Preferences on discounting under time risk
From MaRDI portal
Publication:6596166
DOI10.1016/J.JMATECO.2024.103020zbMATH Open1544.91121MaRDI QIDQ6596166FDOQ6596166
Mario Menegatti, Marzia De Donno
Publication date: 2 September 2024
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Cites Work
- Apportioning of risks via stochastic dominance
- Greater downside risk aversion
- Consistency of Higher Order Risk Preferences
- Risk Aversion in the Small and in the Large
- On the conditions for precautionary saving
- Mixed risk aversion
- New results on the relationship among risk aversion, prudence and temperance
- New results on high-order risk changes
- A Class of Utility Functions Containing all the Common Utility Functions
- Increasing outer risk
- Non-hyperbolic time inconsistency
- Commonalities in time and ambiguity aversion for long-term risks
- Higher Order Risk Attitudes, Demographics, and Financial Decisions
- Greater downside risk aversion in the large
- Some conditions for the equivalence between risk aversion, prudence and temperance
- Testing for Prudence and Skewness Seeking
- Intertemporal choice under timing risk: an experimental approach
- Time Lotteries and Stochastic Impatience
- PRUDENT DISCOUNTING: EXPERIMENTAL EVIDENCE ON HIGHER ORDER TIME RISK PREFERENCES
- Variance stochastic orders
- On the relationship between comparisons of risk aversion of different orders
- Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment
- Decision Making When Things Are Only a Matter of Time
This page was built for publication: Preferences on discounting under time risk
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6596166)
