Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
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Publication:582184
DOI10.1016/0022-0531(90)90085-XzbMath0689.90007OpenAlexW2084633966MaRDI QIDQ582184
Larry G. Epstein, Soo Hong Chew
Publication date: 1990
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(90)90085-x
Related Items (15)
A strong (Ross) characterization of multivariate risk aversion ⋮ Time and risk ⋮ Static and dynamic quantile preferences ⋮ Subjective recursive expected utility ⋮ Tail Optimality and Preferences Consistency for Intertemporal Optimization Problems ⋮ Decisions under risk and uncertainty: A survey of recent developments ⋮ Towards a more precise decision framework. A separation of the negative utility of chance from diminishing marginal utility and the preference for safety ⋮ Comparative risk aversion: a formal approach with applications to saving behavior ⋮ Many good choice axioms: When can many-good lotteries be treated as money lotteries? ⋮ Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom ⋮ A behavioral definition of unforeseen contingencies ⋮ The ethics of intergenerational risk ⋮ Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility ⋮ Delayed probabilistic risk attitude: a parametric approach ⋮ Disentangling intertemporal substitution and risk aversion under the expected utility theorem
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