RECENT DEVELOPMENTS IN MODELING PREFERENCES - UNCERTAINTY AND AMBIGUITY

被引：959

作者：

CAMERER, C ^{[1
]}

WEBER, M ^{[1
]}

机构：

[1] UNIV KIEL,LEHRSTUHL ALLG BETRIEBSWIRTSCHAFTSLEHRE & ENTSCHEIDUNGSFORSCH,W-2300 KIEL 1,GERMANY

来源：

JOURNAL OF RISK AND UNCERTAINTY | 1992年 / 5卷 / 04期

关键词：

AMBIGUITY; UNCERTAINTY; ELLSBERG PARADOX; NONEXPECTED UTILITY;

D O I：

10.1007/BF00122575

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

In subjective expected utility (SEU), the decision weights people attach to events are their beliefs about the likelihood of events. Much empirical evidence, inspired by Ellsberg (1961) and others, shows that people prefer to bet on events they know more about, even when their beliefs are held constant. (They are averse to ambiguity, or uncertainty about probability.) We review evidence, recent theoretical explanations, and applications of research on ambiguity and SEU.

引用

页码：325 / 370

页数：46

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