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