Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk

B-Tier
Journal: Review of Finance
Year: 2011
Volume: 15
Issue: 4
Pages: 909-927

Authors (2)

David A. Chapman (Boston College) Valery Polkovnichenko (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

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

Abstract

If an individual with expected utility and a reasonable level of wealth rejects a small actuarially favorable gamble, it implies a very high degree of risk aversion. It also predicts (counterfactually) the rejection of more sizable and very attractive bets. If additional background uncertainty affects wealth, this result also applies to non-expected utilities. The authors describe a set of reasonable conditions under which an individual may reject the small bet but accept the large bet, even in the presence of background uncertainty. The two critical assumptions that the authors use are rank-dependent utility and a discrete distribution for background risk. Plausible calibrations can reconcile large/small bet risk attitudes and the empirical evidence on limited stock market participation in the presence of labor income risk. Copyright 2011, Oxford University Press.

Technical Details

RePEc Handle
repec:oup:revfin:v:15:y:2011:i:4:p:909-927
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25