Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study

DOI10.1007/S11238-013-9406-ZMaRDI QIDQ490085zbMATH OpenOpenAlexWikidataFDO

Authors Giuseppe Attanasi, Christian Gollier, Aldo Montesano, Noemi Pace

Publication date 21 January 2015

Published in Theory and Decision (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10278/39859

zbMATH Keywords

binomial distributionuniform distributionsmooth ambiguity modelchoice-ambiguity aversioncoherent-ambiguity aversionunknown urnvalue-ambiguity aversion

Mathematics Subject Classification ID

Decision theory (91B06)

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Cites work

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Cited in

(16)

• Measuring and disentangling ambiguity and confidence in the lab
• Individual vs. group decision-making: an experiment on dynamic choice under risk and ambiguity
• Estimating ambiguity aversion in a portfolio choice experiment
• Randomize at Your Own Risk: On the Observability of Ambiguity Aversion
• Hedging, ambiguity, and the reversal of order axiom
• Lottery- and survey-based risk attitudes linked through a multichoice elicitation task
• A brain imaging study of the choice procedure
• Ellsberg Revisited: An Experimental Study
• An experiment on the evaluation of information under risk and ambiguity
• The effect of ambiguity aversion on reward scheme choice
• Testing ambiguity theories with a mean-preserving design
• The statistical properties of the threshold model and the feedback leadership condition
• An experimental test of generalized ambiguity aversion using lottery pricing tasks
• Firm's protection against disasters: are investment and insurance substitutes or complements?
• An experimental test of a search model under ambiguity
• Testing constant absolute and relative ambiguity aversion

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• Z-Tree

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