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Luciano I. de Castro · Study
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Author
Luciano I. de Castro
19 works
· latest 2025
· 2 institutions
cluster: provisional
ORCID 0000-0002-2181-3129
Works
19 shown
Comparison of dynamic models separating risk and intertemporal substitution
Theory and Decision
·
2025
·
2 authors
·
Open access
1
citations
Games and Economic Behavior
SSRN Electronic Journal
·
2024
·
3 authors
·
preprint
·
Open access
82
citations
Joint elicitation of elasticity of intertemporal substitution, risk and time preferences
International Journal of Finance & Economics
·
2023
·
4 authors
·
Open access
3
citations
Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models
Journal of Behavioral and Experimental Economics
·
2022
·
5 authors
·
Open access
7
citations
Static and dynamic quantile preferences
Economic Theory
·
2021
·
2 authors
32
citations
Do People Maximize Quantiles?
Games and Economic Behavior
·
2020
·
4 authors
·
Open access
23
citations
A Dynamic Quantile Model for Distinguishing Intertemporal Substitution from Risk Aversion
European Economic Review
·
2020
·
4 authors
·
Open access
3
citations
Dynamic Quantile Models of Rational Behavior
Econometrica
·
2019
·
2 authors
65
citations
Dynamic Quantile Preferences
SSRN Electronic Journal
·
2018
·
2 authors
·
preprint
·
Open access
5
citations
Dynamic Quantile Models of Rational Behavior
SSRN Electronic Journal
·
2017
·
2 authors
·
preprint
·
Open access
3
citations
Expected utility or prospect theory: Which better fits agent-based modeling of markets?
Journal of Computational Science
·
2016
·
3 authors
·
Open access
13
citations
Parametric representation of preferences
Journal of Economic Theory
·
2014
·
2 authors
17
citations
An interpretation of Ellsberg’s Paradox based on information and incompleteness
Economic Theory Bulletin
·
2013
·
2 authors
·
Open access
12
citations
Observability and \Second-Order Acts"
RePEc: Research Papers in Economics
·
2013
·
2 authors
·
preprint
·
Open access
2
citations
Ambiguity aversion and trade
Economic Theory
·
2011
·
2 authors
59
citations
Ambiguity Aversion and Absence of Trade
RePEc: Research Papers in Economics
·
2011
·
2 authors
·
preprint
0
citations
Subjective Probability
Wiley Encyclopedia of Operations Research and Management Science
·
2011
·
2 authors
·
other
3
citations
Uncertainty, Efficiency and Incentive Compatibility
RePEc: Research Papers in Economics
·
2010
·
2 authors
·
preprint
11
citations
A Subjective Foundation of Objective Probability
·
2009
·
2 authors
4
citations