Discriminating between Models of Ambiguity Attitude: A Qualitative Test

Sujoy Mukerji, Robin Cubitt and Gijs Kuilen

No 692, Economics Series Working Papers from University of Oxford, Department of Economics

Abstract: The exchange between Epstein (2010) and Klibanoff et al. (2012) identified a behavioral issue that sharply distinguishes between two classes of models of ambiguity sensitivity, exemplified by theα-MEU model and the smooth ambiguity model, respectively. The issue in question is whether a subject

Keywords: Ambiguity sensitivity; ambiguity attitude; testing models of ambiguity sensitive preference (search for similar items in EconPapers)
JEL-codes: C91 D01 D03 D81 G02 (search for similar items in EconPapers)
Date: 2014-01-08
New Economics Papers: this item is included in nep-exp and nep-upt
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Citations: View citations in EconPapers (5)

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Related works:
Journal Article: Discriminating Between Models of Ambiguity Attitude: a Qualitative Test (2020)
Working Paper: Discriminating between Models of Ambiguity Attitude: A Qualitative Test (2017)
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