Choosing monetary sequences: theory and experimental evidence

DOI10.1007/S11238-010-9214-7zbMath1232.91155OpenAlexW3122759759MaRDI QIDQ708808

Paola Manzini, Marco Mariotti, Luigi Mittone

Publication date: 14 October 2010

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: http://sro.sussex.ac.uk/id/eprint/71002/1/expsequences18paper.pdf

zbMATH Keywords

time preferencenegative discountingtime sequences

Mathematics Subject Classification ID

Individual preferences (91B08) Experimental studies (91A90)

Related Items (4)

Statistical inference for measures of predictive success ⋮ Intertemporal choice with savoring of yesterday ⋮ Luce arbitrates: stochastic resolution of inner conflicts ⋮ Every random choice rule is backwards-induction rationalizable

Cites Work

• Unnamed Item
• Unnamed Item
• Properties of a measure of predictive success
• Hyperbolic discounting and the standard model: eliciting discount functions
• Consumer choice and revealed bounded rationality
• Violations of present-value maximization in income choice
• Eliciting individual discount rates
• Can intertemporal choice experiments elicit time preferences for consumption?
• Eliciting Risk and Time Preferences
• Decision Making Over Time and Under Uncertainty: A Common Approach
• Is time-discounting hyperbolic or subadditive?

This page was built for publication: Choosing monetary sequences: theory and experimental evidence