Nothing Special   »   [go: up one dir, main page]

create a website
Stochastic Impatience and the Separation of Time and Risk Preferences. (2018). Ortoleva, Pietro ; Gottlieb, Daniel ; Dillenberger, David.
In: PIER Working Paper Archive.
RePEc:pen:papers:18-020.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 35

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Aggregate risk and the Pareto principle. (2020). Pomatto, Luciano ; Al-Najjar, Nabil I.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:189:y:2020:i:c:s002205312030079x.

    Full description at Econpapers || Download paper

  2. Time lotteries and stochastic impatience. (2019). Ortoleva, Pietro ; Gottlieb, Daniel ; Dillenberger, David ; Dejarnette, Patrick.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:102564.

    Full description at Econpapers || Download paper

  3. Time Lotteries and Stochastic Impatience. (2018). Ortoleva, Pietro ; Gottlieb, Daniel ; Dillenberger, David ; Dejarnette, Patrick.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:18-021.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abdellaoui, M., E. Kemel, A. Panin, and F. Vieider (2017): “Take your Time or Take your Chance. On the Impact of Risk on Time Discounting,” Mimeo HEC.
    Paper not yet in RePEc: Add citation now
  2. Andersen, S., G. W. Harrison, M. Lau, and E. E. Rutstroem (2017): “Intertemporal Utility and Correlation Aversion,” International Economic Review, forthcoming.
    Paper not yet in RePEc: Add citation now
  3. Andreoni, J. and C. Sprenger (2012): “Risk Preferences Are Not Time Preferences,” American Economic Review, 102, 3357–76.

  4. Attanasio, O. P. and G. Weber (2010): “Consumption and saving: models of intertemporal allocation and their implications for public policy,” Journal of Economic literature, 48, 693–751.

  5. Backus, D. K., B. R. Routledge, and S. E. Zin (2004): “Exotic preferences for macroeconomists, ” NBER Macroeconomics Annual, 19, 319–390.

  6. Bansal, R. and A. Yaron (2004): “Risks For the Long Run: A Potential Resolution of Asset Pricing Puzzles,” Journal of Finance, 59, 1481 – 1509.

  7. Bansal, R., D. Kiku, and A. Yaron (2016): “Risks for the long run: Estimation with time aggregation,” Journal of Monetary Economics, 82, 52–69.

  8. Barillas, F., L. P. Hansen, and T. J. Sargent (2009): “Doubts or variability?” journal of economic theory, 144, 2388–2418.

  9. Barro, R. J. (2009): “Rare disasters, asset prices, and welfare costs,” American Economic Review, 99, 243–64.

  10. Barsky, R. B., F. T. Juster, M. S. Kimball, and M. D. Shapiro (1997): “Preference parameters and behavioral heterogeneity: An experimental approach in the health and retirement study,” The Quarterly Journal of Economics, 112, 537–579.

  11. Best, M. C., J. Cloyne, E. Ilzetzki, and H. Kleven (2017): “Estimating the Elasticity of Intertemporal Substitution Using Mortgage Notches,” Tech. rep., mimeo LSE.
    Paper not yet in RePEc: Add citation now
  12. Bommier, A., A. Kochov, and F. Le Grand (2017): “On Monotone Recursive Preferences,” Econometrica, 85, 1433–1466.

  13. Cerreia-Vioglio, S., D. Dillenberger, and P. Ortoleva (2015): “Cautious Expected Utility and the Certainty Effect,” Econometrica, 83, 693–728.

  14. Colacito, R., M. M. Croce, S. Ho, and P. Howard (2018): “BKK the EZ Way: International Long-Run Growth News and Capital Flows,” American Economic Review (forthcoming).

  15. Crump, R. K., S. Eusepi, A. Tambalotti, and G. Topa (2015): “Subjective intertemporal substitution,” Federal Reserve Bank of New York Staff Report No. 734.
    Paper not yet in RePEc: Add citation now
  16. Edmans, A. and X. Gabaix (2011): “Tractability in incentive contracting,” Review of Financial Studies, 24, 2865–2894.

  17. Epstein, L. G. and M. Schneider (2010): “Ambiguity and asset markets,” Annual Review of Financial Economics, 2, 315–346.

  18. Epstein, L. G., E. Farhi, and T. Strzalecki (2014): “How Much Would You Pay to Resolve Long-Run Risk?” American Economic Review, 104, 2680–97.

  19. Garrett, D. and A. Pavan (2011): “Dynamic Managerial Compensation: On the Optimality of Seniority-based Schemes,” Mimeo Northwestern University.

  20. Ghirardato, P. and M. Marinacci (2001): “Risk, ambiguity, and the separation of utility and beliefs,” Mathematics of Operations Research, 864–890.

  21. Gruber, J. (2013): “A Tax-Based Estimate of the Elasticity of Intertemporal Substitution,” Quarterly Journal of Finance, 3.

  22. Gul, F. (1991): “A theory of disappointment aversion,” Econometrica, 59, 667–686.

  23. Hansen, L. P. and T. J. Sargent (1995): “Discounted linear exponential quadratic gaussian control,” IEEE Transactions on Automatic control, 40, 968–971.
    Paper not yet in RePEc: Add citation now
  24. Hansen, L. P., J. Heaton, J. Lee, and N. Roussanov (2007): “Intertemporal substitution and risk aversion,” Handbook of econometrics, 6, 3967–4056.

  25. Kihlstrom, R. E. and L. J. Mirman (1974): “Risk aversion with many commodities,” Journal of Economic Theory, 8, 361–388.

  26. Kreps, D. and E. Porteus (1978): “Temporal resolution of uncertainty and dynamic choice theory,” Econometrica, 46, 185–200.

  27. Nakamura, E., D. Sergeyev, and J. Steinsson (2017): “Growth-rate and uncertainty shocks in consumption: Cross-country evidence,” American Economic Journal: Macroeconomics, 9, 1–39.

  28. Nakamura, E., J. Steinsson, R. Barro, and J. Ursúa (2013): “Crises and recoveries in an empirical model of consumption disasters,” American Economic Journal: Macroeconomics, 5, 35–74.

  29. Ortu, F., A. Tamoni, and C. Tebaldi (2013): “Long-run risk and the persistence of consumption shocks,” The Review of Financial Studies, 26, 2876–2915.

  30. Quiggin, J. (1982): “A theory of anticipated utility,” Journal of Economic Behavior & Organization, 3, 323–343.

  31. Segal, U. and A. Spivak (1990): “First Order versus Second Order Risk Aversion,” Journal of Economic Theory, 51, 111–125.

  32. Strzalecki, T. (2013): “Temporal resolution of uncertainty and recursive models of ambiguity aversion,” Econometrica, 1039–1074.

  33. Tallarini Jr, T. D. (2000): “Risk-sensitive real business cycles,” Journal of monetary Economics, 45, 507–532.

  34. Traeger, C. (2014): “Capturing Intrinsic Risk Attitude,” Mimeo, University of California Berkeley.
    Paper not yet in RePEc: Add citation now
  35. Tversky, A. and D. Kahneman (1992): “Advances in prospect theory: cumulative representation of uncertainty,” Journal of Risk and Uncertainty, 5, 297–323.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Social motives vs social influence: An experiment on interdependent time preferences. (2017). Rodriguez-Lara, Ismael ; Ponti, Giovanni.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:105:y:2017:i:c:p:177-194.

    Full description at Econpapers || Download paper

  2. Be patient when measuring Hyperbolic Discounting: Stationarity, Time Consistency and Time Invariance in a Field Experiment. (2016). Kramer, Berber ; Janssens, Wendy ; Swart, Lisette .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150097.

    Full description at Econpapers || Download paper

  3. Under Uncertainty, Over Time and Regarding Other People: Rationality in 3D. (2016). Jullien, Dorian.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2016-20.

    Full description at Econpapers || Download paper

  4. Personalized pricing and price fairness. (2016). Streletskaya, Nadia ; Richards, Timothy J ; Liaukonyte, Jura.
    In: International Journal of Industrial Organization.
    RePEc:eee:indorg:v:44:y:2016:i:c:p:138-153.

    Full description at Econpapers || Download paper

  5. Heterogeneous Preferences and Investments in Energy Saving Measures. (2015). Schudy, Simeon ; Fischbacher, Urs ; Teyssier, Sabrina.
    In: TWI Research Paper Series.
    RePEc:twi:respas:0095.

    Full description at Econpapers || Download paper

  6. Canonical Riskless Choice Over Bundles: Aint No Reference Point Here. (2015). Tymula, Agnieszka ; Glimcher, Paul ; Chung, Hui-Kuan .
    In: Working Papers.
    RePEc:syd:wpaper:2015-07.

    Full description at Econpapers || Download paper

  7. Eliciting utility curvature and time preference. (2015). Cheung, Stephen.
    In: Working Papers.
    RePEc:syd:wpaper:2015-01.

    Full description at Econpapers || Download paper

  8. Extended present bias: a direct experimental test. (2015). Zhong, Songfa ; Chew, Soo ; Chark, Robin.
    In: Theory and Decision.
    RePEc:kap:theord:v:79:y:2015:i:1:p:151-165.

    Full description at Econpapers || Download paper

  9. Environmental Choices and Hyperbolic Discounting: An Experimental Analysis. (2015). Green, Gareth ; Richards, Timothy.
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:62:y:2015:i:1:p:83-103.

    Full description at Econpapers || Download paper

  10. The impacts of elicitation mechanism and reward size on estimated rates of time preference. (2015). Meyer, Andrew.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:58:y:2015:i:c:p:132-148.

    Full description at Econpapers || Download paper

  11. Measuring time preferences: A comparison of experimental methods. (2015). Sprenger, Charles ; Kuhn, Michael ; Andreoni, James.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:116:y:2015:i:c:p:451-464.

    Full description at Econpapers || Download paper

  12. Government interventions to aid choice: Help to self-help or paternalism?. (2015). Gyrd-Hansen, Dorte ; Kjar, Trine .
    In: Health Policy.
    RePEc:eee:hepoli:v:119:y:2015:i:7:p:874-881.

    Full description at Econpapers || Download paper

  13. Consistency in Simple vs. Complex Choices over the Life Cycle. (2015). Carrillo, Juan D. ; Brocas, Isabelle ; Combs, Dalton T. ; Kodaverdian, Niree .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10457.

    Full description at Econpapers || Download paper

  14. Unusual Estimates of Probability Weighting Functions. (2015). Wilcox, Nathaniel.
    In: Working Papers.
    RePEc:chu:wpaper:15-10.

    Full description at Econpapers || Download paper

  15. Time Preferences, Study Effort, and Academic Performance. (2015). Tempelaar, Dirk ; Non, Arjan.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5533.

    Full description at Econpapers || Download paper

  16. Do People Anticipate Loss Aversion?. (2015). Samek, Anya ; Imas, Alex ; Sadoff, Sally .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5277.

    Full description at Econpapers || Download paper

  17. Certain and Uncertain Utility and Insurance Demand: Results From a Framed Field Experiment in Burkina Faso. (2015). Carter, Michael ; Serfilippi, Elena ; Guirkinger, Catherine.
    In: 2015 Conference, August 9-14, 2015, Milan, Italy.
    RePEc:ags:iaae15:211384.

    Full description at Econpapers || Download paper

  18. «Must Reward Hard Work»? An Experiment on Personal Responsibility and Preferences for Redistribution. (2014). TURATI, Gilberto ; Piacenza, Massimiliano ; Beraldo, Sergio.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:377.

    Full description at Econpapers || Download paper

  19. A Life-Cycle Model with Ambiguous Survival Beliefs. (2014). Ludwig, Alexander ; Groneck, Max.
    In: Working Papers.
    RePEc:pre:wpaper:201465.

    Full description at Econpapers || Download paper

  20. Is data interpretation in utility and prospect theories unquestionably correct?. (2014). Harin, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:53880.

    Full description at Econpapers || Download paper

  21. Peer Effects and Students’ Self-Control. (2014). Mechtenberg, Lydia ; Büchel, Berno ; Buechel, Berno ; Petersen, Julia.
    In: MPRA Paper.
    RePEc:pra:mprapa:53658.

    Full description at Econpapers || Download paper

  22. Reference Dependent Altruism. (2014). Tan, Jonathan ; Breitmoser, Yves ; Tan, Jonathan H. W., .
    In: MPRA Paper.
    RePEc:pra:mprapa:52774.

    Full description at Econpapers || Download paper

  23. Present Bias in Payments for Ecosystem Services: Insights from a Behavioural Experiment in Uganda. (2014). Stanton, Charlotte ; Ibanez, Lisette ; Clot, Sophie.
    In: Working Papers.
    RePEc:lam:wpaper:14-03.

    Full description at Econpapers || Download paper

  24. A Reconsideration of Gender Differences in Risk Attitudes. (2014). Filippin, Antonio ; Crosetto, Paolo.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp8184.

    Full description at Econpapers || Download paper

  25. Economic Behavior under Alcohol Influence: An Experiment on Time, Risk, and Social Preferences. (2014). Vanin, Paolo ; Filippin, Antonio ; Corazzini, Luca.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp8170.

    Full description at Econpapers || Download paper

  26. Peer Effects and Students’ Self-Control. (2014). Büchel, Berno ; Petersen, Julia ; Mechtenberg, Lydia.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2014-024.

    Full description at Econpapers || Download paper

  27. Gratitude: A Tool for Reducing Economic Impatience. (2014). DeSteno, David ; Li, YE ; Dickens, Leah ; Lerner, Jennifer.
    In: Scholarly Articles.
    RePEc:hrv:hksfac:12185844.

    Full description at Econpapers || Download paper

  28. A reconsideration of gender differences in risk attitudes. (2014). Filippin, Antonio ; Crosetto, Paolo.
    In: Working Papers.
    RePEc:gbl:wpaper:2014-01.

    Full description at Econpapers || Download paper

  29. The cost of capital and optimal financing policy in a dynamic setting. (2014). Karpaviius, Sigitas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:48:y:2014:i:c:p:42-56.

    Full description at Econpapers || Download paper

  30. Discounting behavior: A reconsideration. (2014). Lau, Morten ; Harrison, Glenn ; Andersen, Steffen ; Rutstrom, Elisabet E..
    In: European Economic Review.
    RePEc:eee:eecrev:v:71:y:2014:i:c:p:15-33.

    Full description at Econpapers || Download paper

  31. Risk preferences and purchase of energy-efficient technologies in the residential sector. (2014). Qiu, Yueming ; Grebitus, Carola ; Colson, Gregory.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:107:y:2014:i:c:p:216-229.

    Full description at Econpapers || Download paper

  32. Time preferences and the management of coral reef fisheries. (2014). Saunders, Daniel ; Johnson, Ayana Elizabeth .
    In: Ecological Economics.
    RePEc:eee:ecolec:v:100:y:2014:i:c:p:130-139.

    Full description at Econpapers || Download paper

  33. The Impact of Financial Education on Adolescents Intertemporal Choices. (2014). Winter, Joachim ; Serra-Garcia, Marta ; Lührmann, Melanie ; Luhrmann, Melanie.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4925.

    Full description at Econpapers || Download paper

  34. Economic Behavior under Alcohol Influence: An Experiment on Time, Risk, and Social Preferences. (2014). Vanin, Paolo ; Filippin, Antonio ; Corazzini, Luca.
    In: Working Papers.
    RePEc:bol:bodewp:wp944.

    Full description at Econpapers || Download paper

  35. Patience and Time Consistency in Collective Decisions. (2013). l'Haridon, Olivier ; Denant-Boèmont, Laurent ; Diecidue, Enrico ; Denant-Boemont, Laurent.
    In: Economics Working Paper Archive (University of Rennes 1 & University of Caen).
    RePEc:tut:cremwp:201329.

    Full description at Econpapers || Download paper

  36. On the Elicitation of Time Preference under Conditions of Risk. (2013). Cheung, Stephen.
    In: Working Papers.
    RePEc:syd:wpaper:2123/9362.

    Full description at Econpapers || Download paper

  37. Life is now! Time Preferences and Crime: Aggregate Evidence from the Italian Regions. (2013). TURATI, Gilberto ; Caruso, Raul ; Beraldo, Sergio.
    In: MPRA Paper.
    RePEc:pra:mprapa:49865.

    Full description at Econpapers || Download paper

  38. On Measuring Time Preferences. (2013). Sprenger, Charles ; Kuhn, Michael ; Andreoni, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19392.

    Full description at Econpapers || Download paper

  39. A Life-Cycle Model with Ambiguous Survival Beliefs. (2013). Zimper, Alexander ; Ludwig, Alexander ; Groneck, Max.
    In: Working Paper Series in Economics.
    RePEc:kls:series:0063.

    Full description at Econpapers || Download paper

  40. When imagining future wealth influences risky decision making. (2013). Greenberg, Adam.
    In: Judgment and Decision Making.
    RePEc:jdm:journl:v:8:y:2013:i:3:p:268-277.

    Full description at Econpapers || Download paper

  41. Does Patience Matter for Marriage Stability? Some Evidence from Italy. (2013). Gioia, Francesca ; De Paola, Maria ; Depaola, Maria.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp7769.

    Full description at Econpapers || Download paper

  42. The Importance of the Cognitive Environment for Intertemporal Choice. (2013). Villeval, Marie Claire ; Kuhn, Michael.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp7273.

    Full description at Econpapers || Download paper

  43. High discount rates: - An artifact caused by poorly framed experiments or a result of people being poor and vulnerable?. (2013). Holden, Stein.
    In: CLTS Working Papers.
    RePEc:hhs:nlsclt:2013_008.

    Full description at Econpapers || Download paper

  44. Discounting Environmental Goods. (2013). Green, Gareth ; Richards, Timothy J..
    In: EcoMod2013.
    RePEc:ekd:004912:5345.

    Full description at Econpapers || Download paper

  45. Life is now! Time preferences and crime: Aggregate evidence from the Italian regions. (2013). TURATI, Gilberto ; Caruso, Raul ; Beraldo, Sergio.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:47:y:2013:i:c:p:73-81.

    Full description at Econpapers || Download paper

  46. Time consistent vs. time inconsistent dynamic asset allocation: Some utility cost calculations for mean variance preferences. (2013). lioui, abraham.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:5:p:1066-1096.

    Full description at Econpapers || Download paper

  47. The Decisions of Entrepreneurs and Their Agents: Revealed Levels of Risk Aversion and Betrayal Aversion. (2013). Zeckhauser, Richard ; Dreber, Anna ; Worrell, Peter ; Wernerfelt, Nils ; Rand, David .
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp13-016.

    Full description at Econpapers || Download paper

  48. Measuring Time and Risk Preferences: Realiability, Stability, Domain Specificity. (2013). Riedl, Arno ; Wolbert, Eva .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4339.

    Full description at Econpapers || Download paper

  49. Trust and preferences: evidence from survey data. (2013). Sestito, Paolo ; de Blasio, Guido ; Albanese, Giuseppe.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_911_13.

    Full description at Econpapers || Download paper

  50. Risk Preferences Are Not Time Preferences: Comment. (2012). Cheung, Stephen.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp6762.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-04 08:39:12 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.