I recently found an interesting article about MBTI type and risk tolerance.
Some things I expected to see were there, like ENTPs tend to take the most risks (ISTJs and ISFJs don't), but there was also some other stuff that surprised me.
Here's where I got the article from: "Risk Aversion and Personality Type" Filbeck, Greg; Hatfield, Patricia; Horvath, Philip; Journal of Behavioral Finance; vol.6(4); 2005. pp.170-180
"Consistent with our hypothesis, we find that individuals with a preference for thinking, T, tend to be more risk-tolerant than those with a preference for feeling (F), with regard to both skew and variance. Furthermore, individuals with a slight preference for thinking (T) are almost as risk averse as those with a very clear preference for feeling (F). Risk tolerance diminishes rapidly as the MBTI scores move from a very clear preference for thinking (T) to a slight preference for thinking (T), which reflects the non-linearity of the relationships.
The judging (J)-perceiving (P) dimension of personality is significant and non-linear in explaining risk tolerance. However, contrary to our hypothesis, we find that individuals with a preference for judging (J) tended to be able to tolerate much more variance than those with a preference for perceiving (P). However, judging-perceiving differences in personality do not appear to make a difference in regard to skew preferences.
Likewise, we find that individuals with a preference for sensing (S) are willing to tolerate more upside or downside potential than those with a preference for intuition (S). The sensing-intuition dimension did not indicate any differences with regard to risk tolerance as measured by variance. Finally, we find that preferences for introversion (I) or extraversion (E) did not have significant impact on individual risk tolerance.