Exploring Higher Order Risk Effects

S-Tier
Journal: Review of Economic Studies
Year: 2010
Volume: 77
Issue: 4
Pages: 1403-1420

Authors (2)

Cary Deck (not in RePEc) Harris Schlesinger

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

Precautionary saving has been linked to the property of prudence, and the property of temperance has been used to show how the presence of an unavoidable risk affects one's behaviour towards a second risk. These two higher order risk effects also play key roles in aversion to negative skewness and to kurtosis, respectively. This article presents a laboratory experiment to determine whether subjects are prudent and/or temperate. The experiment is based upon preferences over lottery pairs in simple 50-50 gambles. Subjects are asked in which of two states of nature they would prefer to receive a zero-mean gamble. For prudence, the choices are between a lower and higher wealth outcome. For temperance, the choices are between a state with no other risk and a state with a second (independent) risk. The results show behavioural evidence for prudence, but they also show evidence of intemperate behaviour. Implications of these results for both expected-utility and non-expected-utility models are examined. Copyright , Wiley-Blackwell.

Technical Details

RePEc Handle
repec:oup:restud:v:77:y:2010:i:4:p:1403-1420
Journal Field
General
Author Count
2
Added to Database
2026-01-25