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Extremely important skill that the modern entrepreneur should demonstrate in face of events that are beyond his control is effectiveness in dealing with risk. Although most definitions of entrepreneurship lead to a conclusion that it involves a tendency to take risks, business practice shows that due to motivation for accomplishment company owners do not always adopt an active attitude towards risk as a phenomenon of uncertainty. This article contains a study which presents the motives behind self-employment of persons representing three sectors. The first part talks about the definition of a risk. Next parts show factors that determine person’s ability to act in risky conditions. The last part of the article presents the results of empirical research conducted in the first and second quarter of 2014 to assess whether the owners of companies in Czestochowa tend to take risks.