一、主題：The Identification of Attitudes toward Ambiguity and Risk from Asset Demand

二、主講人：宋信息，首都經濟貿易大學國際經濟管理學院，擔任助理教授。英國華威大學(University of Warwick)經濟學博士。主要研究興趣包括模糊性下投資者行為決策、顯示性偏好理論、社會選擇函數的執行和機制設計，以及家庭金融。

三、時間：2016年9月21日 （周三），16:00-17:30

四、地點：主教樓913會議室

五、主持人：張莉妮，bevictor伟德官网助理教授

文章摘要：Individuals behave differently when they know the objective probability of events and when they do not. The smooth ambiguity model accommodates both ambiguity (uncertainty) and risk. For an incomplete, competitive asset market, we develop a revealed preference test for asset demand to be consistent with the maximization of smooth ambiguity preferences, and we give sufficient conditions for the asset demand generated by smooth ambiguity preferences to identify the ambiguity and risk indices. We do not assume ambiguity beliefs are known: they may not even be defined, and an ambiguity free asset plays an important role for identification.