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Lybbert, Travis J. - In: Applied economics letters 14 (2007) 4/6, pp. 389-394

Persistent link: https://www.econbiz.de/10003469392

Estimating risk preferences in the presence of bifrucated wealth dynamics : can we identify static risk aversion amidst dynamic risk responses?

Lybbert, Travis J.; Just, David; Barrett, Christopher B. - In: European review of agricultural economics : ERAE 40 (2013) 2, pp. 361-377

Persistent link: https://www.econbiz.de/10009734026

Consumption versus asset smoothing : testing the implications of poverty trap theory in Burkina Faso

Carter, Michael R.; Lybbert, Travis J. - In: Journal of development economics 99 (2012) 2, pp. 255-264

Persistent link: https://www.econbiz.de/10009688059

Stochastic wealth dynamics and risk management among a poor population

Lybbert, Travis J.; Barrett, Christopher B.; Desta, Solomon - In: The economic journal : the journal of the Royal … 114 (2004) 498, pp. 750-777

Persistent link: https://www.econbiz.de/10002348563

Risk-taking behavior in the presence of nonconvex asset dynamics

Lybbert, Travis J.; Barrett, Christopher B. - In: Economic inquiry : journal of the Western Economic … 49 (2011) 4, pp. 982-988

Persistent link: https://www.econbiz.de/10009354654

Poverty, aspirations, and the economics of hope

Lybbert, Travis J.; Wydick, Bruce - In: Economic development and cultural change 66 (2018) 4, pp. 709-753

Persistent link: https://www.econbiz.de/10011898757

Intrahousehold preference heterogeneity and demand for labor-saving agricultural technology

Gulati, Kajal; Ward, Patrick; Lybbert, Travis J.; … - In: American journal of agricultural economics 106 (2024) 2, pp. 684-711

Persistent link: https://www.econbiz.de/10014545162

On the economic value of signals

Bagh, Adib; Kusunose, Yoko - In: The B.E. journal of theoretical economics 20 (2020) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012170679

Estimating Risk Preferences in the Presence of Bifurcated Wealth Dynamics : Do We Misattribute Dynamic Risk Responses to Static Risk Aversion?

Lybbert, Travis J. - 2011

Estimating risk preferences is tricky because controlling for confounding factors is difficult. Omitting or imperfectly controlling for these factors can attribute too much observable behavior to risk aversion and bias estimated preferences. Agents often modify risky decisions in response to...

Persistent link: https://www.econbiz.de/10013125024

Estimating Risk Preferences in the Presence of Bifurcated Wealth Dynamics : Can We Identify Static Risk Aversion Amidst Dynamic Risk Responses?

Lybbert, Travis J. - 2015

Estimating risk preferences is tricky because controlling for confounding factors is difficult. Omitting or imperfectly controlling for these factors can attribute too much observable behaviour to risk aversion and bias estimated preferences. Agents often modify risky decisions in response to...

Persistent link: https://www.econbiz.de/10013019059