Risk aversion and expected utility of consumption over time
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Publication:844923
DOI10.1016/J.GEB.2009.07.001zbMATH Open1200.91103OpenAlexW2158346998MaRDI QIDQ844923FDOQ844923
Authors: Olof Johansson-Stenman 
Publication date: 5 February 2010
Published in: Games and Economic Behavior (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.geb.2009.07.001
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Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- The economics of risk and time
- Consumer Demand and the Life-Cycle Allocation of Household Expenditures
- An index of loss aversion
- Risk aversion and expected-utility theory: a calibration exercise
- Small- and large-stakes risk aversion: Implications of concavity calibration for decision theory
- Dilemmas of an Economic Theorist
- Risk aversion and expected utility of consumption over time
- Rejecting small gambles under expected utility
Cited In (9)
- Hedonic Utility, Loss Aversion and Moral Hazard
- Quantifying the Cost of Risk in Consumption
- Calibration Results for Non-Expected Utility Theories
- On the existence of expected utility with CRRA under STUR
- Willingness to pay for risk reduction and risk aversion without the expected utility assumption
- Risk aversion and expected-utility theory: a calibration exercise
- Expected utility and catastrophic consumption risk
- Risk aversion and expected utility of consumption over time
- A verification of the expected utility calibration theorem
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