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A Note on Uncertainty and Preferences in a Temporal Context

Citations

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Cited by:

  1. Aase, Knut K., 2014. "The Life Cycle Model with Recursive Utility: New insights on optimal consumption," Discussion Papers 2014/19, Norwegian School of Economics, Department of Business and Management Science, revised 16 Oct 2015.
  2. Atin Basuchoudhary & John R. Conlon, 2000. "Are People Sometimes Too Honest? Increasing, Decreasing, and Negative Returns to Honesty," Southern Economic Journal, John Wiley & Sons, vol. 67(1), pages 139-154, July.
  3. Bharat M. Upadhyay & Douglas L. Young, 2005. "An Operational Approach for Evaluating Investment Risk: An Application to the No-Till Transition," Working Papers 2005-1, School of Economic Sciences, Washington State University.
  4. Machina, Mark J, 2001. "Payoff Kinks in Preferences over Lotteries," Journal of Risk and Uncertainty, Springer, vol. 23(3), pages 207-260, November.
  5. Tronstad, Russell, 1991. "The Effects of Firm Size and Production Cost Levels on Dynamically Optimal After-Tax Cotton Storage and Hedging Decisions," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 23(1), pages 165-179, July.
  6. Manea, Mihai, 2008. "Unique induced preference representations," Journal of Mathematical Economics, Elsevier, vol. 44(9-10), pages 951-963, September.
  7. Meyer, Donald J. & Meyer, Jack, 2005. "Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility," Journal of Monetary Economics, Elsevier, vol. 52(8), pages 1497-1515, November.
  8. , & ,, 2015. "Hidden actions and preferences for timing of resolution of uncertainty," Theoretical Economics, Econometric Society, vol. 10(2), May.
  9. Tronstad, Russell, 1989. "Optimal Cash Grain Sale, Storage, and Hedging Decisions for Grain Producers: A Stochastic Dynamic Programming Analysis," 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana 270518, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  10. Aase, Knut K., 2015. "Life Insurance And Pension Contracts I: The Time Additive Life Cycle Model," ASTIN Bulletin, Cambridge University Press, vol. 45(1), pages 1-47, January.
  11. Knut K. Aase, 2016. "Recursive utility using the stochastic maximum principle," Quantitative Economics, Econometric Society, vol. 7(3), pages 859-887, November.
  12. Aase, Knut K., 2014. "Recursive utility and jump-diffusions," Discussion Papers 2014/9, Norwegian School of Economics, Department of Business and Management Science.
  13. James Andreoni & Charles Sprenger, 2010. "Risk Preferences Are Not Time Preferences: Discounted Expected Utility with a Disproportionate Preference for Certainty," NBER Working Papers 16348, National Bureau of Economic Research, Inc.
  14. Knut K. Aase & Petter Bjerksund, 2021. "The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund," JRFM, MDPI, vol. 14(9), pages 1-36, September.
  15. Lybbert, Travis J. & McPeak, John, 2012. "Risk and intertemporal substitution: Livestock portfolios and off-take among Kenyan pastoralists," Journal of Development Economics, Elsevier, vol. 97(2), pages 415-426.
  16. Kang, Min Jeong & Camerer, Colin, 2018. "Measured anxiety affects choices in experimental “clock” games," Research in Economics, Elsevier, vol. 72(1), pages 49-64.
  17. Aase, Knut K., 2020. "Elements of economics of uncertainty and time with recursive utility," Discussion Papers 2020/13, Norwegian School of Economics, Department of Business and Management Science.
  18. Ulrich Schmidt & Horst Zank, 2022. "Chance theory: A separation of riskless and risky utility," Journal of Risk and Uncertainty, Springer, vol. 65(1), pages 1-32, August.
  19. Segal, Uzi, 1987. "The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(1), pages 175-202, February.
  20. James E. Smith, 1998. "Evaluating Income Streams: A Decision Analysis Approach," Management Science, INFORMS, vol. 44(12-Part-1), pages 1690-1708, December.
  21. Bordley, Robert F., 1995. "Possible convexity of the indirect utility function due to nonlinear budget constraints," Economics Letters, Elsevier, vol. 49(1), pages 19-25, July.
  22. Mohammed Abdellaoui & Enrico Diecidue & Emmanuel Kemel & Ayse Onculer, 2022. "Temporal Risk: Utility vs. Probability Weighting," Management Science, INFORMS, vol. 68(7), pages 5162-5186, July.
  23. Gollier, Christian, 2005. "Does Flexibility Enhance Risk Tolerance?," IDEI Working Papers 390, Institut d'Économie Industrielle (IDEI), Toulouse.
  24. Harrell Chesson & W. Viscusi, 2003. "Commonalities in Time and Ambiguity Aversion for Long-Term Risks ," Theory and Decision, Springer, vol. 54(1), pages 57-71, February.
  25. Van Kooten, G. C. & Spriggs, John & Schmitz, Andrew, 1989. "The Impact of Canadian Commodity Stabilization Programs on Risk Reduction and the Supply of Agricultural Commodities," Working Papers 244037, Agriculture and Agri-Food Canada.
  26. Selçuk Onay & Ayse Öncüler, 2007. "Intertemporal choice under timing risk: An experimental approach," Journal of Risk and Uncertainty, Springer, vol. 34(2), pages 99-121, April.
  27. Bharat M. Upadhyay & Douglas L. Young, 2004. "An Operational Approach For Evaluating Investment Risk: An Application To The No-Till Transition," Others 0412002, University Library of Munich, Germany.
  28. Aase, Knut K., 2014. "Heterogeneity and limited stock market Participation," Discussion Papers 2014/5, Norwegian School of Economics, Department of Business and Management Science, revised 25 Mar 2015.
  29. Amin H. Amershi & Joel S. Demski & John Fellingham, 1985. "Sequential Bayesian Analysis in accounting settings," Contemporary Accounting Research, John Wiley & Sons, vol. 1(2), pages 176-192, March.
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