主 题：Exploring the Intensity of Higher-Order Risk Attitudes

主讲人: 赵琳（西南财经大学工商管理第一版主网 教授）

时 间：2021-04-23 10:00

地 点：明商0301室

语 言：中文

讲座摘要：

Risk apportionment is the standard method for identifying higher order risk preferences.

However, previous theoretical work only provides for identifying the sign of such risk attitudes. This paper provides a theoretical basis for using risk apportionment to measure the intensity of risk attitudes of any arbitrary order; develops a simple, systematic, generalizable procedure for capturing relative and absolute nth order risk attitudes; and reports the results of a laboratory experiment implementing the procedure. The participants exhibit a wide range of risk intensities spanning risk neutrality, prudent neutrality and temperance neutrality, casting doubt on the applicability of commonly assumed preference models.

主讲人简介：                                                   

赵琳，西南财经大学工商管理第一版主网 教授，研究领域为行为经济学、决策分析、风险管理。主持青年基金、面上基金等，研究成果发表在Management Science，European Journal of Operational Research，Journal of Risk and Insurance，Journal of Financial Services Research，Insurance: Mathematics and Economics等期刊。现担任Management Science决策分析领域Associate Editor、Decision Sciences Journal的Editorial Reviewer。曾获2020年第五届系统科学与系统工程青年科技奖等。

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