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	Provedor de dados 31 (4) Autor Garcia, Philip (2) Mattos, Fabio (2) Bluffstone, Randall (1) Ehmke, Mariah D. (1) Morgan, Kari (1) Pennings, Joost M.E. (1) Schroeter, Christiane (1) Warziniack, Travis (1) Yesuf, Mahmud (1) Mais... Palavra-chave Loss aversion (4) Agribusiness (2) Agricultural Finance (2) Futures (2) House-money effect (2) Options (2) Research Methods/ Statistical Methods (2) Risk and Uncertainty (2) Carrot stick (1) Child obesity (1) Consumer/Household Economics (1) D01 (1) D63 (1) Demand and Price Analysis (1) Discount rate (1) Ethiopian farm households (1) Experimental studies (1) Farm Management (1) Financial Economics (1) Food Consumption/Nutrition/Food Safety (1) Mais... Tipo do documento Conference Paper or Presentation (2) Journal Article (1) Working or Discussion Paper (1) Ano 2009 (1) 2008 (2) 2007 (1) País United States (4) Idioma Inglês (4)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 4 Primeira ... 1 ... Última The Effect of Prior Gains and Losses on Current Risk-Taking Using Quantile Regression 31 Mattos, Fabio; Garcia, Philip. This paper investigates the dynamics of sequential decision-making in agricultural futures and options markets using a quantile regression framework. Analysis of trading records of 12 traders suggests that there is great heterogeneity in individual trading behavior. Traders respond differently to prior profits depending on how much risk their portfolios are carrying. In general, no significant response is found at average and below-average levels of risk, but response can become large and significant at above-average levels of risk. These results are consistent with studies which argued that behavior may be uneven under different circumstances, and calls into question the adoption of conditional mean framework to investigate trading behavior. Focusing the... Tipo: Conference Paper or Presentation Palavras-chave: Loss aversion; House-money effect; Quantile regression; Futures; Options; Agribusiness; Agricultural Finance; Consumer/Household Economics; Demand and Price Analysis; Farm Management; Financial Economics; Marketing; Research Methods/ Statistical Methods; Risk and Uncertainty. Ano: 2009 URL: http://purl.umn.edu/53035 Dynamic Decision Making in Agricultural Futures and Options Markets 31 Mattos, Fabio; Garcia, Philip; Pennings, Joost M.E.. This paper investigates the dynamics of sequential decision-making in agricultural futures and options markets. Analysis of trading records of 12 traders identified considerable heterogeneity in individual dynamic trading behavior. Using risk measures derived from the deltas and vegas of trader’s portfolios, we find nearly half the traders behavior is consistent with a house-money effect and the other half with loss aversion. These findings correspond closely to expected behavior inferred from elicited utility and probability weighting functions. The results call into question more aggregate findings that discount probability weighting to develop risk measures which support the notion of more uniform, less heterogeneous, behavior. Understanding behavior in... Tipo: Conference Paper or Presentation Palavras-chave: Loss aversion; House-money effect; Futures; Options; Agricultural Finance. Ano: 2008 URL: http://purl.umn.edu/37605 Applying Experimental Economics to Obesity in the Family Household 31 Ehmke, Mariah D.; Warziniack, Travis; Schroeter, Christiane; Morgan, Kari. The objective of this study is to identify experimental economic tools that can be employed to explain the role of economic behavior in overweight and obesity in the household. We identify three economic experiments that can be used to understand how parent-child economic relationships relate to obesity. Loss aversion experiments are discussed as a tool to understand challenges some individuals face in achieving a healthy diet. Finally, testbed experiments are introduced as a means to test and understand new policies and incentives for better health at the household level. Tipo: Journal Article Palavras-chave: Carrot stick; Child obesity; Discount rate; Generosity; Loss aversion; Parent-child; Punishment; Trust; Agribusiness; Food Consumption/Nutrition/Food Safety; Research Methods/ Statistical Methods; I19; Q18; D01; D63. Ano: 2008 URL: http://purl.umn.edu/47198 Risk Aversion in Low Income Countries Experimental Evidence from Ethiopia 31 Yesuf, Mahmud; Bluffstone, Randall. Production systems in low-income developing countries are generally poorly diversified, focusing on rainfed staple crop production and raising livestock. These activities are inherently risky and investment and production decisions by farm households are therefore made within environments that are affected by risk. Because of poorly developed or absent credit and insurance markets it is difficult to pass any of these risks to a third party. As a result, it is often found that even when the expected net return is high, households are reluctant to adopt new agricultural technologies when they involve risk. Better understanding risk behavior will be essential for identifying appropriate farm-level strategies for adaptation to climate change by low-income... Tipo: Working or Discussion Paper Palavras-chave: Ethiopian farm households; Experimental studies; Loss aversion; Risk aversion; Risk and Uncertainty. Ano: 2007 URL: http://purl.umn.edu/42398 Registros recuperados: 4 Primeira ... 1 ... Última

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