风险溢价度量的一致性

Consistency of risk premium measures

Agricultural Economics · 2005
被引 32
人大 A-

中文导读

通过一系列样本内实验,从农业生产者中获取风险溢价度量,发现不同情境和不同诱导方法下的度量之间缺乏一致性,表明潜在风险偏好并不一致,凸显了预期效用理论和风险测量的困难。

Abstract

Abstract This research uses the results of a series of within‐sample experiments to elicit risk premium measures from agricultural producers. Results show that there is little consistency between measures in different contexts and using different elicitation methods, suggesting that underlying risk preferences are not consistent. These results highlight some of the difficulty with expected utility theory and risk measurement.

风险溢价测度风险偏好农业经营者实验诱导方法