Ellsberg's 2-color experiment, bid-ask behavior and ambiguity

Ellsberg's 2-color experiment, bid-ask behavior and ambiguity

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Results in this note relate the observation of an interval of prices at which a DM strictly prefers to hold a zero position on an asset (termed 'bid-ask behavior') to the DM's perception of the underlying payoff relevant events as ambiguous, as the term is defined in Epstein and Zhang...

書誌詳細
主要な著者:	Mukerji, S, Tallon, J
フォーマット:	Working paper
出版事項:	University of Oxford 2002

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