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Time, risk and utility: a role-play analysis

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Author Info
Paola Ferretti (Department of Applied Mathematics - University Ca' Foscari Venice)

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Abstract

This paper defines temporal risk aversion in the context of a simple choice framework: that of time varying utility of wealth. The attention is focused on a decision maker who acts as a buyer: temporal risk premium, instantaneous risk premium and time preference premium are defined.

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File URL: http://129.3.20.41/eps/game/papers/0511/0511010.pdf
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Publisher Info
Paper provided by EconWPA in its series Game Theory and Information with number 0511010.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 8 pages
Date of creation: 28 Nov 2005
Date of revision:
Handle: RePEc:wpa:wuwpga:0511010

Note: Type of Document - pdf; pages: 8
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Web page: http://129.3.20.41

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Related research
Keywords: temporal utility; buyer-seller viewpoints; temporal risk premium; instantaneous risk premium; time preference premium.;

Find related papers by JEL classification:
C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory
D8 - Microeconomics - - Information, Knowledge, and Uncertainty

This paper has been announced in the following NEP Reports:

References listed on IDEAS
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  1. Kimball, Miles S, 1990. "Precautionary Saving in the Small and in the Large," Econometrica, Econometric Society, vol. 58(1), pages 53-73, January. [Downloadable!] (restricted)
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This page was last updated on 2009-12-2.

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