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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)

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://128.118.178.162/eps/game/papers/0511/0511010.pdf
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Bibliographic Info

Paper provided by EconWPA in its series Game Theory and Information with number 0511010.

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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://128.118.178.162

Related research

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

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  1. Miles S. Kimball, 1989. "Precautionary Saving in the Small and in the Large," NBER Working Papers 2848, National Bureau of Economic Research, Inc.
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