Estimating Individual Ambiguity Aversion: A Simple Approach
收藏NBER2015-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w20982
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资源简介：
We introduce a simple, easy to implement instrument for jointly eliciting risk and ambiguity attitudes. Using this instrument, we structurally estimate a two-parameter model of preferences. Our findings indicate that ambiguity aversion is significantly overstated when risk neutrality is assumed.
提供机构：
美国国家经济研究局
创建时间：
2015-03-01
