The Role of Intuition and Reasoning in Driving Aversion to Risk and Ambiguity

A pretty interesting article I think.
Jeffrey V. Butler (Einaudi Institute for Economics and Finance (EIEF)), Luigi Guiso (European University Institute and EIEF), Tullio Jappelli (University of Naples Federico II, CSEF and CEPR)
URL: http://d.repec.org/n?u=RePEc:sef:csefwp:282&r=upt

Using information on a large sample of retail investors and experimental data we find that risk aversion and risk ambiguity are correlated: individuals who dislike risk also dislike ambiguity. We show that what links these traits is the way people handle decisions. Intuitive thinkers are less averse to risk and less averse to ambiguity than individuals who base their decisions on effortful reasoning. We confirm this finding in a series of experiments. One interpretation of our results is that the high-speed of intuitive thinking puts intuitive thinkers at a comparative advantage in situations involving high risk and ambiguity, making them less averse to both. Consistent with this view we show evidence from the field and from the lab that intuitive thinkers perform better than deliberative thinkers when making decisions in highly ambiguous and risky environments. We also find that attitudes toward risk and ambiguity are related to different individual characteristics and wealth. While the wealthy are less averse to risk, they dislike ambiguity more, a finding that has implications for financial puzzles.

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Dallas Beaufort
Dallas Beaufort
12 years ago

Gut feeling

Dwight Towers
12 years ago

Malcolm Gladwell’s Blink is pretty good, imho.

Also, just read this is Robert Greene’s “The 33 strategies of war”, about the Admiral whom Nelson ignored at the battle of Trafalgar (turning the blind eye thing)

When the Admiralty put its faith in Sir Hyde, it made a classical military error: it entrusted the waging of a war to a man who was careful and methodical. Such men may seem calm, even strong, in times of peace, but their self-control often hides weaknesses: the reason they think things through so carefully is that they are terrified of making a mistake and of what that might mean for them and their career. This doesn’t’ come out until they are tested in battle:suddenly they cannot make a decision. They see problems everywhere and defeat in the smallest setback. They hang back not out of patience but out of fear. Often these moments of hesitation spell their doom.
Page 29-30

Dallas Beaufort
Dallas Beaufort
12 years ago

Swinging while on the fence

Patrick
Patrick
12 years ago

While the wealthy are less averse to risk, they dislike ambiguity more, a finding that has implications for financial puzzles.

Yes, that the rich really are different…or that we should teach kids to gamble on risks they know :)

john walker
john walker
12 years ago

Gödel. No system of representation that can make statements about it self (rules) can ever be complete. The impossible; the generation of new propositions that are both true and mutually exclusive is always a possibility.