Did you mean: Roy, Jeep
  1. Sujoy Chakravarty & Jaideep Roy (forthcoming). Attitudes Towards Risk and Ambiguity Across Gains and Losses. Theory and Decision.
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  2. Sujoy Chakravarty & Jaideep Roy (2009). Recursive Expected Utility and the Separation of Attitudes Towards Risk and Ambiguity: An Experimental Study. [REVIEW] Theory and Decision 66 (3):199-228.
    We use the multiple price list method and a recursive expected utility theory of smooth ambiguity to separate out attitude towards risk from that towards ambiguity. Based on this separation, we investigate if there are differences in agent behaviour under uncertainty over gain amounts vis-a-vis uncertainty over loss amounts. On an aggregate level, we find that (i) subjects are risk averse over gains and risk seeking over losses, displaying a “reflection effect” and (ii) they are ambiguity neutral over gains and (...)
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