Multidimensional Ellsberg
通过实验研究人们在多个维度（获胜概率、奖金金额、支付时间等）不确定性下的选择偏好，发现人们偏好无不确定性，且偏好多维相关不确定性而非单维不确定性。
The classical Ellsberg experiment presents individuals with a choice problem in which the probability of winning a prize is unknown (uncertain). In this paper, we study how individuals make choices between gambles in which the uncertainty is in different dimensions: the winning probability, the amount of the prize, the payment date, and the combinations thereof. Although the decision-theoretic models accommodate a rich variety of behaviors, we present experimental evidence that points at systematic behavioral patterns: (i) no uncertainty is preferred to uncertainty on any single dimension and to uncertainty on multiple dimensions, and (ii) “correlated” uncertainty on multiple dimensions is preferred to uncertainty on any single dimension. Data, as supplemental material, are available at http://dx.doi.org/10.1287/mnsc.2015.2240 . This paper was accepted by Uri Gneezy, behavioral economics.