El panel de loterías como tarea no paramétrica para la obtención de la actitud frente al riesgo
DOI:
https://doi.org/10.3989/ris.2011.07.1APalabras clave:
Aversión al riesgo, Loterías, Tests psicométricos, Toma de decisionesResumen
En este trabajo proponemos una tarea sencilla que permite obtener la actitud frente a la toma de riesgo monetario, y que llamaremos tarea Sabater-Grande y Georgantzís (SGG) de riesgo. Esta tarea consiste en una serie de loterías construidas para compensar las opciones de mayor riesgo con un mayor retorno. Utilizando la técnica de componentes principales, encontramos que la tarea SGG es capaz de capturar dos dimensiones de la toma de decisiones individuales: por un lado, la voluntad promedio de los sujetos de elegir proyectos arriesgados y, por otro, su sensibilidad hacia las variaciones en el retorno por riesgo. Presentamos los resultados de una gran muestra de datos obtenidos a partir de la implementación de la tarea SGG, y discutimos las regularidades y la conveniencia de su bidimensionalidad tanto para describir el comportamiento en condiciones de incertidumbre como para explicar el comportamiento humano en otros contextos.
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