Preferences on discounting under time risk

DOI10.1016/J.JMATECO.2024.103020MaRDI QIDQ6596166zbMATHFDO

Authors Marzia De Donno, Mario Menegatti

Publication date 2 September 2024

Published in Journal of Mathematical Economics (Search for Journal in Brave)

zbMATH Keywords

prudencerisk preferencessavingrisk seekingtemperancenth-order risk aversiontime risk

Mathematics Subject Classification ID

Decision theory (91B06) Individual preferences (91B08)

Recommendations

• Decision making when things are only a matter of time
• Prudent discounting: experimental evidence on higher order time risk preferences
• Risk-induced discounting
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• An Empirical Study on Intertemporal Decision Making Under Risk

Cites work

• A Class of Utility Functions Containing all the Common Utility Functions
• Apportioning of risks via stochastic dominance
• Commonalities in time and ambiguity aversion for long-term risks
• Consistency of higher order risk preferences
• Decision making when things are only a matter of time
• Greater downside risk aversion
• Greater downside risk aversion in the large
• Higher order risk attitudes, demographics, and financial decisions
• Increasing outer risk
• Intertemporal choice under timing risk: an experimental approach
• Mixed risk aversion
• New results on high-order risk changes
• New results on the relationship among risk aversion, prudence and temperance
• Non-hyperbolic time inconsistency
• On the conditions for precautionary saving
• On the relationship between comparisons of risk aversion of different orders
• Prudent discounting: experimental evidence on higher order time risk preferences
• Risk Aversion in the Small and in the Large
• Some conditions for the equivalence between risk aversion, prudence and temperance
• Testing for prudence and skewness seeking
• Time lotteries and stochastic impatience
• Variance stochastic orders
• Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment

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