This paper examines risk in terms of climate change, possibly not recent enough for your purposes but I do like the discussion on social preferences and discount rates ... link is http://oxrep.oxfordjournals.org/content/24/2/280.full.pdf+html and citation is Brekke KA, Johansson-Stenman O (2008) The behavioural economics of climate change. Oxford Review of Economic Policy 24:280-297
You could try this: http://www.nature.com/neuro/journal/v11/n4/full/nn2062.html
This paper is about the neuroeconomic aspects of decision making under risk conditions. Although it isn't very recent, it offers a good overview about this issue not only from a neurocognitive perspective.
"Cognition" is a cultural myth. Do other animals use "cognition" to behave? Neuroeconomics is a big, biologically and medically false, dead end. Sadly...much more hard work to do ahead on the very basics of brain > behavior - starting with "lower" animal forms, of course. Likely decades of work...
The topic is so broad that I guess it is very difficult to embark on comprehensive reviews.
For partial (good) insights I would suggest the following:
Holt, C. A., & Laury, S. K. (2002). Risk aversion and incentive effects. American economic review, 92(5), 1644-1655.
Zaleskiewicz, T. (2001). Beyond risk seeking and risk aversion: Personality and the dual nature of economic risk taking. European journal of personality, 15(S1), S105-S122.
Eckel, C. C., & Grossman, P. J. (2008). Men, women and risk aversion: Experimental evidence. Handbook of experimental economics results, 1, 1061-1073.
Huettel, S. A., Stowe, C. J., Gordon, E. M., Warner, B. T., & Platt, M. L. (2006). Neural signatures of economic preferences for risk and ambiguity. Neuron, 49(5), 765-775.
Beauchamp, J. P., Benjamin, D. J., Chabris, C. F., & Laibson, D. I. (2012). How malleable are risk preferences and loss aversion. Harvard University Mimeo.
Thanks for your question. In my recent review of the literature, I found that Loomes and Pogrebna (2014) was a very good review and very much up-to-date with how (or whether) we should be looking to measure risk preferences in human subjects. Hope you find it useful!
Citation: Loomes, G., & Pogrebna, G. (2014). Measuring individual risk attitudes when preferences are imprecise. The Economic Journal, 124(576), 569-593.
"Consciousness is unobservable except by introspection, [and self-reports using everyday language] and attributing it to others requires a certain degree of faith in unprovable assumptions." Joe LeDoux
Without a medical fact of consciousness the whole BE/cognitive set of models are false. There can be no "decision making."
Economists are not train neurologists and neurologists are not trained economists. One is based on medical facts the other on cultural beliefs.
I would suggest, Sabater-Grande, G., Georgantzis, N. 2002. "Accounting for risk aversion in repeated prisoners’ dilemma games: An experimental test". Journal of Economic Behavior & Organization 48 (1): 37-50.
Richard Thaler's new 2015 book entitled:Misbehaving; provides an insider view of the "makers & shakers" of behavioral economics, and chronicles the emergence of this new subfield in economics. In particular the references at the end of the book provides extensive citations of works in behavioral economics. In particular those that relate to section VI of the book relating to finance.
Next best option is to peruse the publications of Nicholas Barberis on behavioral finance, or read his 2002 survey of the field- very much cited.
Thaler's 1999 piece on "the end of behavioral finance" and his wish list for future research to focus on corporate finance:
I found this paper thought-provoking ... I hope it is helpful for your needs. ROBINSON, L. A. & HAMMITT, J. K. 2011. Behavioral Economics and Regulatory Analysis. Risk Analysis, 31, 1408-1422. doi:10.1111/j.1539-6924.2011.01661.x
I also enjoy the writings of Dan Ariely on behavioural economics