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Intertemporal Correlation Aversion—A Model-Free Measurement
16 references·2 citing·44 second hop
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References

  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited
  • 1988Intertemporal Substitution in Consumption1,567 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1995Ambiguity Aversion and Comparative Ignorance1,055 cited
  • 1976Within-subjects designs: To use or not to use?524 cited
  • 2012Risk Preferences Are Not Time Preferences473 cited
  • 2020Measuring Time Preferences346 cited
  • 1975Multivariate Risk Aversion, Utility Independence and Separable Utility Functions288 cited
  • 2007The Fragility of Time: Time-Insensitivity and Valuation of the Near and Far Future277 cited
  • 1980Increasing Generalized Correlation: A Definition and Some Economic Consequences276 cited
  • 2007A Good Sign for Multivariate Risk Taking242 cited
  • 2015Ambiguity Attitudes240 cited
  • 1997An Empirical Study on Intertemporal Decision Making Under Risk163 cited

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2013
How to measure time preferences: An experimental comparison of three methods
136 cited

Cited by

  • 2023On correlated lotteries in economic applications3 cited
  • 2025Genetic insurance and the value of genetic information: A life-cycle perspective1 cited