{"title":"大风险和小风险的规避","authors":"Jørgen Haug, T. Hens, Peter Wohrmann","doi":"10.2139/ssrn.1876529","DOIUrl":null,"url":null,"abstract":"Estimates of agents’ risk aversion differ between market studies and experimental studies. We demonstrate that these estimates can be reconciled through consistent treatment of agents’ propensity for narrow framing.","PeriodicalId":406145,"journal":{"name":"ERN: Criteria for Decision-Making under Risk & Uncertainty (Topic)","volume":"68 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-06-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"28","resultStr":"{\"title\":\"Risk Aversion in the Large and in the Small\",\"authors\":\"Jørgen Haug, T. Hens, Peter Wohrmann\",\"doi\":\"10.2139/ssrn.1876529\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Estimates of agents’ risk aversion differ between market studies and experimental studies. We demonstrate that these estimates can be reconciled through consistent treatment of agents’ propensity for narrow framing.\",\"PeriodicalId\":406145,\"journal\":{\"name\":\"ERN: Criteria for Decision-Making under Risk & Uncertainty (Topic)\",\"volume\":\"68 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2011-06-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"28\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Criteria for Decision-Making under Risk & Uncertainty (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.1876529\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Criteria for Decision-Making under Risk & Uncertainty (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.1876529","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Estimates of agents’ risk aversion differ between market studies and experimental studies. We demonstrate that these estimates can be reconciled through consistent treatment of agents’ propensity for narrow framing.