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Unintended hedging in ambiguity experiments

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We describe an ambiguity hedging problem in Ellsberg experiments, where combinations of individually ambiguous bets eliminate aggregate ambiguity, and which may yield incorrect classifications of ambiguity averse subjects. We propose a new classification consistent with this hedging possibility.

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Bibliographic Details
Main Authors: Oechssler, Joerg (Author) , Roomets, Alex (Author)
Format: Article (Journal)
Language:English
Published: 2014
In: Economics letters
Year: 2014, Volume: 122, Issue: 2, Pages: 243-246
ISSN:0165-1765
DOI:10.1016/j.econlet.2013.11.029
Online Access:Verlag, lizenzpflichtig, Volltext: https://doi.org/10.1016/j.econlet.2013.11.029
Verlag, lizenzpflichtig, Volltext: http://www.sciencedirect.com/science/article/pii/S0165176513005235
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Author Notes:Jörg Oechssler, Alex Roomets
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Unintended hedging in ambiguity experiments by Oechssler, Joerg (Author) , Roomets, Alex (Author) ,


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