Testing Efficient Risk Sharing with Heterogeneous Risk Preferences: Comment

S-Tier
Journal: American Economic Review
Year: 2018
Volume: 108
Issue: 10
Pages: 3104-13

Authors (2)

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

Mazzocco and Saini (2012) propose and implement a test of efficient risk sharing that allows for preference heterogeneity. They motivate their approach as yielding different results from those of standard efficiency test with homogeneous preferences. We show that the standard efficiency test results are misreported in their paper and that the correctly reported results do not present as compelling a case for the importance of accounting for heterogeneous preferences.

Technical Details

RePEc Handle
repec:aea:aecrev:v:108:y:2018:i:10:p:3104-13
Journal Field
General
Author Count
2
Added to Database
2026-01-25