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An intertemporal utility function concave in gains and convex in losses

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Publication:750273
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DOI10.1007/BF02283519zbMath0713.90020OpenAlexW1976398919MaRDI QIDQ750273

Robert F. Bordley

Publication date: 1989

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02283519


zbMATH Keywords

intertemporal utility functions


Mathematics Subject Classification ID

Utility theory (91B16)





Cites Work

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  • Regret theory and measurable utility
  • Transitive measurable utility
  • Satiation and habit persistence (or the Dieter's dilemma)
  • When present value equals the change in the Hamiltonian
  • The role of insurance and gambling in allocating risk over time
  • An Expected Utility Function for the Insurance Buying Gambler
  • Disappointment in Decision Making Under Uncertainty
  • "Expected Utility" Analysis without the Independence Axiom
  • Prospect Theory: An Analysis of Decision under Risk
  • Optimal Growth with Intertemporally Dependent Preferences




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