English | Estimating ambiguity aversion in a portfolio choice experiment |
scientific article; zbMATH DE number 6935796 |
Statements
Estimating ambiguity aversion in a portfolio choice experiment (English)
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12 September 2018
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uncertainty
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ambiguity aversion
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risk aversion
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pessimism/optimism
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subjective expected utility
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maxmin expected utility
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\(\alpha\)-maxmin expected utility
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Choquet expected utility
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contraction expected utility
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recursive expected utility
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recursive nonexpected utility
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rank-dependent utility
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experiment
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0.827442467212677
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0.7988229393959045
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0.7946086525917053
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0.7939995527267456
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0.7893726825714111
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