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Static and dynamic quantile preferences
16 references·5 citing·39 second hop
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this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1960Stationary Ordinal Utility and Impatience1,550 cited
  • 1965The decision and the organization1,148 cited
  • 2006Ambiguity Aversion, Robustness, and the Variational Representation of Preferences1,139 cited
  • 1990Nonexpected Utility in Macroeconomics986 cited
  • 2003Recursive multiple-priors868 cited
  • 1986Maxmin Expected Utility with a Non-Unique Prior668 cited
  • 1999A Definition of Uncertainty Aversion498 cited
  • 1964Continuity Properties of Paretian Utility321 cited
  • 2006Dynamic variational preferences291 cited
  • 2008Continuity properties of Paretian utility291 cited
  • 2010Objective and Subjective Rationality in a Multiple Prior Model243 cited
  • 2009Quantile Maximization in Decision Theory*131 cited
  • 1988Ordinal utility models of decision making under uncertainty109 cited

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Cited by

  • 2020Do People Maximize Quantiles?23 cited
  • 2022Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models7 cited
  • 2023Joint elicitation of elasticity of intertemporal substitution, risk and time preferences3 cited
  • 2020A Dynamic Quantile Model for Distinguishing Intertemporal Substitution from Risk Aversion3 cited
  • 2021One axiom to rule them all: An axiomatization of quantiles3 cited