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An OCE Analysis of the Effect of Uncertainty on Saving Under Risk Preference Independence
7 references·16 citing·39 second hop
An OCE Analysis of the Effect of Uncertainty on Saving Under Risk Preference Independence (1979)An OCE Analysis of the Effect of Uncertai…Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Temporal Resolution of Uncert…A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis (1978)A New Representation of Prefe…LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Uncertainty and Optimal Consumption Decisions (1971)Uncertainty and Optimal Consu…Capital and growth (1971)Capital and growthThe Effect of Uncertainty on Saving Decisions (1970)The Effect of Uncertainty on …Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …PRECAUTIONARY SAVING: A REVIEW OF THE EMPIRICAL LITERATURE (2018)PRECAUTIONARY SAVING: A REVIE…Economic modeling of innovation in the creative industries and its implications (2015)Economic modeling of innovati…Precautionary Saving and Endogenous Labor Supply With and Without Intertemporal Expected Utility (2010)Precautionary Saving and Endo…Precautionary Saving and Consumption Smoothing across Time and Possibilities (2009)Precautionary Saving and Cons…Equity Weighting and the Marginal Damage Costs of Climate Change (2007)Equity Weighting and the Marg…Trade in nominal assets and net international capital flows (2000)Trade in nominal assets and n…Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods (1999)Global Diversification, Growt…An Intertemporal Model of International Capital Market Segmentation (1996)An Intertemporal Model of Int…Precautionary Savings and the Permanent Income Hypothesis (1993)Precautionary Savings and the…The Structure of Preferences and Attitudess towards the Timing of the Resolution of Uncertainty (1989)The Structure of Preferences …Portfolio choice with non-expected utility in continuous time (1989)Portfolio choice with non-exp…Exchange rate variability and asset trade (1989)Exchange rate variability and…Risk aversion and asset prices (1988)Risk aversion and asset pricesTrade in Risky Assets (1987)Trade in Risky AssetsPrice-Level Uncertainty, Indexation and Employment (1981)Price-Level Uncertainty, Inde…Time preferences, conditional risk preferences, and two-period cardinal utility (1978)Time preferences, conditional…Optimum consumption and portfolio rules in a continuous-time model (1971)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Recursive Utility, Endogenous Growth, and the Welfare Cost of Volatility (2001)Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences (2003)Locus of control and investment in risky assets (2020)Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)A Theory of the Term Structure of Interest Rates (1985)Liquidity Preference as Behavior Towards Risk (1958)The Demand for Life Insurance: An Application of the Economics of Uncertainty (1980)Inflation, output growth, and nominal and real uncertainty: Empirical evidence for the G7 (2007)International Trade and the Forward Exchange Market (2016)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Acknowledging Misspecification in Macroeconomic Theory (2001)Risk Pooling, Precautionary Saving and Consumption Growth (2001)Concavity of the Consumption Function with (2014)Essays in the Theory of Risk-Bearing. (1972)Nonexpected Utility in Macroeconomics (1990)Asset Prices in an Exchange Economy with Habit Formation (1991)Asset returns and intertemporal preferences (1991)Theory of games and economic behavior (2019)Utility Theory for Decision Making (1971)A Smooth Model of Decision Making under Ambiguity (2005)Expected Stock Returns and Variance Risk Premia (2009)The Problem of Social Cost (1960)The Economics of Climate Change (2007)Climate change and violent conflict in Europe over the last millennium (2009)The Social Cost of Carbon (2010)The uncertainty about the social cost of carbon: A decomposition analysis using fund (2013)Macroeconomic determinants of growth: Cross-country evidence (1985)An empirical analysis of cross-national economic growth, 1951–1980 (1989)The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence (1992)Neo-Keynesian Disequilibrium Theory in a Monetary Economy (1975)Interpersonal Comparability and Social Choice Theory (1980)Investigating the sources of process innovation among UK manufacturing firms (2006)
this work references cited by second hop

References

  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited
  • 1970The Effect of Uncertainty on Saving Decisions923 cited
  • 1971Capital and growth567 cited
  • 1978A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis217 cited
  • 1971Uncertainty and Optimal Consumption Decisions208 cited

Cited by

  • 2007Equity Weighting and the Marginal Damage Costs of Climate Change302 cited
  • 1993Precautionary Savings and the Permanent Income Hypothesis164 cited
  • 1989Portfolio choice with non-expected utility in continuous time139 cited
  • 2009Precautionary Saving and Consumption Smoothing across Time and Possibilities132 cited
  • 2018PRECAUTIONARY SAVING: A REVIEW OF THE EMPIRICAL LITERATURE96 cited
  • 1988Risk aversion and asset prices85 cited
  • 1989The Structure of Preferences and Attitudess towards the Timing of the Resolution of Uncertainty81 cited
  • 1987Trade in Risky Assets

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56 cited
  • 1989Exchange rate variability and asset trade48 cited
  • 1996An Intertemporal Model of International Capital Market Segmentation48 cited
  • 1999Global Diversification, Growth and Welfare with Imperfectly Integrated Markets for Goods45 cited
  • 2015Economic modeling of innovation in the creative industries and its implications41 cited
  • 2010Precautionary Saving and Endogenous Labor Supply With and Without Intertemporal Expected Utility39 cited
  • 2000Trade in nominal assets and net international capital flows22 cited
  • 1981Price-Level Uncertainty, Indexation and Employment13 cited
  • 1978Time preferences, conditional risk preferences, and two-period cardinal utility9 cited