Survey measures of risk aversion and prudence

C-Tier
Journal: Applied Economics
Year: 2003
Volume: 35
Issue: 13
Pages: 1477-1484

Authors (2)

Joseph Eisenhauer (not in RePEc) Luigi Ventura ("Sapienza" Università di Roma)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper utilizes a thought experiment conducted by the Bank of Italy to estimate absolute and relative risk aversion along with absolute and relative prudence for a broad cross-section of Italian households. Upper and lower bounds are calculated for each parameter, and comparisons are made across socio-demographic groups. Evidence is found of decreasing absolute risk aversion, decreasing absolute prudence, increasing relative risk aversion, and increasing relative prudence.

Technical Details

RePEc Handle
repec:taf:applec:v:35:y:2003:i:13:p:1477-1484
Journal Field
General
Author Count
2
Added to Database
2026-01-29