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

二、主讲人：宋信息，首都经济贸易大学国际经济管理学院，担任助理教授。英国华威大学(University of Warwick)经济学博士。主要研究兴趣包括模糊性下投资者行为决策、显示性偏好理论、社会选择函数的执行和机制设计，以及家庭金融。

三、时间：2016年9月21日 （周三），16:00-17:30

四、地点：主教楼913会议室

五、主持人：张莉妮，suncitygroup太阳新城助理教授

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.