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peter_hurford comments on Should we go all in on existential risk? - Considering Effective Altruism - Less Wrong Discussion
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But presumably you're risk-neutral to altruism, but not risk-neutral for your own personal finances.
I don't see being risk-neutral with respect to altruism as obvious. If it turns out that you misallocated your charity dollars, you have incurred opportunity costs. In general, people are nor risk-neutral with respect to things they care about.
Well, you're probably less risk averse with regard to altruism. I imagine most people would still be upset to see the charity they've been donating to for years go under.