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Temporal stability of estimates of risk aversion

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Author Info
Glenn W. Harrison
Eric Johnson
Melayne M. McInnes
E. Elisabet Rutström

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Abstract

Estimates of risk aversion can be obtained from controlled laboratory experiments. The temporal stability of those preferences is assumed in many applications. This assumption is tested by eliciting risk aversion measures from subjects at two distinct times. Evidence consistent with the stability assumption is found.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Financial Economics Letters.

Volume (Year): 1 (2005)
Issue (Month): 1 (January)
Pages: 31-35
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Handle: RePEc:taf:apfelt:v:1:y:2005:i:1:p:31-35

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Harrison, Glenn W., 1986. "An experimental test for risk aversion," Economics Letters, Elsevier, vol. 21(1), pages 7-11. [Downloadable!] (restricted)
  2. Charles A. Holt & Susan K. Laury, 2002. "Risk Aversion and Incentive Effects," American Economic Review, American Economic Association, vol. 92(5), pages 1644-1655, December. [Downloadable!]
  3. Glenn W. Harrison & Eric Johnson & Melayne M. McInnes & E. Elisabet Rutstrom, 2005. "Risk Aversion and Incentive Effects: Comment," American Economic Review, American Economic Association, vol. 95(3), pages 897-901, June. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Lisa R. Anderson & Beth A. Freeborn & Jason P. Hulbert, 2009. "Risk Aversion and Tacit Collusion in a Bertrand Duopoly Experiment," Working Papers 84, Department of Economics, College of William and Mary. [Downloadable!]
  2. Jungmin Lee & Cary Deck & Javier Reyes & Chris Rosen, 2008. "Measuring Risk Attitudes Controlling for Personality Traits," Working Papers 0801, Florida International University, Department of Economics. [Downloadable!]
  3. Glenn W. Harrison & Eric Johnson & Melayne M. McInnes & E. Elisabet Rutstrom, 2005. "Risk Aversion and Incentive Effects: Comment," American Economic Review, American Economic Association, vol. 95(3), pages 897-901, June. [Downloadable!]
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