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Effects of uncertainty aversion on the call option market

Montesano, Aldo - In: Theory and decision : an international journal for … 65 (2008) 2, pp. 97-123

Persistent link: https://www.econbiz.de/10003752927

Risk and uncertainty aversion on certainty equivalent functions

Montesano, Aldo - In: Beliefs, interactions, and preferences in decision making, (pp. 23-52). 1999

Persistent link: https://www.econbiz.de/10001487501

Risk and uncertainty aversion on certainty equivalent functions

Montesano, Aldo - In: Beliefs, interactions and preferences in decision making, (pp. 23-52). 2010

Persistent link: https://www.econbiz.de/10009125358

Eliciting ambiguity aversion in unknown and in compound lotteries : a KMM experimental approach

Attanasi, Giuseppe; Gollier, Christian; Montesano, Aldo; … - 2012

Persistent link: https://www.econbiz.de/10009665274

Eliciting ambiguity aversion in unknown and in compound lotteries : a KMM experimental approach

Attanasi, Giuseppe Marco; Gollier, Christian; … - 2012

Persistent link: https://www.econbiz.de/10009667187

Eliciting ambiguity aversion in unknown and in compound lotteries : a smooth ambiguity model experimental study

Attanasi, Giuseppe; Gollier, Christian; Montesano, Aldo; … - In: Theory and decision : an international journal for … 77 (2014) 4, pp. 485-530

Persistent link: https://www.econbiz.de/10010487074

Eliciting ambiguity aversion in unknown and in compound lotteries : a KMM experimental approach

Attanasi, Giuseppe; Gollier, Christian; Montesano, Aldo; … - 2012

Persistent link: https://www.econbiz.de/10011629570

Eliciting Ambiguity Aversion in Unknown and in Compound Lotteries : A KMM Experimental Approach

Attanasi, Giuseppe; Gollier, Christian; Montesano, Aldo; … - 2012

We define coherent-ambiguity aversion within the Klibanoff, Marinacci and Mukerji (2005) smooth ambiguity model (henceforth KMM) as the combination of choice-ambiguity aversion and value-ambiguity aversion. We analyze theoretically five ambiguous decision tasks, where a subject faces two-stage...

Persistent link: https://www.econbiz.de/10014165098