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Temporal stability of risk preference measures

Abstract : We examine the temporal stability of risk preference measures obtained by different elicitation methods in a controlled laboratory experiment at two distinct times. Our results indicate remarkable temporal stability of risk measures at the aggregated level and temporal instability at the individual level. We control for the impact of, first, personality traits, and second, performance realized in a market game. When better market performers demonstrate more stable risk preferences, the impact of personality traits is marginal.
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Submitted on : Friday, December 21, 2012 - 2:34:05 PM
Last modification on : Thursday, November 26, 2020 - 12:06:05 PM
Long-term archiving on: : Sunday, December 18, 2016 - 8:10:18 AM


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  • HAL Id : halshs-00768437, version 1


Katerina Straznicka. Temporal stability of risk preference measures. 2012. ⟨halshs-00768437⟩



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