Correlation Misperception in Choice
从决策理论角度分析决策者如何误解选择中的相互依赖关系，提出一个允许错误感知相关风险的简单灵活模型，并给出公理基础。
We present a decision-theoretic analysis of an agent's understanding of the interdependencies in her choices. We provide the foundations for a simple and flexible model that allows the misperception of correlated risks. We introduce a framework in which the decision maker chooses a portfolio of assets among which she may misperceive the joint returns, and present simple axioms equivalent to a representation in which she attaches a probability to each possible joint distribution over returns and then maximizes subjective expected utility using her ( possibly misspecified) beliefs.