Eliciting subjective expectations for bivariate outcomes

Tilman H. Drerup

Journal of Behavioral and Experimental Finance, 2019, vol. 23, issue C, 29-45

Abstract: We propose a method to elicit subjective expectations about the joint distribution of two continuous outcomes. The method relies on a pen and paper exercise and allows for the calculation of arbitrary mixed (e.g., covariance) and marginal moments (e.g., means or standard deviations) of the joint distribution.

Date: 2019
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:beexfi:v:23:y:2019:i:c:p:29-45

DOI: 10.1016/j.jbef.2019.05.002

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