Risk aversion in the small and in the large: Calibration results for betweenness functionals

Zvi Safra, Uzi Segal*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

A reasonable level of risk aversion with respect to small gambles leads to a high, and absurd, level of risk aversion with respect to large gambles. This was demonstrated by Rabin (Econometrica 68:1281-1292, 2000) for expected utility theory. Later, Safra and Segal (Econometrica, 2008) extended this result by showing that similar arguments apply to many non-expected utility theories, provided they are Gâteaux differentiable. In this paper we drop the differentiability assumption and by restricting attention to betweenness theories we show that much weaker conditions are sufficient for the derivation of similar calibration results.

Original languageEnglish
Pages (from-to)27-37
Number of pages11
JournalJournal of Risk and Uncertainty
Volume38
Issue number1
DOIs
StatePublished - Feb 2009

Keywords

  • Betweenness functionals
  • Calibration results
  • Risk aversion

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