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Intertemporal Consumption with Risk: A Revealed Preference Analysis
16 references·3 citing·41 second hop
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References

  • 2002Time Discounting and Time Preference: A Critical Review6,395 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1982A theory of anticipated utility3,136 cited
  • 2000Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk1,902 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited
  • 1970UTILITY THEORY FOR DECISION MAKING1,614 cited
  • 1992Stochastic Differential Utility1,165 cited
  • 1967The Construction of Utility Functions from Expenditure Data1,128 cited
  • 2012Estimating Time Preferences from Convex Budgets675 cited
  • 2015Working over Time: Dynamic Inconsistency in Real Effort Tasks *485 cited
  • 2012Risk Preferences Are Not Time Preferences473 cited
  • 2007Individual Preferences for Giving458 cited
  • 1974Risk aversion with many commodities394 cited
  • 2007Consistency and Heterogeneity of Individual Behavior under Uncertainty355 cited
  • 1990Goodness-of-Fit in Optimizing Models313 cited
  • 2014

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Estimating ambiguity aversion in a portfolio choice experiment
304 cited

Cited by

  • 2023Intertemporal Correlation Aversion—A Model-Free Measurement7 cited
  • 2025Stochastic impatience and the separation of time and risk preferences3 cited
  • 2019Range Utility Theory for Uncertain Cash-flows2 cited