Temporal stability of risk preference measures

We examine the temporal stability of risk preference measures obtained by different elicitation methods in a controlled laboratory experiment at two distinct times. Our results indicate remarkable temporal stability of risk measures at the aggregated level and temporal instability at the individual level. We control for the impact of, first, personality traits, and second, performance realized in a market game. When better market performers demonstrate more stable risk preferences, the impact of personality traits is marginal.

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Source https://shs.hal.science/halshs-00768437
Author Straznicka, Katerina
Maintainer CCSD
Last Updated May 29, 2026, 15:22 (UTC)
Created May 29, 2026, 15:22 (UTC)
Identifier halshs-00768437
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Groupe d'Analyse et de Théorie Economique Lyon - Saint-Etienne (GATE Lyon Saint-Étienne) ; École normale supérieure de Lyon (ENS de Lyon) ; Université de Lyon-Université de Lyon-Université Lumière - Lyon 2 (UL2)-Université Claude Bernard Lyon 1 (UCBL) ; Université de Lyon-Université Jean Monnet - Saint-Étienne (UJM) ; Université Jean Monnet (EPSCPE) (UJM EPE)-Université Jean Monnet (EPSCPE) (UJM EPE)-Centre National de la Recherche Scientifique (CNRS)
creator Straznicka, Katerina
date 2012-12-21T00:00:00
harvest_object_id 6c125970-aecb-456d-8795-0c3ce4995d5d
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-04-23T00:00:00
set_spec type:UNDEFINED