Disentangling intertemporal substitution and risk aversion under the expected utility theorem

DOI10.1515/bejte-2016-0150zbMath1506.91057OpenAlexW2904374201WikidataQ128700835 ScholiaQ128700835MaRDI QIDQ2098984

C. Oscar Lau

Publication date: 22 November 2022

Published in: The B. E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/bejte-2016-0150

zbMATH Keywords

risk aversionintertemporal substitutionexpected utility theorem

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• Unnamed Item
• Unnamed Item
• Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
• Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors
• Least concave utility functions
• The effect of the background risk in a simple chance improving decision model
• The Structure of Intertemporal Preferences under Uncertainty and Time Consistent Plans
• Proper Risk Aversion
• Constant, Increasing and Decreasing Risk Aversion with Many Commodities
• Temporal Resolution of Uncertainty and Dynamic Choice Theory
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
• Changes in Background Risk and Risk Taking Behavior
• Standard Risk Aversion
• The Accumulation of Risky Capital: A Sequential Utility Analysis
• Risk Aversion in the Small and in the Large
• Stationary Ordinal Utility and Impatience
• Behavior Towards Risk with Many Commodities

This page was built for publication: Disentangling intertemporal substitution and risk aversion under the expected utility theorem