Ambiguity attitudes in a large representative sample

©2016 INFORMS. Using a theorem showing that matching probabilities of ambiguous events can capture ambiguity attitudes, we introduce a tractable method for measuring ambiguity attitudes and apply it in a large representative sample. In addition to ambiguity aversion, we confirm an ambiguity componen...

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Bibliographic Details
Main Authors: Stephen G. Dimmock, Roy Kouwenberg, Peter P. Wakker
Other Authors: Nanyang Business School
Format: Article
Published: 2018
Subjects:
Online Access:https://repository.li.mahidol.ac.th/handle/123456789/43311
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Institution: Mahidol University