On the consistency of the individual behavior when facing higher-order risk attitudes
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Otros documentos de la autoría: Colasante, Annarita; García-Segarra, Jaume; RICCETTI, LUCA; Russo, Alberto
Metadatos
Mostrar el registro completo del ítemcomunitat-uji-handle:10234/9
comunitat-uji-handle2:10234/8643
comunitat-uji-handle3:10234/8644
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Título
On the consistency of the individual behavior when facing higher-order risk attitudesFecha de publicación
2022-08-27Editor
Elsevier Inc.ISSN
1544-6123Cita bibliográfica
Colasante, A., García-Segarra, J., Riccetti, L., & Russo, A. (2022). On the consistency of the individual behavior when facing higher-order risk attitudes. Finance Research Letters, 50Tipo de documento
info:eu-repo/semantics/articleVersión
info:eu-repo/semantics/publishedVersionPalabras clave / Materias
Resumen
We propose and analyze three procedures to elicit participants’ behavior regarding their higherorder risk attitudes. Our procedures relax the rigidity of having to choose among only two
alternatives (as usual in the ... [+]
We propose and analyze three procedures to elicit participants’ behavior regarding their higherorder risk attitudes. Our procedures relax the rigidity of having to choose among only two
alternatives (as usual in the literature), and allow for choosing a third or even a fourth
alternative. This way, the remaining choices for the two original alternatives carry lower levels
of noise, i.e., lower randomness in behavior from the subjects without a strong preference in the
binary setting, that are forced to choose among only two alternatives. Although the proposed
procedures only filter out a small proportion of the choices, the effect on the consistency of the
individual behavior across moments is highly significant [-]
Publicado en
Finance Research Letters, Vol. 50 (decembre 2022)Entidad financiadora
Universitat Jaume I | Generalitat Valenciana
Código del proyecto o subvención
UJI-B2020-16 | AICO/2021/005
Derechos de acceso
© 2022 The Authors. Published by Elsevier Inc
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
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