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首页> 外文期刊>Journal of Economic Behavior & Organization >Can self-assessed financial risk measures explain and predict bank customers' objective financial risk?
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Can self-assessed financial risk measures explain and predict bank customers' objective financial risk?

机译：自我评估的财务风险衡量指标可以解释和预测银行客户的客观财务风险吗？

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摘要

This paper evaluates risk preference measures by contrasting subjective or self-assessed risk with objective risk, as implicated by bank customers' actual portfolio allocation. Using a detailed data set of 7,234 bank customers, we find that subjective risk measures can explain and predict objective risk, but that the relationship is relatively weak. Subjective measures that uses survey questions about the customers' trade-off between risk and return is a better measure than the hypothetical lottery for explaining objective risk. Both measures are relatively weak at predicting objective risk, but perform better than using a naive model. We also find that multiple-item variables are somewhat better than single item variables for explaining objective risk. (C) 2018 Elsevier B.V. All rights reserved.
机译：本文通过将主观或自我评估的风险与客观风险进行对比来评估风险偏好措施，这与银行客户的实际投资组合配置有关。使用包含7,234个银行客户的详细数据集，我们发现主观风险度量可以解释和预测客观风险，但是这种关系相对较弱。使用关于客户在风险和收益之间的权衡取舍的调查问题的主观度量比用于解释客观风险的假设彩票更好。两种方法在预测客观风险方面均相对较弱，但其效果要优于单纯模型。我们还发现，多项目变量在解释客观风险方面比单项目变量要好一些。 （C）2018 Elsevier B.V.保留所有权利。

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