Arrow-Pratt-Type Measure of Ambiguity Aversion

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Summary, etc.：: We define a measure of ambiguity aversion for ambiguity-averse utility functions in a way analogous to the Arrow-Pratt measure of risk aversion. The m...

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Material Type: 文書・図像類
Title: Arrow-Pratt-Type Measure of Ambiguity Aversion
Author/Editor: Hara, Chiaki
Author Heading: Hara, Chiaki
Publication, Distribution, etc.: Institute of Economic Research, Kyoto University
Publication Date: 2023-09
Publication Date (W3CDTF): 2023-09
Periodical title: KIER Discussion Paper
No. or year of volume/issue: 1097
Volume: 1097
Pages: 1-70
Text Language Code: eng
Subject Heading: C38
D81
G11
Expected utility functions
risk aversion
ambiguity aversion
ambiguity premium
matching probabilities
Peano derivative
NDC: 330
Target Audience: 一般
Format (IMT): application/pdf
Source: DP1097.pdf （fulltext）
http://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/285097/1/DP1097.pdf
Access Restrictions: インターネット公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 京都大学 : 京都大学学術情報リポジトリ