Preferences with changing ambiguity aversion

Preferences with changing ambiguity aversion

We provide two extensions of Gilboa and Schmeidler (J Math Econ 18:141–153, 1989)’s maxmin expected utility decision rule to accommodate a decision maker’s changing ambiguity attitudes. The two rules are, respectively, a weighted maxmin rule and a variant constraint rule. The former evaluates an act...

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書目詳細資料
主要作者:	XUE, Jingyi
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2020
主題:	Ambiguity averse preferences; Ambiguity; Increasing relative ambiguity aversion; Decreasing absolute ambiguity aversion; Wealth effect; Variant constraint representation; Weighted maxmin representation Economic Theory
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/2237 https://ink.library.smu.edu.sg/context/soe_research/article/3236/viewcontent/PreferencesWithChangingAmbiguity_afv.pdf
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機構:	Singapore Management University
語言:	English

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