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How to shake the invisible hand (when Robinson meets Friday)
Billot, Antoine - In: International journal of economic theory 5 (2009) 3, pp. 257-270
Persistent link: https://www.econbiz.de/10003883054
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Do sunspots matter when spot market equlibria are unique?
Hens, Thorsten - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 2, pp. 435-441
Persistent link: https://www.econbiz.de/10001466215
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Asymmetric information, nonadditive expected utility, and the information revealed by prices : an example
Tallon, Jean-Marc - In: International economic review 39 (1998) 2, pp. 329-342
Persistent link: https://www.econbiz.de/10001243139
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Testing ambiguity theories with a mean-preserving design
Yang, Chun-lei; Yao, Lan - In: Quantitative economics : QE ; journal of the … 8 (2017) 1, pp. 219-238
experiment where the decision maker draws twice with replacement in the typical Ellsberg two-color urns, but with a different …
Persistent link: https://www.econbiz.de/10011801484
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Testing ambiguity theories with a mean-preserving design
Yang, Chun-lei; Yao, Lan - In: Quantitative economics : QE ; journal of the … 8 (2017) 1, pp. 219-238
Persistent link: https://www.econbiz.de/10011804838
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Investigation of the stochastic choice under risk using experimental data
Permana, Yudistira; Empel, Giovanni van; Pradiptyo, Rimawan - In: Gadjah Mada international journal of business 22 (2020) 2, pp. 137-150
Persistent link: https://www.econbiz.de/10012519111
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Estimating ambiguity aversion in a portfolio choice experiment
Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223
Persistent link: https://www.econbiz.de/10010409967
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An experimental test of the Anscombe-Aumann monotonicity axiom
Schneider, Florian; Schonger, Martin - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1667-1677
Persistent link: https://www.econbiz.de/10012022657
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Estimating ambiguity aversion in a portfolio choice experiment
Ahn, David S.; Choi, Syngjoo; Gale, Douglas; Kariv, Shachar - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 195-223
We report a portfolio-choice experiment that enables us to estimate parametric models of ambiguity aversion at the …
Persistent link: https://www.econbiz.de/10011757224
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Ellsberg meets Keynes at an urn
Chew, Soo-Hong; Miao, Bin; Zhong, Songfa - In: Quantitative economics : QE ; journal of the … 14 (2023) 3, pp. 1133-1162
Keynes (1921) and Ellsberg (1961) have articulated an aversion toward betting on an urn containing balls of two colors of unknown proportion to one with a 50-50 composition. Keynes views this as reflecting different preferences for bets arising from different sources of uncertainty. Ellsberg...
Persistent link: https://www.econbiz.de/10014362573