A note on proper scoring rules and risk aversion

Alexander Peysakhovich, Mikkel Plagborg-Møller

Research output: Contribution to journalArticlepeer-review

1 Scopus citations


When risk averse forecasters are presented with risk neutral proper scoring rules, they report probabilities whose ratios are shaded towards 1. If elicited probabilities are used as inputs to decision-making, naive elicitors may violate first-order stochastic dominance.

Original languageEnglish (US)
Pages (from-to)357-361
Number of pages5
JournalEconomics Letters
Issue number1
StatePublished - Oct 2012
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Finance
  • Economics and Econometrics


  • Decision-making
  • Risk aversion
  • Scoring rules


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