English

Background risk and small-stakes risk aversion

Theoretical Economics 2021-03-09 v2

Abstract

We show that under plausible levels of background risk, no theory of choice under risk -- such as expected utility theory, prospect theory, or rank dependent utility -- can simultaneously satisfy the following three economic postulates: (i) Decision makers are risk-averse over small gambles, (ii) they respect stochastic dominance, and (iii) they account for background risk.

Keywords

Cite

@article{arxiv.2010.08033,
  title  = {Background risk and small-stakes risk aversion},
  author = {Xiaosheng Mu and Luciano Pomatto and Philipp Strack and Omer Tamuz},
  journal= {arXiv preprint arXiv:2010.08033},
  year   = {2021}
}
R2 v1 2026-06-23T19:23:19.730Z