论文标题
Ellsberg悖论以歧义性厌恶
An Ellsberg paradox for ambiguity aversion
论文作者
论文摘要
1961年的Ellsberg悖论通常被视为对主观预期效用框架的经验挑战。基于Ellsberg设计的实验已经产生了各种新方法，最终以一种新的范式以现为古典模型的歧义厌恶模型所代表的新范式。我们设计和实施了一个决策理论实验室实验，该实验非常接近原始的Ellsberg设计，从经验上讲，受试者的选择与Ellsberg实验中的选择非常相似。但是，在我们的环境中，这些选择不能被任何歧义厌恶的经典模型合理化。
The 1961 Ellsberg paradox is typically seen as an empirical challenge to the subjective expected utility framework. Experiments based on Ellsberg's design have spawned a variety of new approaches, culminating in a new paradigm represented by, now classical, models of ambiguity aversion. We design and implement a decision-theoretic lab experiment that is extremely close to the original Ellsberg design and in which, empirically, subjects make choices very similar to those in the Ellsberg experiments. In our environment, however, these choices cannot be rationalized by any of the classical models of ambiguity aversion.
