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Risk aversion and expected utility of consumption over time

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Publication:844923
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DOI10.1016/J.GEB.2009.07.001zbMath1200.91103OpenAlexW2158346998MaRDI QIDQ844923

Olof Johansson-Stenman

Publication date: 5 February 2010

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.geb.2009.07.001


zbMATH Keywords

time inconsistencyasset integrationdynamic consumption theoryexpected utility of final wealthexpected utility of incomenarrow bracketing


Mathematics Subject Classification ID

Utility theory (91B16)


Related Items (1)

Risk aversion and expected utility of consumption over time




Cites Work

  • Unnamed Item
  • Optimum consumption and portfolio rules in a continuous-time model
  • Risk aversion and expected utility of consumption over time
  • An index of loss aversion
  • Rejecting small gambles under expected utility
  • Risk aversion and expected-utility theory: a calibration exercise
  • Small- and large-stakes risk aversion: Implications of concavity calibration for decision theory
  • Dilemmas of an Economic Theorist
  • Consumer Demand and the Life-Cycle Allocation of Household Expenditures




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