Entrepreneurs are frequently exposed to conditions known to generate high levels of stress (e.g. unpredictable environments, work overload, high levels of responsibility, financial and/or human resource constraints). Thus, it is often proposed that entrepreneurs experience high levels of stress. Attraction-selection-attrition theory, however, (ASA: Schneider, 1987) provides theoretical grounds for predicting that the opposite may be true. Individuals who are attracted to becoming entrepreneurs, who adopt this role and remain in it, may have higher capacity to tolerate stress than persons choosing other careers. Consequently, although entrepreneurs are exposed to many stressors, they may actually experience lower levels of stress compared to other occupational groups.