Temporal Stability of Risk Preference Measures

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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Year of publication:	2013
Authors:	Straznicka, Katerina
Publisher:	[2013]: [S.l.] : SSRN
Subject:	Risikopräferenz \| Risk attitude \| Messung \| Measurement \| Theorie \| Theory

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