Exploring the consistency of higher order risk preferences

DOI10.1111/IERE.12424MaRDI QIDQ3299178zbMATH OpenOpenAlexWikidataFDO

Authors Alexander Haering, Timo Heinrich, Thomas Mayrhofer

Publication date 17 July 2020

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/157630, https://onlinelibrary.wiley.com/doi/pdfdirect/10.1111/iere.12424?download=true

zbMATH Keywords

framing effecthigher order risk preferenceslotteries

Mathematics Subject Classification ID

Experimental work for problems pertaining to game theory, economics, and finance (91-05) Risk models (general) (91B05)

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Cited in

(14)

• Revisiting risk aversion: can risk preferences change with experience?
• Stronger measures of higher-order risk attitudes
• On the stability of risk preferences: measurement matters
• Framing effects on the strength of higher-order risk preferences
• Choice consistency and strength of preference
• Pure rank preferences and variation in risk-taking behavior
• Cross-cultural differences in risk perception, but cross-cultural similarities in attitudes towards perceived risk
• Consistency of higher order risk preferences
• All over the map: A worldwide comparison of risk preferences
• Structural estimation of higher order risk preferences
• Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: a buy-and-hold backtesting strategy
• Self-protection under Nth-degree risk increase of random unit cost
• Agency theory and higher-order risk changes
• Explaining satisficing through risk aversion

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