Temporal stability of estimates of risk aversion

Estimates of risk aversion can be obtained from controlled laboratory experiments. The temporal stability of those preferences is assumed in many applications. This assumption is tested by eliciting risk aversion measures from subjects at two distinct times. Evidence consistent with the stability assumption is found.

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Year of publication:	2005
Authors:	Harrison, Glenn W. ; Johnson, Eric ; McInnes, Melayne M. ; Rutström, E. Elisabet
Published in:	Applied Financial Economics Letters. - Taylor and Francis Journals, ISSN 1744-6546. - Vol. 1.2005, 1, p. 31-35
Publisher:	Taylor and Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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