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Intertemporal risk aversion – or – wouldn’t it be nice to tell whether Robinson Crusoe is risk averse?
16 references·1 citing·35 second hop
Intertemporal risk aversion – or – wouldn’t it be nice to tell whether Robinson Crusoe is risk averse? (2010)Intertemporal risk aversion – or – wouldn…Theory of games and economic behavior (2019)Theory of games and economic …Notes On The Theory Of Choice (2018)Notes On The Theory Of ChoiceRecursive smooth ambiguity preferences (2009)Recursive smooth ambiguity pr…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Evaluating risky consumption paths: The role of intertemporal substitutability (1994)Evaluating risky consumption …Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)Substitution, Risk Aversion, …Nonexpected Utility in Macroeconomics (1990)Nonexpected Utility in Macroe…Foundations of Measurement (1990)Foundations of MeasurementSubstitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Portfolio choice with non-expected utility in continuous time (1989)Portfolio choice with non-exp…Intertemporal Substitution, Risk Aversion and the Euler Equation for Consumption (1989)Intertemporal Substitution, R…Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Temporal Resolution of Uncert…Risk aversion with many commodities (1974)Risk aversion with many commo…Continuity properties of a von Neumann-Morgenstern utility (1972)Continuity properties of a vo…Foundations of Measurement, Vol. I: Additive and Polynomial Representations (1971)Foundations of Measurement, V…Stationary Ordinal Utility and Impatience (1960)Stationary Ordinal Utility an…Optimal climate policy: Uncertainty versus Monte Carlo (2013)Optimal climate policy: Uncer…Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investor Psychology and Asset Pricing (2001)An Intertemporal Capital Asset Pricing Model (1973)The equity premium: A puzzle (1985)Optimal Investment, Growth Options, and Security Returns (1998)The Economics and Psychology of Personality Traits (2008)Expected Stock Returns and Variance Risk Premia (2009)Utility Theory for Decision Making (1971)Risk, Ambiguity, and the Savage Axioms (1961)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)Is Probability Theory Relevant for Uncertainty? A Post Keynesian Perspective (1991)A Definition of Uncertainty Aversion (1999)Multiagent systems: algorithmic, game-theoretic, and logical foundations (2009)The Equity Premium Puzzle and the Riskfree Rate Puzzle (1989)Unequal Societies: Income Distribution and the Social Contract (2000)Rare Disasters, Asset Prices, and Welfare Costs (2009)Optimal Taxation of Capital Income in General Equilibrium with Infinite Lives (1986)Handbook of Emotions (1993)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Non-cooperative games (1989)Game-theoretic models and the role of information in bargaining. (1979)Ordinal regression revisited: Multiple criteria ranking using a set of additive value functions (2007)A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid (2009)Contest success functions (1996)Handbook on Constructing Composite Indicators (2005)Tools for Composite Indicators Building (2005)
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References

  • 2019Theory of games and economic behavior16,630 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1990Foundations of Measurement1,953 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited
  • 1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis1,703 cited
  • 1960Stationary Ordinal Utility and Impatience1,550 cited
  • 1990Nonexpected Utility in Macroeconomics986 cited
  • 1971Foundations of Measurement, Vol. I: Additive and Polynomial Representations757 cited
  • 2018Notes On The Theory Of Choice564 cited
  • 2009Recursive smooth ambiguity preferences395 cited
  • 1974Risk aversion with many commodities394 cited
  • 1989Intertemporal Substitution, Risk Aversion and the Euler Equation for Consumption232 cited
  • 1994Evaluating risky consumption paths: The role of intertemporal substitutability223 cited
  • 1989Portfolio choice with non-expected utility in continuous time139 cited

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  • 1972Continuity properties of a von Neumann-Morgenstern utility127 cited
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    • 2013Optimal climate policy: Uncertainty versus Monte Carlo70 cited