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When is ambiguity-attitude constant?

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This paper studies how updating affects ambiguity attitude. In particular we focus on generalized Bayesian updating of the Jaffray-Philippe sub-class of Choquet Expected Utility preferences. We find conditions for ambiguity attitude to be the same before and after updating. A necessary and sufficien...

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Main Authors: Eichberger, Jürgen (Author) , Grant, Simon (Author) , Kelsey, David (Author)
Format: Article (Journal)
Language:English
Published: 4 December 2012
In: Journal of risk and uncertainty
Year: 2012, Volume: 45, Issue: 3, Pages: 239-263
ISSN:1573-0476
DOI:10.1007/s11166-012-9153-5
Online Access:Verlag, Volltext: https://doi.org/10.1007/s11166-012-9153-5
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Author Notes:Jürgen Eichberger, Simon Grant, David Kelsey
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When is ambiguity-attitude constant? by Eichberger, Jürgen (Author) , Grant, Simon (Author) , Kelsey, David (Author) ,


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When is ambiguity-attitude constant? by Eichberger, Jürgen (Author) , Grant, Simon (Author) , Kelsey, David (Author) ,


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