Estimating ambiguity aversion in a portfolio choice experiment
type: Item
instance of: scholarly article
title: Estimating ambiguity aversion in a portfolio choice experiment
zbMATH Open document ID: 1395.91393
DOI: 10.3982/QE243
author: David S. Ahn
author: Syngjoo Choi
author: Douglas Gale
author: Shachar Kariv
published in: Quantitative Economics
publication date: 2018-09-12T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91A90
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 6935796
zbMATH Keywords: uncertainty
zbMATH Keywords: ambiguity aversion
zbMATH Keywords: risk aversion
zbMATH Keywords: pessimism/optimism
zbMATH Keywords: subjective expected utility
zbMATH Keywords: maxmin expected utility
zbMATH Keywords: \(\alpha\)-maxmin expected utility
zbMATH Keywords: Choquet expected utility
zbMATH Keywords: contraction expected utility
zbMATH Keywords: recursive expected utility
zbMATH Keywords: recursive nonexpected utility
zbMATH Keywords: rank-dependent utility
zbMATH Keywords: experiment
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 6935796