Detecting heterogeneous risk attitudes with mixed gambles
DOI10.1007/S11238-015-9484-1zbMATH Open1378.91058OpenAlexW3122202365MaRDI QIDQ905084FDOQ905084
Authors: Luís Santos-Pinto, Adrian Bruhin, José Mata, Thomas Åstebro 
Publication date: 14 January 2016
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: http://doc.rero.ch/record/332132/files/11238_2015_Article_9484.pdf
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finite mixture modelsloss aversionlatent heterogeneityreference-dependenceindividual risk-taking behavior
Applications of statistics to economics (62P20) Decision theory (91B06) Experimental studies (91A90)
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Cited In (8)
- Prospect theory and tax evasion: a reconsideration of the Yitzhaki puzzle
- Lottery- and survey-based risk attitudes linked through a multichoice elicitation task
- Risk and rationality: uncovering heterogeneity in probability distortion
- All at once! A comprehensive and tractable semi-parametric method to elicit prospect theory components
- Varieties of risk preference elicitation
- A censored mixture model for modeling risk taking
- Is it myopia or loss aversion? A study on investment game experiments
- Risk aversion, managerial reputation, and debt-equity conflict
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