模糊信息与扩张:一项实验

Ambiguous information and dilation: An experiment

Journal of Economic Theory · 2023
被引 25 · 同刊同年前 3%
人大 AABS 4

中文导读

通过实验检验模糊信息是否导致信念集扩张,发现模糊厌恶者的赌注价值不变,而模糊寻求者的赌注价值显著增加。

Abstract

With standard models of updating under ambiguity, new information may increase the amount of relevant ambiguity: the set of beliefs may ‘dilate.’ We experimentally test one sharp case: agents bet on a risky urn and get information that is truthful or not based on the draw from an Ellsberg urn. With common models, the set of beliefs dilates, and the value of bets decreases for ambiguity-averse agents and increases for ambiguity-seeking ones. Instead, we find that the value of bets does not change for ambiguity-averse individuals, while it increases substantially for ambiguity-seeking ones. We also test bets on ambiguous urns, in which case we find sizable reactions to ambiguous information.

模糊信息膨胀效应模糊厌恶模糊寻求