Stochastically independent randomization and uncertain aversion

DOI10.1007/PL00004201zbMath0989.91022MaRDI QIDQ5955111

Peter Klibanoff

Publication date: 7 August 2002

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

zbMATH Keywords

ambiguity aversionpreference for randomizationstochastic independenceuncertainty aversion

Mathematics Subject Classification ID

Utility theory (91B16) Individual preferences (91B08)

Related Items (16)

A lot of ambiguity ⋮ On stochastic independence under ambiguity ⋮ Savage vs. Anscombe-Aumann: an experimental investigation of ambiguity frameworks ⋮ Randomization and dynamic consistency ⋮ Dynamic semi-consistency ⋮ Subjective expected utility through stochastic independence ⋮ Social roles and competitiveness: my willingness to compete depends on who I am (supposed to be) ⋮ Randomization devices and the elicitation of ambiguity-averse preferences ⋮ Ambiguous act equilibria ⋮ Ambiguity and the Bayesian Paradigm ⋮ Attitudes toward uncertainty and randomization: an experimental study ⋮ Ellsberg games ⋮ A strategic product for belief functions ⋮ OPTIMISM AND PESSIMISM IN GAMES ⋮ Abraham Wald's complete class theorem and Knightian uncertainty ⋮ How do subjects view multiple sources of ambiguity?

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