Risk and Information Does anyone know of some papers that look at how risk preferences affect demand for information (or related topics about the connection between risk and Information)? I took an information economics class a while ago and misplaced the syllabus.

I can remember that some classical models predicted that higher risk aversion leads to lower consumption for information. My professor remarked that this seemed pretty counter-intuitive, and might be a result of a fundamental mis-specification in modeling information. Thoughts? I'd also be interested in experiments that look at this problem empirically. Thanks!
The classic paper on preferences over the timing of information revelation is Kreps and Porteus (1978). This seems to capture at least a little, if not most, of what you seem to be describing, so you should definitely have a look.

Strzalecki also has a nice paper connecting Kreps-Porteus to the various modern approaches to preferences under ambiguity.