模糊相关性

Ambiguous Correlation

Review of Economic Studies · 2018
被引 48
人大 A+FT50ABS 4*

中文导读

研究了决策者在多个随机事件结果决定的环境中,对事件间关系缺乏信心所表现出的行为,并通过实验验证了这种不同于经典风险与奈特不确定性的模糊维度。

Abstract

Many decisions are made in environments where outcomes are determined by the realization of multiple random events. A decision maker may be uncertain how these events are related. We identify and experimentally substantiate behaviour that intuitively reflects a lack of confidence in their joint distribution. Our findings suggest a dimension of ambiguity which is different from that in the classical distinction between risk and “Knightian uncertainty”.

模糊相关性联合分布不确定性决策行为实验经济学