模糊厌恶与比较无知

Ambiguity Aversion and Comparative Ignorance

Quarterly Journal of Economics · 1995
被引 999
人大 A+FT50ABS 4*

中文导读

提出比较无知假说,认为模糊厌恶源于与较不模糊事件或更知情个体的比较,并通过系列实验证明在非比较情境下模糊厌恶会消失。

Abstract

Decisions under uncertainty depend not only on the degree of uncertainty but also on its source, as illustrated by Ellsberg's observation of ambiguity aversion. In this article we propose the comparative ignorance hypothesis, according to which ambiguity aversion is produced by a comparison with less ambiguous events or with more knowledgeable individuals. This hypothesis is supported in a series of studies showing that ambiguity aversion, present in a comparative context in which a person evaluates both clear and vague prospects, seems to disappear in a noncomparative context in which a person evaluates only one of these prospects in isolation.

模糊厌恶比较无知不确定性决策埃尔斯伯格悖论