Estimating ambiguity aversion in a portfolio choice experiment
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Publication:4586290
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Cited in
(55)- Ellsberg's two-color experiment, portfolio inertia and ambiguity.
- Slutsky matrix norms: the size, classification, and comparative statics of bounded rationality
- The pricing effects of ambiguous private information
- When and how to satisfice: an experimental investigation
- Dynamic market participation and endogenous information aggregation
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- Portfolio choices and asset prices: the comparative statics of ambiguity aversion
- Ambiguity aversion in the long run: ``to disagree, we must also agree
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- Investment behavior under ambiguity: the case of pessimistic decision makers
- Randomization devices and the elicitation of ambiguity-averse preferences
- Uncertainty aversion vs. competence: An experimental market study
- Career concerns and ambiguity aversion
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