Estimating Risk Attitudes using Lotteries: A Large Sample Approach

Journal of Risk and Uncertainty

Volumn 22, Issue 2, 2001, Pages 165-195

  Donkers, Bas ^a   Melenberg, Bertrand ^b   Van Soest, Arthur ^b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

Non expected utility; Risk aversion; Semiparametric estimation

Indexed keywords

EID: 0035611744     PISSN: 08955646     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1011109625844     Document Type: Article

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