Imputing risk tolerance from survey responses

DOI10.1198/016214508000000139MaRDI QIDQ3071166zbMATH OpenOpenAlexWikidataFDO

Authors Miles S. Kimball, Claudia R. Sahm, Matthew D. Shapiro

Publication date 1 February 2011

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214508000000139

zbMATH Keywords

interval regressionmeasurement errorordered probit with known boundsproxy variableresponse errorrisk aversionrisk tolerancesurveys

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• Measuring risk aversion
• A test of risk vulnerability in the wider population
• Just who are you calling risk averse?
• Relative risk aversion: what do we know?
• Estimating risk attitudes using lotteries: a large sample approach

Cited in

(8)

• Two birds with one stone: female labor supply, fertility, and market childcare
• Annuity and insurance choice under habit formation
• Risk aversion heterogeneity and the investment-uncertainty relationship
• Implied risk aversion: an alternative rating system for retail structured products
• Two-stage financial risk tolerance assessment using data envelopment analysis
• LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL
• Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle
• Adverse selection, moral hazard and the demand for Medigap insurance

This page was built for publication: Imputing risk tolerance from survey responses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3071166)