An experimental test for risk aversion

DOI10.1016/0165-1765(86)90111-4zbMath1328.91044OpenAlexW2056858714MaRDI QIDQ899786

Glenn W. Harrison

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90111-4

Mathematics Subject Classification ID

Experimental studies (91A90)

Related Items (6)

Subjective probability weighting and the discovered preference hypothesis ⋮ Ambiguity attitudes, framing, and consistency ⋮ Risk aversion and the Nash solution in stochastic bargaining experiments ⋮ A re-examination of Harrison's experimental test for risk aversion ⋮ Moment Risks: Investment for Self and for a Firm ⋮ Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory

Cites Work

• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Risk Aversion in the Small and in the Large
• A $k$-Sample Model in Order Statistics
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