Risk aversion under preference uncertainty

Akter, 2008, Preference uncertainty in contingent valuation, Ecological Economics, 67, 345, 10.1016/j.ecolecon.2008.07.009 Andersen, 2008, Lost in state space: are preferences stable?, International Economic Review, 49, 1091, 10.1111/j.1468-2354.2008.00507.x Bénabou, 2002, Self-confidence and personal motivation, Quarterly Journal of Economics, 117, 871, 10.1162/003355302760193913 Bodie, 2004, Optimal consumption-portfolio choices and retirement planning, Journal of Economic Dynamics and Control, 28, 1115, 10.1016/S0165-1889(03)00068-X Brunnermeier, 2005, Optimal expectations, The American Economic Review, 95, 1092, 10.1257/0002828054825493 Cocco, 2005, Consumption and portfolio choice over the life cycle, Review of financial Studies, 18, 491, 10.1093/rfs/hhi017 Cochrane, 2001 Fischer, 2000, Attribute conflict and preference uncertainty: effects on judgment time and error, Management Science, 46, 88, 10.1287/mnsc.46.1.88.15131 Guiso, 2008, Risk aversion, wealth, and background risk, Journal of the European Economic Association, 6, 1109, 10.1162/JEEA.2008.6.6.1109 Heaton, 2000, Portfolio choice in the presence of background risk, The Economic Journal, 110, 1, 10.1111/1468-0297.00488 Klibanoff, 2005, A smooth model of decision making under ambiguity, Econometrica, 73, 1849, 10.1111/j.1468-0262.2005.00640.x Klibanoff, 2009, Recursive smooth ambiguity preferences, Journal of Economic Theory, 144, 930, 10.1016/j.jet.2008.10.007 Levy, 1994, Absolute and relative risk aversion: an experimental study, Journal of Risk and Uncertainty, 8, 289, 10.1007/BF01064046 Li, 1995, Discrete choice under preference uncertainty: an improved structural model for contingent valuation, Journal of Environmental Economics and Management, 28, 256, 10.1006/jeem.1995.1017 Merton, 1971, Optimum consumption and portfolio rules in a continuous-time model, Journal of Economic Theory, 3, 373, 10.1016/0022-0531(71)90038-X Merton, 1990 Ogaki, 2001, Decreasing relative risk aversion and tests of risk sharing, Econometrica, 69, 515, 10.1111/1468-0262.00201 Polkovnichenko, 2007, Life-cycle portfolio choice with additive habit formation preferences and uninsurable labor income risk, Review of Financial Studies, 20, 83, 10.1093/rfs/hhl006 Rubinstein, 1982, Perfect equilibrium in a bargaining model, Econometrica, 50, 97, 10.2307/1912531 Samuelson, 1963, The fallacy of the law of large numbers, Sciencia, 98, 108 Van Kooten, 2001, Preference uncertainty in non-market valuation: a fuzzy approach, American Journal of Agricultural Economics, 83, 487, 10.1111/0002-9092.00172 Weber, 1997, Perceived risk attitudes: relating risk perception to risky choice, Management Science, 43, 123, 10.1287/mnsc.43.2.123