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dc.contributor.authorHaug, Jørgen
dc.contributor.authorHens, Thorsten
dc.contributor.authorWöhrmann, Peter
dc.date.accessioned2013-03-08T09:26:17Z
dc.date.available2013-03-08T09:26:17Z
dc.date.issued2011-06
dc.identifier.urihttp://hdl.handle.net/11250/164171
dc.description.abstractEstimates of agents' risk aversion differ between market studies and experimental studies. We demonstrate that the estimates can be reconciled through consistent treatment of agents' tendency for narrow framing, regarding integration of background wealth as well as across risky outcomes: Risk aversion is similar whenever similar degrees of narrow framing is assumed in either setting.no_NO
dc.language.isoengno_NO
dc.publisherNorwegian School of Economcs. Department of Finance and Management Scienceno_NO
dc.relation.ispartofseriesDiscussion paper;2011:12
dc.subjectrisk aversionno_NO
dc.subjectnarrow framingno_NO
dc.subjectbackground wealthno_NO
dc.subjectlaboratory experimentsno_NO
dc.subjectmarket studiesno_NO
dc.subjectequity premium puzzleno_NO
dc.titleRisk aversion in the large and in the smallno_NO
dc.typeWorking paperno_NO
dc.subject.nsiVDP::Social science: 200::Economics: 210::Business: 213no_NO


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