An experimental test for risk aversion
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Publication:899786
DOI10.1016/0165-1765(86)90111-4zbMATH Open1328.91044OpenAlexW2056858714MaRDI QIDQ899786FDOQ899786
Publication date: 1 January 2016
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(86)90111-4
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Cites Work
- A $k$-Sample Model in Order Statistics
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- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Risk Aversion in the Small and in the Large
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Cited In (16)
- Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
- Measuring risk aversion
- A test for risk-averse expected utility
- Investigating risky choices over losses using experimental data
- Moment Risks: Investment for Self and for a Firm
- Individual Choice from a Convex Lottery Set: Experimental Evidence
- Does risk aversion or attraction depend on income? An experiment
- Testing for risk aversion: A stochastic dominance approach
- Subjective probability weighting and the discovered preference hypothesis
- Risk aversion and the Nash solution in stochastic bargaining experiments
- A re-examination of Harrison's experimental test for risk aversion
- Ambiguity attitudes, framing, and consistency
- The emergence and maintenance of cooperation in the public goods game under stochastic strategy updating rule with preference
- A test of risk vulnerability in the wider population
- Naturally Occurring Preferences and Exogenous Laboratory Experiments: A Case Study of Risk Aversion
- No Guts, No Glory: An Experiment on Excessive Risk-Taking
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