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Recent Developments in Modeling Preferences: Uncertainty and Ambiguity

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Author Info
Camerer, Colin
Weber, Martin
Abstract

In subjective expected utility (SEU), the decision weights people attach to events are their beliefs about the likelihood of events. Much empirical evidence, inspired by Ellsberg (1961) and others, shows that people prefer to bet on events they know more about, even when their beliefs are held constant. (They are averse to ambiguity, or uncertainty about probability.) We review evidence, recent theoretical explanations, and applications of research on ambiguity and SEU. Copyright 1992 by Kluwer Academic Publishers

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Publisher Info
Article provided by Springer in its journal Journal of Risk and Uncertainty.

Volume (Year): 5 (1992)
Issue (Month): 4 (October)
Pages: 325-70
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:kap:jrisku:v:5:y:1992:i:4:p:325-70

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Web page: http://www.springerlink.com/link.asp?id=100299

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