Varieties of risk preference elicitation
From MaRDI portal
Recommendations
Cites work
- `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
- scientific article; zbMATH DE number 52749 (Why is no real title available?)
- Investigating Generalizations of Expected Utility Theory Using Experimental Data
- Just who are you calling risk averse?
- Nonparametric comparative revealed risk aversion
- Response mode and stochastic choice together explain preference reversals
- Significance Testing of the Spearman Rank Correlation Coefficient
- Stronger utility
Cited in
(20)- Domain-specific risk preference and cognitive ability
- Risk preferences over simple and compound public lotteries
- The relevance of irrelevant alternatives
- Math skills and risk attitudes
- On the stability of risk preferences: measurement matters
- Cognitive ability and risk preferences in a developing nation: findings from the field
- Pure rank preferences and variation in risk-taking behavior
- Multiple-switching behavior in choice-list elicitation of risk preference
- Individual Choice from a Convex Lottery Set: Experimental Evidence
- Different Kinds of Risk
- Risk aversion for variational and multiple-prior preferences
- Risk presentation and portfolio choice
- All over the map: A worldwide comparison of risk preferences
- Eliciting risk preferences using choice lists
- Eliciting risk preferences and elasticity of substitution
- Risk aversion elicitation: reconciling tractability and bias minimization
- Hidden in plain sight: payoffs, probability, space, and time in isomorphic tasks
- Sleepiness, choice consistency, and risk preferences
- Motives for delegating financial decisions
- Noise and bias in eliciting preferences
This page was built for publication: Varieties of risk preference elicitation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2673206)