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Dynamic Quantile Preferences · Study

PreprintShelves

PreprintDynamic Quantile Preferences

Luciano I. de Castro2018

OA

Preprintgreen2018

Dynamic Quantile Preferences

Luciano I. de Castro · Antonio F. Galvao

5 citations·0/0 files stored·SSRN Electronic Journal

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Decision-Making and Behavioral Economics Economic theories and models Risk and Portfolio Optimization

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References

1999Coherent Measures of Risk 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1989Maxmin expected utility with non-unique prior 1960Stationary Ordinal Utility and Impatience 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 1990Nonexpected Utility in Macroeconomics 1999A Definition of Uncertainty Aversion 1964Continuity Properties of Paretian Utility

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2017Dynamic Quantile Models of Rational Behavior

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2021Static and dynamic quantile preferencesarticle · 17 shared references 2010Temporal Resolution of Uncertainty and Recursive Models of Ambiguity Aversionpreprint · 8 shared references 2016Stationary Cardinal Utilitypreprint · 8 shared references 2019Dynamic Quantile Models of Rational Behaviorarticle · 7 shared references 2015Time and No Lotteries: An Axiomatization of Maxmin Expected Utilityarticle · 7 shared references 2019Ambiguity and endogenous discountingarticle · 7 shared references

Details

Year2018

Typepreprint

Published2018-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations5

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

Identifiers

doi10.2139/ssrn.3243689

openalex_workW2965590958

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