Time, utility, risk aversion: how important is the role played by the Decision Maker?
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Publication:2997971
DOI10.1080/09720510.2010.10701514zbMATH Open1211.91092OpenAlexW2001124024MaRDI QIDQ2997971FDOQ2997971
Authors: Paola Ferretti 
Publication date: 10 May 2011
Published in: Journal of Statistics and Management Systems (Search for Journal in Brave)
Full work available at URL: http://www.connectjournals.com/file_html_pdf/867805H_jsms451_961-978a.pdf
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- Temporal risk and the nature of induced preferences
- Commonalities in time and ambiguity aversion for long-term risks
- Risk in a simple temporal framework for expected utility theory and for SKAT, the stages of knowledge ahead theory
- Weighted temporal utility
- Decision making when things are only a matter of time
- Disentangling intertemporal substitution and risk aversion under the expected utility theorem
- Time Dependent Relative Risk Aversion
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