Recursive non-expected utility: connecting ambiguity attitudes to risk preferences and the level of ambiguity
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Publication:1735818
DOI10.1016/j.geb.2019.02.004zbMath1419.91289OpenAlexW2914894071WikidataQ128367577 ScholiaQ128367577MaRDI QIDQ1735818
Publication date: 29 March 2019
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.geb.2019.02.004
ambiguity aversionportfolio choiceAllais paradoxEllsberg paradoxincreasing ambiguitynegative certainty independence
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