In most contexts, the word “risk” carries a negative connotation. However, in business and investment settings, it is not always perceived negatively. In this paper, we use the classic Asian disease problem and an investment scenario to examine the preferred choices of the general population versus specific groups: individuals with a high willingness to share personal data online, entrepreneurs, and the self-employed, compared to the average employee or citizen. The Asian Disease Problem involves a disease—an inherently negative event—but it can be framed either positively (as a gain) or negatively (as a loss). We recruited participants from a national population. Our analysis explores when the outcomes align with prospect theory and when they do not. We distinguish between the Asian Disease A (gain frame) and Asian Disease B (loss frame), as well as Investment Choice 1 (gain frame) and Investment Choice 2 (loss frame). Our findings indicate that the gain frame predicts the expected risk-seeking versus risk-averse behavior more frequently compared to the loss frame.