The Reflection Effect for Higher-Order Risk Preferences

A-Tier
Journal: Review of Economics and Statistics
Year: 2022
Volume: 104
Issue: 4
Pages: 705-717

Authors (2)

Han Bleichrodt (Universidad de Alicante) Paul van Bruggen (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

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

Abstract

Higher-order risk preferences are important determinants of economic behavior. We apply insights from behavioral economics: we measure higher-order risk preferences for pure gains and losses. We find a reflection effect not only for second-order risk preferences, as did Kahneman and Tversky (1979), but also for higher-order risk preferences: we find risk aversion, prudence and intemperance for gains and much more risk-loving preferences, imprudence and temperance for losses. These findings are at odds with a universal preference for combining good with bad or good with good, which previous results suggest may underlie higher-order risk preferences.

Technical Details

RePEc Handle
repec:tpr:restat:v:104:y:2022:i:4:p:705-717
Journal Field
General
Author Count
2
Added to Database
2026-01-24