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Static and dynamic quantile preferences · Study

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ArticleStatic and dynamic quantile preferences

Luciano I. de Castro2021

Article2021

Static and dynamic quantile preferences

Luciano I. de Castro · Antonio F. Galvao

32 citations·0/0 files stored·Economic Theory

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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 1965The decision and the organization 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences 1990Nonexpected Utility in Macroeconomics 2003Recursive multiple-priors

Cited by

2020Do People Maximize Quantiles?2022Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models 2023Joint elicitation of elasticity of intertemporal substitution, risk and time preferences 2020A Dynamic Quantile Model for Distinguishing Intertemporal Substitution from Risk Aversion 2021One axiom to rule them all: An axiomatization of quantiles

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2018Dynamic Quantile Preferencespreprint · 17 shared references 2015Time and No Lotteries: An Axiomatization of Maxmin Expected Utilityarticle · 9 shared references 2010Temporal Resolution of Uncertainty and Recursive Models of Ambiguity Aversionpreprint · 9 shared references 2016Ambiguity and the Bayesian Paradigmchapter · 8 shared references 2011Intertemporal substitution and recursive smooth ambiguity preferencesarticle · 8 shared references 2019Dynamic Quantile Models of Rational Behaviorarticle · 8 shared references

Details

Year2021

Typearticle

Published2021-06-21

VenueEconomic Theory

ISSN-L0938-2259

Languageen

Citations32

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1007/s00199-021-01355-8

openalex_workW3174456830

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