测量高阶模糊性偏好

Measuring higher order ambiguity preferences

Experimental Economics · 2017
被引 34
人大 A-ABS 3

中文导读

通过实验测量人们除模糊性厌恶外的高阶模糊性态度,发现多数人的决策符合模糊性审慎和模糊性节制,这对预防行为模型有重要启示。

Abstract

We report the results from an experiment designed to measure attitudes towards ambiguity beyond ambiguity aversion. In particular, we implement recently-proposed model-free preference conditions of ambiguity prudence and ambiguity temperance. Ambiguity prudence has been shown to play an important role in precautionary behavior and the mere presence of ambiguity averse agents in markets. We observe that the majority of individuals' decisions are consistent with ambiguity aversion, ambiguity prudence and ambiguity temperance. This finding confirms the prediction of many popular (specifications of) ambiguity models and has important implications for models of prevention behavior.

高阶模糊偏好模糊谨慎模糊节制模糊厌恶