THE EXPERIMENTS AND METHODS OF ELICITING RISK PREFERENCE

カテゴリ: 研究会(論文単位)

論文No: IS10007

グループ名: 【C】電子・情報・システム部門 情報システム研究会

発行日: 2010/04/22

タイトル(英語): THE EXPERIMENTS AND METHODS OF ELICITING RISK PREFERENCE

著者名: Huang Qian(Beijing University of Aeronautics and Astronautics),Shi Xiaojun(Beijing University of Aeronautics and Astronautics)

著者名(英語): Huang Qian(Beijing University of Aeronautics and Astronautics),Shi Xiaojun(Beijing University of Aeronautics and Astronautics)

要約(日本語): Risk aversion is the fundamental element in standard theories of lottery choice, asset valuation, contracts, and financial economics, so it is important to identify and measure individual risk preference. We have summarized some experimental designs and models of eliciting risk preference, and the emphasis is on the controlled experiments with field subjects used iMPL design and the risk aversion estimation jointly with time preference.

原稿種別: 日本語

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