Search results for "Ambiguity aversion" | NDL Search

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Regime Switching and Asset Allocation

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Shigeta, Yuki2016-09-23

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Subject HeadingRegime switching Asset allocation ambiguity aversion optimal switching mean-varian...

Comparative risk and ambiguity aversion: an experimental approach

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Hayashi, Takashi, Wada, RyokoInstitute of Economic Research, Kyoto University2022-05KIER Discussion Paper1079p.1-[28]

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Summary, etc....k aversion and ambiguity aversion in the way tha...... the degree of ambiguity aversion, how the latter changes acros...
Subject HeadingC91 D81 Ambiguity aversion risk aversion comparative def...

Ambiguity Aversion and Individual Adaptation to Climate Change: Evidence from a Farmer Survey in Northeastern Thailand

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吉岡, 渚, 横尾, 英史, Saengavut, Voravee, Bumrungkit, SiraprapaGraduate School of Economics, Hitotsubashi University2020-08

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Subject Headingambiguity aversion climate change adaptation Tha...

A Ranking over "More Risk Averse Than" Relations and its Applicaion to the Smooh Ambiguity Model

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Hara, ChiakiInstitute of Economic Research, Kyoto University2020-01-30KIER Discussion Paper1019p.1-28

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Summary, etc....results on the ambiguity aversion coefficients of the smooth am...
Subject HeadingExpected utility functions risk aversion ambiguity aversion smooth ambiguity model.

Arrow-Pratt-Type Measure of Ambiguity Aversion

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Hara, ChiakiInstitute of Economic Research, Kyoto University2023-09KIER Discussion Paper1097p.1-70

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Summary, etc.We define a measure of ambiguity aversion for ambiguity-......of comparative ambiguity aversion, it allows us to compare ambiguity aversion between two utility functions...
Subject Heading... risk aversion ambiguity aversion ambiguity premium matching pr...

Implied Ambiguity: Mean-Variance Efficiency and Pricing Errors

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ハラ, チアキ, ホンダ, トシキInstitute of Economic Research, Kyoto University2018-10-09KIER Discussion Paper1004p.1-45

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Summary, etc....t the smallest ambiguity aversion coefficient fo......ed to find the ambiguity aversion implied by the U.S. equity ma...
Subject HeadingAmbiguity aversion optimal portfolio Sharpe rati...

Time discounting, ambiguity aversion, and preferences for future environmental policies : Evidence from discrete choice experiments

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Hirata, Kenjiro, Ikeda, Shinsuke, Ikefuji, Masako, Kang, Myong-Il, Yamada, KatsunoriThe Institute of Social and Economic Research, Osaka University2017-09Institute of Social and Economic Research Discussion Papers1012p.1-32

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Subject HeadingTime discounting Ambiguity aversion Environmental policy Random u...

Mutual Fund Theorem for Ambiguity-Averse Investors and the Optimality of the Market Portfolio

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Hara, Chiaki, Honda, ToshikiInstitute of Economic Research, Kyoto University2016-06KIER Discussion Paper943

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Summary, etc....coefficient of ambiguity aversion with which the market portfol...
Subject HeadingAmbiguity aversion optimal portfolio mutual fund...

Ambiguity and loss aversion: The effect of the endowment and windfall losses on the willingness to pay for insurance

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中元, 康裕, 森, 知晴, 奥山, 尚子関西大学ソシオネットワーク戦略研究機構2020-04-02ソシオネットワーク戦略ディスカッションペーパーシリーズ = RISS Discussion Paper Series85p.1-32

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Subject Heading損失回避参照点曖昧性回避 Ambiguity aversion Loss aversion Reference point...
Note (General)...es such as the ambiguity aversion model and prospect theory; on...

Asset Demand and Ambiguity Aversion

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Hara, Chiaki, Honda, ToshikiInstitute of Economic Research, Kyoto University2014-12KIER Discussion Paper911

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Summary, etc....dless of their ambiguity aversion. We prove that...... the degree of ambiguity aversion goes to infinity. We also int...
Subject HeadingAmbiguity aversion optimal portfolio 1/N portfol...

Incomplete Information Games with Multiple Priors

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Kajii, Atsushi, Ui, TakashiInstitute of Economic Research, Kyoto University2004-03KIER Discussion Paper583

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Subject Headingincomplete information games multiple priors ambiguity aversion uncertainty aversion

Reached to the end of result.