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Strategic Uncertainty and Risk Attitudes:"The Experimental Connection"

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Author Info
Pablo Brañas Garza () (Univ. de Jaén; LINEEX)
Francisca Jiménez Jiménez () (Universidad de Jaén.)
Antonio Morales () (Universidad de Málaga)

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Abstract

In this paper we obtain empirical evidence of the relationship between individuals' risk attitudes and individuals' beliefs on their rival's choices in the Prisoners' Dilemma game. We find that (i) Risk-averse subjects seem to think that their opponent will defect, (ii) Risk-loving individuals tend to think that their opponent will cooperate with higher probabilities, and (iii) finally, those subjects who believe that the rival will behave rationally are more risk averse than those subjects that believe that the rival will make a mistake, who on average are risk neutral.

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Publisher Info
Paper provided by Centro de Estudios Andaluces in its series Economic Working Papers at Centro de Estudios Andaluces with number E2004/12.

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Length: 13 pages
Date of creation: 2004
Date of revision:
Handle: RePEc:cea:doctra:e2004_12

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Related research
Keywords: Expected utility theory; Risk attitudes; Strategic risk; Prisoners' Dilemma.;

Find related papers by JEL classification:
C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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References listed on IDEAS
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  1. 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!]
  2. Brosig, Jeannette, 2002. "Identifying cooperative behavior: some experimental results in a prisoner's dilemma game," Journal of Economic Behavior & Organization, Elsevier, vol. 47(3), pages 275-290, March. [Downloadable!] (restricted)
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