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Propensity for hedging and ambiguity aversion
Journal of Mathematical Economics ( IF 1.0 ) Pub Date : 2021-07-06 , DOI: 10.1016/j.jmateco.2021.102543 Zaier Aouani 1 , Alain Chateauneuf 2 , Caroline Ventura 3
中文翻译:
对冲倾向和歧义厌恶
更新日期:2021-07-06
Journal of Mathematical Economics ( IF 1.0 ) Pub Date : 2021-07-06 , DOI: 10.1016/j.jmateco.2021.102543 Zaier Aouani 1 , Alain Chateauneuf 2 , Caroline Ventura 3
Affiliation
We study ambiguity aversion by introducing some new notions of propensity for hedging that are less general than convexity of preferences. We therefore characterize the corresponding properties of the capacity and Choquet functional, and link them with actual observed behaviors under uncertainty (Fox et al., 1996; Tversky and Wakker, 1995).
中文翻译:
对冲倾向和歧义厌恶
我们通过引入一些新的对冲倾向概念来研究歧义厌恶,这些概念不像偏好的凸性那样普遍。因此,我们描述了容量和 Choquet 泛函的相应属性,并将它们与不确定条件下的实际观察行为联系起来(Fox 等,1996;Tversky 和 Wakker,1995)。