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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

Hedging and ambiguity

Oechssler, Joerg; Rau, Hannes; Roomets, Alex - 2016

We run an experiment that gives subjects the opportunity to hedge away ambiguity in an Ellsberg-style experiment …

Persistent link: https://www.econbiz.de/10011616236

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

Savage vs. Anscombe-Aumann : an experimental investigation of ambiguity frameworks

Oechssler, Joerg; Roomets, Alex - 2019

former is more flexible, but the latter is often preferred for its simplicity. We conduct an experiment where subjects place …

Persistent link: https://www.econbiz.de/10012112248

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

An experimental test of the under-annuitization puzzle with smooth ambiguity and charitable giving

Albis, Hippolyte d’; Attanasi, Giuseppe; Thibault, … - 2018

Persistent link: https://www.econbiz.de/10013489558

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

Pricing in asymmetric two-sided markets : a laboratory experiment

Weghake, Jens; Erlei, Mathias; Keser, Claudia; Schmidt, … - 2018 - Version: April 2018

We conducted a laboratory experiment to study the price setting behavior in two-sided markets. We seek to answer two …

Persistent link: https://www.econbiz.de/10011825236

Expected utility theory and the experimentalists

Harrison, Glenn W. - 1993

Persistent link: https://www.econbiz.de/10000869099

The impossibility of experimental elicitation of subjective probabilities

Karni, Edi; Safra, Zvi - 1992

Persistent link: https://www.econbiz.de/10000839200