Note on intertemporal preference with loss aversion

DOI10.1016/J.MATHSOCSCI.2025.102469MaRDI QIDQ6890759zbMATH OpenFDO

Authors Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo

Publication date 2 December 2025

Published in Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.MATHSOCSCI.2025.102469

zbMATH Keywords

intertemporal loss aversionintertemporal preferencelocal loss aversion

Mathematics Subject Classification ID

Individual preferences (91B08) Utility theory (91B16)

Cites work

• A model of reference-dependent preferences
• A tractable method to measure utility and loss aversion under prospect theory
• Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living
• Intertemporal preference with loss aversion: consumption and risk-attitude
• Optimal Consumption and Portfolio Rules with Durability and Local Substitution
• Optimal consumption choice with intolerance for declining standard of living
• Optimal Growth with Intertemporally Dependent Preferences
• Portfolio selection with consumption ratcheting

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