Linking measured risk aversion to individual characteristics

被引：262
作者：
Hartog, J
Ferrer-i-Carbonell, A
Jonker, N
机构：
[1] Univ Amsterdam, Fac Econ & Econometr, NL-1018 WB Amsterdam, Netherlands
[2] Univ Amsterdam, Tinbergen Inst, NL-1018 WB Amsterdam, Netherlands
[3] Univ Amsterdam, Amsterdan Econ, NL-1018 WB Amsterdam, Netherlands
来源：
KYKLOS | 2002年 / 55卷 / 01期
关键词：
D O I：
10.1111/1467-6435.00175
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
From the stated price of a specified lottery in three unrelated surveys we deduce individuals' Arrow-Pratt measure of risk aversion. We find that risk aversion indeed falls with income and wealth. Entrepreneurs are less risk averse than employees, civil servants are more risk averse than private sector employees, and women are more risk averse than men. A simple lottery question appears a promising survey instrument to explore risk attitude and its relation to personal characteristics.
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页码：3 / 26
页数：24
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