A theory of time preferences over risky outcomes

DOI10.1016/j.jmateco.2007.12.002zbMath1195.91027OpenAlexW2011411762MaRDI QIDQ1039726

Juan Dubra

Publication date: 23 November 2009

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2007.12.002

zbMATH Keywords

stationarityhyperbolic discountingpresent biastime consistencytime preferencessimilarity relationsintransitive preference relations

Mathematics Subject Classification ID

Utility theory (91B16) Individual preferences (91B08)

Related Items (4)

Compound invariance implies prospect theory for simple prospects ⋮ A theory of average growth rate indices ⋮ Dynamic theory of preferences: habit formation and taste for variety ⋮ How to measure the average rate of change?

Cites Work

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• Similarity and decision-making under risk (Is there a utility theory resolution to the Allais paradox?)
• The algebraic versus the topological approach to additive representations
• The hexagon condition and additive representation for two dimensions: an algebraic approach
• Expected utility theory without the completeness axiom.
• A theory of (relative) discounting
• Time Preference
• Stationary Ordinal Utility and Impatience

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