Estimating ambiguity aversion in a portfolio choice experiment, Quantitative Economics, vol.5, issue.2, 2007. ,
DOI : 10.3982/QE243
Durable Consumption and Asset Management with Transaction and Observation Costs, American Economic Review, vol.102, issue.5, pp.2272-2300, 2012. ,
DOI : 10.1257/aer.102.5.2272
Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing, The American Economic Review, vol.96, issue.4, pp.1069-1090, 2006. ,
DOI : 10.1257/000282806779468652
The Nature of Risk Preferences: Evidence from Insurance Choices, American Economic Review, vol.103, issue.6, pp.2499-2529, 2013. ,
DOI : 10.1257/aer.103.6.2499
Inference under stability of risk preferences, 2014. ,
Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study, The Quarterly Journal of Economics, vol.112, issue.2, pp.537-579, 1997. ,
DOI : 10.1162/003355397555280
Social identi?cation and investment deci- sions, 2014. ,
Ambiguity in Asset Markets: Theory and Experiment, Review of Financial Studies, vol.23, issue.4, pp.1325-1359, 2010. ,
DOI : 10.1093/rfs/hhp106
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification, Management Science, vol.58, issue.2, pp.253-272, 2012. ,
DOI : 10.1287/mnsc.1110.1349
The role of intuition and reasoning in driving aversion to risk and ambiguity', Theory and Decision -forthcoming, 2012. ,
Collective Risk Management in a Flight to Quality Episode, The Journal of Finance, vol.80, issue.5, pp.2195-2230, 2008. ,
DOI : 10.1111/j.1540-6261.2008.01394.x
Fire Sales in a Model of Complexity, The Journal of Finance, vol.26, issue.6, pp.2549-2587, 2013. ,
DOI : 10.1093/rfs/hht008
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes, Journal of Political Economy, vol.115, issue.5, pp.707-747, 2007. ,
DOI : 10.1086/524204
URL : https://hal.archives-ouvertes.fr/hal-00671903
Household Finance, The Journal of Finance, vol.18, issue.5, pp.1553-1604, 2006. ,
DOI : 10.1111/j.1540-6261.2006.00883.x
Consumer Financial Protection, Journal of Economic Perspectives, vol.25, issue.1, pp.91-114, 2011. ,
DOI : 10.1257/jep.25.1.91
Strategic asset allocation: portfolio choice for long-term investors, 2002. ,
DOI : 10.1093/0198296940.001.0001
Mental Accounting in Portfolio Choice: Evidence from a Flypaper Effect, American Economic Review, vol.99, issue.5, pp.2085-95, 2009. ,
DOI : 10.1257/aer.99.5.2085
Estimating Risk Preferences from Deductible Choice, American Economic Review, vol.97, issue.3, pp.745-788, 2007. ,
DOI : 10.1257/aer.97.3.745
An experimental investigation of imprecision attitude and its relation with risk attitude and impatience, Theory and Decision, vol.21, issue.1???2, pp.81-109, 2011. ,
DOI : 10.1007/s11238-010-9205-8
URL : https://hal.archives-ouvertes.fr/halshs-00389674
Ambiguity and the Historical Equity Premium, SSRN Electronic Journal, 2012. ,
DOI : 10.2139/ssrn.1836297
URL : https://hal.archives-ouvertes.fr/halshs-00594096
Living with ambiguity: prices and survival when investors have heterogeneous preferences for ambiguity, Economic Theory, vol.58, issue.1, pp.81-108, 2008. ,
DOI : 10.1007/s00199-007-0264-1
The pricing e¤ects of ambiguous private information, 2012. ,
Ambiguity aversion and household portfolio choice: Empirical evidence, 2013. ,
DOI : 10.3386/w18743
Ambiguity Attitudes in a Large Representative Sample, Management Science, vol.62, issue.5, 2013. ,
DOI : 10.1287/mnsc.2015.2198
Talk and Action: What Individual Investors Say and What They Do, Review of Finance, vol.9, issue.4, pp.437-481, 2005. ,
DOI : 10.1007/s10679-005-4997-z
Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio, Econometrica, vol.60, issue.1, pp.197-204, 1992. ,
DOI : 10.2307/2951685
Ambiguous Volatility and Asset Pricing in Continuous Time, Review of Financial Studies, vol.26, issue.7, pp.1740-1786, 2013. ,
DOI : 10.1093/rfs/hht018
Ambiguity and Asset Markets, Annual Review of Financial Economics, vol.2, issue.1, pp.315-346, 2010. ,
DOI : 10.1146/annurev-financial-120209-133940
DECISION THEORY UNDER AMBIGUITY, Journal of Economic Surveys, vol.21, issue.2, pp.234-270, 2012. ,
DOI : 10.1111/j.1467-6419.2010.00641.x
URL : https://hal.archives-ouvertes.fr/halshs-00643580
Ambiguity Aversion and Comparative Ignorance, The Quarterly Journal of Economics, vol.110, issue.3, pp.585-603, 1995. ,
DOI : 10.2307/2946693
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.395.8835
Attitude toward imprecise information, Journal of Economic Theory, vol.140, issue.1, pp.27-65, 2008. ,
DOI : 10.1016/j.jet.2007.09.002
URL : https://hal.archives-ouvertes.fr/halshs-00130179
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach, Review of Financial Studies, vol.20, issue.1, pp.41-81, 2007. ,
DOI : 10.1093/rfs/hhl003
Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion, The Review of Economic Studies, vol.78, issue.4, pp.1329-1344, 2011. ,
DOI : 10.1093/restud/rdr013
Survival with ambiguity, 2012. ,
Ambiguity in asset pricing and portfolio choice: a review of the literature, Theory and Decision, vol.58, issue.4, pp.183-217, 2013. ,
DOI : 10.1007/s11238-012-9343-2
Time varying risk aversion, 2013. ,
DOI : 10.2139/ssrn.2303800
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.468.2579
Household ?nance: An emerging ?eld, 2012. ,
DOI : 10.1016/b978-0-44-459406-8.00021-4
Ellsberg Revisited: An Experimental Study, Econometrica, vol.75, issue.2, pp.503-536, 2007. ,
DOI : 10.1111/j.1468-0262.2006.00755.x
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.335.5499
Strotz Meets Allais: Diminishing Impatience and the Certainty Effect, American Economic Review, vol.98, issue.3, pp.1145-62, 2008. ,
DOI : 10.1257/aer.98.3.1145
Preference and belief: Ambiguity and competence in choice under uncertainty, Journal of Risk and Uncertainty, vol.80, issue.3, pp.5-28, 1991. ,
DOI : 10.1007/BF00057884
Individual investor perceptions and behavior during the financial crisis, Journal of Banking & Finance, vol.37, issue.1, pp.60-74, 2013. ,
DOI : 10.1016/j.jbankfin.2012.08.007
Stock market expectations of Dutch households, Journal of Applied Econometrics, vol.25, issue.3, pp.416-436, 2011. ,
DOI : 10.1002/jae.1242
Ambiguous Information, Portfolio Inertia, and Excess Volatility, The Journal of Finance, vol.15, issue.6, pp.2213-2247, 2011. ,
DOI : 10.1111/j.1540-6261.2011.01693.x
Ambiguity, Learning, and Asset Returns, SSRN Electronic Journal, vol.80, issue.2, pp.559-591, 2012. ,
DOI : 10.2139/ssrn.1017034
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.147.6782
Timid Choices and Bold Forecasts: A Cognitive Perspective on Risk Taking, Management Science, vol.39, issue.1, pp.17-31, 1993. ,
DOI : 10.1287/mnsc.39.1.17
A Smooth Model of Decision Making under Ambiguity, Econometrica, vol.73, issue.6, pp.1849-1892, 2005. ,
DOI : 10.1111/j.1468-0262.2005.00640.x
Optimal consumption and portfolio choice with ambiguity', Institute of Mathematical Economics Working Paper No 497, p.27, 2014. ,
Alpha As Ambiguity: Robust Mean-Variance Portfolio Analysis, SSRN Electronic Journal, vol.81, issue.3, pp.1075-1113, 2013. ,
DOI : 10.2139/ssrn.1571620
Is There a ???Pessimistic??? Bias in Individual Beliefs? Evidence from a Simple Survey, Theory and Decision, vol.28, issue.1, pp.345-362, 2006. ,
DOI : 10.1007/s11238-006-9014-2
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches, Review of Financial Studies, vol.22, issue.1, pp.435-480, 2009. ,
DOI : 10.1093/rfs/hhn053
Social Preferences and Portfolio Choice, SSRN Electronic Journal, 2014. ,
DOI : 10.2139/ssrn.2354905
URL : http://digitalarchive.maastrichtuniversity.nl/fedora/get/guid:36a506f6-9bf9-46c8-9691-efab7d9ed5a5/ASSET1
A Brief Postwar History of U.S. Consumer Finance, Business History Review, vol.4, issue.03, pp.461-498, 2011. ,
DOI : 10.2307/3110714
Ambiguity attitudes', Handbook of Judgment and Decision Making, 2013. ,
Model Misspecification and Underdiversification, The Journal of Finance, vol.4, issue.6, pp.2465-2486, 2003. ,
DOI : 10.1046/j.1540-6261.2003.00612.x
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.195.1345
Perspectives on behavioral ?nance: Does "irrationality" disappear with wealth? evidence from expectations and actions, in 'NBER Macroeconomics Annual, pp.139-208, 2003. ,
) (0.055)** (0.043)** (0.011)** (0.010)* (0.021)** Risk Averse -0 ,