Unintended hedging in ambiguity experiments
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.
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2014
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| In: |
Economics letters
Year: 2014, Jahrgang: 122, Heft: 2, Pages: 243-246 |
| ISSN: | 0165-1765 |
| DOI: | 10.1016/j.econlet.2013.11.029 |
| Online-Zugang: | Verlag, lizenzpflichtig, Volltext: https://doi.org/10.1016/j.econlet.2013.11.029 Verlag, lizenzpflichtig, Volltext: http://www.sciencedirect.com/science/article/pii/S0165176513005235 
|
| Verfasserangaben: | Jörg Oechssler, Alex Roomets |
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