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Temporal Resolution of Uncertainty and Dynamic Choice Theory. (1978). Kreps, David ; Porteus, Evan L.
In: Levine's Working Paper Archive.
RePEc:cla:levarc:625018000000000009.

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  39. Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria.
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  45. Uncertainty and compound lotteries: calibration. (2022). Ozdenoren, Emre ; Halevy, Yoram.
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  50. The Social Cost of Carbon with Intragenerational Inequality under Economic Uncertainty. (2022). Prest, Brian ; Palmer, Karen ; Emmerling, Johannes ; van der Ploeg, Frederick ; Groom, Ben.
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  85. Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty. (2022). Yang, Shuzhen ; Riedel, Frank ; Li, Hanwu.
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  86. Stability of the Epstein-Zin problem. (2022). Mostovyi, Oleksii ; Monoyios, Michael.
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  90. Uncertainty and Compound Lotteries: Calibration. (2021). Ozdenoren, Emre ; Halevy, Yoram.
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  91. Experimental elicitation of ambiguity attitude using the random incentive system. (2021). Halevy, Yoram ; Li, Chen ; Baillon, Aurelien.
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  94. Long Run Risk Model and Equity Premium Puzzle in Thailand. (2021). Kilenthong, Weerachart ; Duangchaiyoosook, Sartja.
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  95. Subjective income risk and precautionary saving. (2021). Tirelli, Mario ; Castaldo, Stefano.
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  96. Climate Change Uncertainty Spillover in the Macroeconomy. (2021). Hansen, Lars Peter ; Brock, William ; Barnett, Michael.
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  97. Individual differences in information-seeking. (2021). Sharot, Tali ; Kelly, Christopher A.
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  98. Risk aversion in two-period rent-seeking games. (2021). Menegatti, Mario.
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  99. Quantifying loss aversion: Evidence from a UK population survey. (2021). Cannon, Edmund ; Blake, David ; Wright, Douglas.
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  100. Adversity-hope hypothesis: Air pollution raises lottery demand in China. (2021). Salvo, Alberto ; Liu, Haoming ; Chew, Soo Hong.
    In: Journal of Risk and Uncertainty.
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  101. Efficient Institutions and Effective Deterrence: On Timing and Uncertainty of Formal Sanctions. (2021). Dimant, Eugen ; Posten, Ann-Christin ; Buckenmaier, Johannes ; Schmidt, Ulrich.
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  102. Disappointment Aversion, Term Structure, and Predictability Puzzles in Bond Markets. (2021). Tedongap, Romeo ; Augustin, Patrick.
    In: Management Science.
    RePEc:inm:ormnsc:v:67:y:2021:i:10:p:6266-6293.

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  103. Precautionary motives with multiple instruments. (2021). Peter, Richard ; Heinzel, Christoph.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03484875.

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  104. Measuring natural source dependence. (2021). Kemel, Emmanuel ; Gutierrez, Cedric.
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  105. Temporal Risk Resolution: Utility versus Probability Weighting Approaches. (2021). Onculer, Ayse ; Kemel, Emmanuel ; Diecidue, Enrico ; Abdellaoui, Mohammed.
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  106. The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund. (2021). Aase, Knut ; Bjerksund, Petter.
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  107. Micro Risks and Pareto Improving Policies with Low Interest Rates. (2021). Arellano, Cristina ; Amador, Manuel ; Aguiar, Mark.
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  108. A new preference model that allows for narrow framing. (2021). He, Xue Dong ; Guo, Jing.
    In: Journal of Mathematical Economics.
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  109. Randomly evolving tastes and delayed commitment. (2021). Sadowski, Philipp ; Krishna, Vijay R.
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    RePEc:eee:mateco:v:92:y:2021:i:c:p:81-94.

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  110. Contextual deliberation and the choice-valuation preference reversal. (2021). Guo, Liang.
    In: Journal of Economic Theory.
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  111. Would you prefer your retirement income to depend on your life expectancy?. (2021). Schernberg, Helene ; Bommier, Antoine.
    In: Journal of Economic Theory.
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  112. “Tell all the truth, but tell it slant”: Documenting media bias. (2021). Taylor, Sarah ; Raymond, Collin.
    In: Journal of Economic Behavior & Organization.
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  113. Ambiguity attitudes and the leverage cycle. (2021). Patella, Valeria ; Faia, Ester ; Bassanin, Marzio.
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  114. Games with second-order expected utility. (2021). Beggs, Alan.
    In: Games and Economic Behavior.
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  115. Robust consumption and portfolio choices with habit formation. (2021). Wang, Shibo ; Li, Tongtong ; Yang, Jinqiang.
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    RePEc:eee:ecmode:v:98:y:2021:i:c:p:227-246.

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  116. Killing in the stock market: Evidence from organ donations. (2021). Barnes, Spencer.
    In: Journal of Behavioral and Experimental Finance.
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  117. Pricing Indefinitely Lived Assets: Experimental Evidence. (2021). Jiang, Janet Hua ; Duffy, John ; Xie, Huan.
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  118. Large Compound Lotteries. (2021). Segal, Uzi ; Safra, Zvi.
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  119. Allocation Mechanisms Without Reduction. (2021). Segal, Uzi ; Dillenberger, David.
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  120. Ignorance is Bliss: A Game of Regret. (2021). Feri, Francesco ; Cerrone, Claudia ; Neary, Philip R.
    In: Papers.
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  121. Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence. (2021). He, Xue Dong ; Guo, Jing.
    In: Papers.
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  122. A Theory of Choice Bracketing under Risk. (2021). Zhang, MU.
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  123. Precautionary motives with multiple instruments. (2021). Peter, Richard ; Heinzel, Christoph.
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  125. Progressive taxation and (in)stability in an exogenous growth model with Epstein-Zin recursive preferences. (2020). Vasilev, Aleksandar.
    In: EconStor Open Access Articles.
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  126. Optimal Consumption Under Different Resolution Times of Uncertainty. (2020). Nishiwaki, Takashi.
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  127. Preferences for partial information and ambiguity. (2020). Li, Jian.
    In: Theoretical Economics.
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  128. Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time. (2020). Zapata-Garcia, Jose Miguel ; Kupper, Michael ; Jamneshan, Asgar.
    In: Journal of Optimization Theory and Applications.
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  129. On recursive utilities with non-affine aggregator and conditional certainty equivalent. (2020). Balbus, Łukasz.
    In: Economic Theory.
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  130. Equivalence between time consistency and nested formula. (2020). Chancelier, Jean-Philippe ; Lara, Michel ; Gerard, Henri.
    In: Annals of Operations Research.
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  131. Conditional non-expected utility preferences induced by mixture of lotteries: a note on the normative invalidity of expected utility theory. (2020). Geiger, Gebhard.
    In: Annals of Operations Research.
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  132. Time consistent equilibria in dynamic models with recursivepayoffs and behavioral discounting. (2020). Woźny, Łukasz ; Balbus, Łukasz ; Reffett, Kevin.
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  133. Disaster Risks, Disaster Strikes, and Economic Growth: the Role of Preferences. (2020). Douenne, Thomas.
    In: Review of Economic Dynamics.
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  134. Asset Pricing and Decarbonization: Diversification versus Climate Action. (2020). van der Ploeg, Frederick (Rick) ; Kraft, Holger ; Hambel, Christoph ; VAN DERPLOEG, RICK .
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  135. Robust Identification of Investor Beliefs. (2020). Hansen, Lars ; Chen, Xiaohong.
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  136. Expected discounted utility. (2020). Blavatskyy, Pavlo.
    In: Theory and Decision.
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  137. The theory of precautionary saving: an overview of recent developments. (2020). Menegatti, Mario ; Magnani, Marco ; Baiardi, Donatella.
    In: Review of Economics of the Household.
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  138. Eliciting utility curvature in time preference. (2020). Cheung, Stephen.
    In: Experimental Economics.
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  139. Determining the Social Cost of Carbon: Under Damage and Climate Sensitivity Uncertainty. (2020). Okullo, Samuel.
    In: Environmental & Resource Economics.
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  140. Elements of economics of uncertainty and time with recursive utility. (2020). Aase, Knut.
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  141. Anxiety Increases the Willingness the Willingness to Be Exposed to Covid-19 Risk among Young Adults in France. (2020). Etile, Fabrice ; Geoffard, Pierre-Yves.
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  142. Anxiety Increases the Willingness the Willingness to Be Exposed to Covid-19 Risk among Young Adults in France. (2020). Geoffard, Pierre ; Etilé, Fabrice ; Etile, Fabrice.
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  143. Disaster risks, disaster strikes, and economic growth: The role of preferences. (2020). Douenne, Thomas.
    In: PSE-Ecole d'économie de Paris (Postprint).
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  144. Disaster risks, disaster strikes, and economic growth: The role of preferences. (2020). Douenne, Thomas.
    In: Post-Print.
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  145. Robustness of Inferences in Risk and Time Experiments to Lifecycle Asset Integration. (2020). Heinzel, Christoph ; Bostian, AJ.
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  146. The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models. (2020). Jorgensen, Kasper ; Andreasen, Martin M.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:111:y:2020:i:c:p:95-117.

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  147. Nonrecursive separation of risk and time preferences. (2020). Steffensen, Mogens ; Jensen, Ninna Reitzel ; Fahrenwaldt, Matthias Albrecht.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:90:y:2020:i:c:p:95-108.

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  148. Preferences for the resolution of uncertainty and the timing of information. (2020). Nielsen, Kirby.
    In: Journal of Economic Theory.
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  149. The ethics of intergenerational risk. (2020). Piacquadio, Paolo Giovanni.
    In: Journal of Economic Theory.
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  150. Incomplete market demand tests for Kreps-Porteus-Selden preferences. (2020). Kubler, Felix ; Wei, Xiao ; Selden, Larry.
    In: Journal of Economic Theory.
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  151. Beliefs-dependent utilities do influence firm-specific wealth (executives’ inside equity holdings). (2020). Alsheikh, Muna Ibrahim.
    In: Journal of Economics and Business.
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  152. Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong.
    In: Cowles Foundation Discussion Papers.
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  153. Recursive Preferences, the Value of Life, and Household Finance. (2020). O'Dea, Cormac ; le Grand, Franois ; Legrand, Franois ; Harenberg, Daniel ; Bommier, Antoine.
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  154. Anxiety Increases The Willingness To Be Exposed To Covid-19 Risk Among Young Adults In France. (2020). Geoffard, Pierre ; Etilé, Fabrice.
    In: CEPR Discussion Papers.
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  155. How do People Respond to Small Probability Events with Large, Negative Consequences?. (2020). Trabandt, Mathias ; Lima, Francisco ; Godinho de Matos, Miguel ; Eichenbaum, Martin ; Rebelo, Sergio.
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  156. Asset diversification versus climate action. (2020). van der Ploeg, Frederick (Rick) ; Kraft, Holger ; Hambel, Christoph.
    In: CEPR Discussion Papers.
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  157. Asset Diversification versus Climate Action. (2020). van der Ploeg, Frederick (Rick) ; VAN DERPLOEG, RICK ; Kraft, Holger ; Hambel, Christoph.
    In: CESifo Working Paper Series.
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  158. Belief-Dependent Motivations and Psychological Game Theory. (2020). Battigalli, Pierpaolo ; Dufwenberg, Martin.
    In: CESifo Working Paper Series.
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  159. WELFARE AS EQUITY EQUIVALENTS. (2020). Berger, Loïc ; Emmerling, Johannes.
    In: Journal of Economic Surveys.
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  160. Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong.
    In: Working Papers.
    RePEc:bfi:wpaper:2020-69.

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  161. Uncertainty Spillovers for Markets and Policy. (2020). Hansen, Lars Peter.
    In: Working Papers.
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  162. Forward utility and market adjustments in relative investment-consumption games of many players. (2020). Platonov, Vadim ; Reis, Goncalo Dos .
    In: Papers.
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  163. Markov Decision Processes with Recursive Risk Measures. (2020). Glauner, Alexander ; Bauerle, Nicole.
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  164. Asymptotically Optimal Management of Heterogeneous Collectivised Investment Funds. (2020). Buescu, Cristin ; Armstrong, John.
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  165. Collectivised Post-Retirement Investment. (2020). Buescu, Cristin ; Armstrong, John.
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  166. Optimal Asset Allocation for Commodity Sovereign Wealth Funds. (2020). Parra-Alvarez, Juan ; Ma, Lin ; Irarrazabal, Alfonso A.
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  167. Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences. (2019). van Wijnbergen, Sweder ; Olijslagers, Stan.
    In: Tinbergen Institute Discussion Papers.
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  168. Risk Aversion or Model Uncertainty? An Empirical Cross-Sectional Analysis Across Countries. (2019). Engel, Pedro ; Almeida, Caio ; Valente, Joao Paulo.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:38:y:2019:i:2:a:76136.

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  169. A dynamic theory of the excess burden of taxation. (2019). Karantounias, Anastasios.
    In: 2019 Meeting Papers.
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  170. The Endowment Model and Modern Portfolio Theory. (2019). Wang, Neng ; Dimmock, Stephen ; Yang, Jinqiang.
    In: NBER Working Papers.
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  171. Delayed probabilistic risk attitude: a parametric approach. (2019). Webb, Craig ; Zank, Horst ; Pan, Jinrui.
    In: Theory and Decision.
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  172. Optimal Climate Policy for a Pessimistic Social Planner. (2019). Vitale, Paolo ; Valentini, Edilio.
    In: Environmental & Resource Economics.
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  173. Eliciting Utility Curvature in Time Preference. (2019). Cheung, Stephen.
    In: IZA Discussion Papers.
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  174. Risk Aversion and Precautionary Savings in Dynamic Settings. (2019). le Grand, Franois ; Legrand, Franois ; Bommier, Antoine.
    In: Management Science.
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  175. Time lotteries and stochastic impatience. (2019). Ortoleva, Pietro ; Gottlieb, Daniel ; Dillenberger, David ; Dejarnette, Patrick.
    In: LSE Research Online Documents on Economics.
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  176. Progressive taxation and (in)stability in an exogenous growth model with Epstein-Zin recursive preferences. (2019). Vasilev, Aleksandar.
    In: EERI Research Paper Series.
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  177. The K-armed bandit problem with multiple priors. (2019). Li, Jian.
    In: Journal of Mathematical Economics.
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  178. Gold, platinum, and expected stock returns. (2019). Kilic, Mete ; Huang, Darien.
    In: Journal of Financial Economics.
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  179. Recursive utility and parameter uncertainty. (2019). Shmaya, Eran ; Al-Najjar, Nabil I.
    In: Journal of Economic Theory.
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  180. A powerful tool for analyzing concave/convex utility and weighting functions. (2019). Wakker, Peter ; Yang, Jingni.
    In: Journal of Economic Theory.
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  181. How do changes in risk and risk aversion affect self-protection with Selden/Kreps–Porteus preferences?. (2019). Ho Yin Yick, ; Wang, Hongxia.
    In: Insurance: Mathematics and Economics.
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  182. Revisiting precautionary saving under ambiguity. (2019). Peter, Richard.
    In: Economics Letters.
    RePEc:eee:ecolet:v:174:y:2019:i:c:p:123-127.

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  183. Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon. (2019). Garcia, Rene ; Campani, Carlos Heitor.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:364-384.

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  184. Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences. (2019). van Wijnbergen, Sweder ; Olijslager, Stan.
    In: CEPR Discussion Papers.
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  185. Experimental Asset Markets with An Indefinite Horizon. (2019). Duffy, John ; Xie, Huan ; Jiang, Janet Hua.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2019s-15.

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  186. Asset pricing with utility from external anticipation. (2019). Merella, Vincenzo ; Satchell, Stephen E.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:589.

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  187. Time discounting under uncertainty. (2019). Jos'e Heleno Faro, ; Bastianello, Lorenzo.
    In: Papers.
    RePEc:arx:papers:1911.00370.

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  188. Discrete Time Dynamic Programming with Recursive Preferences: Optimality and Applications. (2019). Stachurski, John ; Ren, Guanlong.
    In: Papers.
    RePEc:arx:papers:1812.05748.

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  189. Equivalence Between Time Consistency and Nested Formula. (2019). Chancelier, Jean-Philippe ; de Lara, Michel.
    In: Papers.
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  190. Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2019). Borovička, Jaroslav ; Stachurski, John.
    In: Papers.
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  191. Optimal Learning under Robustness and Time-Consistency. (2019). Epstein, Larry ; Ji, Shaolin.
    In: Papers.
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  192. Asset pricing in OLG economies with borrowing constraints and idiosyncratic income risk. (2018). Harenberg, Daniel.
    In: SAFE Working Paper Series.
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  193. Optimal fiscal policy with Epstein-Zin preferences and utility-enhancing government services: lessons from Bulgaria (1999-2016). (2018). Vasilev, Aleksandar.
    In: EconStor Preprints.
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  194. Progressive taxation and (in)stability in an exogenous growth model with Epstein-Zin recursive preferences. (2018). Vasilev, Aleksandar.
    In: EconStor Preprints.
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  195. An RBC model with Epstein-Zin (non-expected-utility) recursive preferences: lessons from Bulgaria (1999-2016). (2018). Vasilev, Aleksandar.
    In: EconStor Preprints.
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  196. Ambiguous Correlation. (2018). Halevy, Yoram ; Epstein, Larry.
    In: Microeconomics.ca working papers.
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  197. Preferences for Randomization and Anticipated Utility. (2018). Hashidate, Yosuke.
    In: CIRJE F-Series.
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  198. THE ROLE OF THE UTILITY FUNCTION IN THE ESTIMATION OF PREFERENCE PARAMETERS. (2018). Pignalosa, Daria.
    In: Departmental Working Papers of Economics - University 'Roma Tre'.
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  199. Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2018). Borovička, Jaroslav ; Stachurski, John ; Borovicka, Jaroslav.
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  200. Government Spending and the Term Structure of Interest Rates in a DSGE Model. (2018). Maršál, Aleš.
    In: 2018 Meeting Papers.
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  201. Precautionary Saving in a Markovian Earnings Environment. (2018). Light, Bar.
    In: Review of Economic Dynamics.
    RePEc:red:issued:16-391.

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  202. Real Exchange Variability in a Two-Country Business Cycle Model. (2018). Tretvoll, Hakon.
    In: Review of Economic Dynamics.
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  203. Intertemporal Consumption with Risk: A Revealed Preference Analysis. (2018). Quah, John ; Zhong, Songfa ; Miao, Bin ; Lanier, Joshua.
    In: MPRA Paper.
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  204. Intertemporal Consumption with Risk: A Revealed Preference Analysis. (2018). Zhong, Songfa ; Quah, John ; Miao, Bin ; Lanier, Joshua.
    In: MPRA Paper.
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  205. Time Lotteries and Stochastic Impatience. (2018). Ortoleva, Pietro ; Gottlieb, Daniel ; Dillenberger, David ; Dejarnette, Patrick.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:18-021.

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  206. Stochastic Impatience and the Separation of Time and Risk Preferences. (2018). Ortoleva, Pietro ; Gottlieb, Daniel ; Dillenberger, David.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:18-020.

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  207. Time Lotteries, Second Version. (2018). Ortoleva, Pietro ; Gottlieb, Daniel ; Dillenberger, David ; Dejarnette, Patrick.
    In: PIER Working Paper Archive.
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  208. Comparative precautionary saving under higher-order risk and recursive utility. (2018). Heinzel, Christoph ; Bostian, Aj A.
    In: The Geneva Risk and Insurance Review.
    RePEc:pal:genrir:v:43:y:2018:i:1:d:10.1057_s10713-018-0030-2.

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  209. Rare Disasters, Financial Development, and Sovereign Debt. (2018). Wang, Neng ; Rebelo, Sergio ; Yang, Jinqiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25031.

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  210. Ambiguous life expectancy and the demand for annuities. (2018). Thibault, Emmanuel ; d'Albis, Hippolyte ; Dalbis, Hippolyte.
    In: Theory and Decision.
    RePEc:kap:theord:v:85:y:2018:i:3:d:10.1007_s11238-018-9658-8.

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  211. Comparative precautionary saving under higher-order risk and recursive utility. (2018). Heinzel, Christoph ; AJ A. Bostian, .
    In: The Geneva Papers on Risk and Insurance Theory.
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  212. Is Liquidity Risk Priced? Theory and Evidence. (2018). Chung, Chuneyoung ; Hur, Seok-Kyun ; Liu, Chang.
    In: Sustainability.
    RePEc:gam:jsusta:v:10:y:2018:i:6:p:1809-:d:149805.

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  213. Convex duality for Epstein-Zin stochastic differential utility. (2018). Xing, Hao ; Matoussi, Anis.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:82519.

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  214. Measured anxiety affects choices in experimental “clock” games. (2018). Kang, Minjeong ; Camerer, Colin .
    In: Research in Economics.
    RePEc:eee:reecon:v:72:y:2018:i:1:p:49-64.

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  215. Optimal monetary policy for a pessimistic central bank. (2018). Vitale, Paolo.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:58:y:2018:i:c:p:39-59.

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  216. Term structures of asset prices and returns. (2018). Boyarchenko, Nina ; Chernov, Mikhail ; Backus, David.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:129:y:2018:i:1:p:1-23.

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  217. Planning for the long run: Programming with patient, Pareto responsive preferences. (2018). Khan, Urmee ; Stinchcombe, Maxwell B.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:176:y:2018:i:c:p:444-478.

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  218. A behavioral definition of unforeseen contingencies. (2018). Kochov, Asen.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:175:y:2018:i:c:p:265-290.

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  219. On investor preferences and mutual fund separation. (2018). Dybvig, Philip ; Liu, Fang.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:174:y:2018:i:c:p:224-260.

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  220. Convex dynamic programming with (bounded) recursive utility. (2018). Bloise, Gaetano ; Vailakis, Yiannis.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:173:y:2018:i:c:p:118-141.

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  221. Robust trading for ambiguity-averse insiders. (2018). Vitale, Paolo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:90:y:2018:i:c:p:113-130.

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  222. Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing. (2018). Gollier, Christian.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:95:y:2018:i:c:p:155-171.

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  223. Continuous-time smooth ambiguity preferences. (2018). Suzuki, Masataka .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:90:y:2018:i:c:p:30-44.

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  224. Size-Dependent Policies and Efficient Firm Creation. (2018). Ando, Sakai.
    In: ISER Discussion Paper.
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  225. Dynamic Random Utility. (2018). Strzalecki, Tomasz ; Iijima, Ryota ; Frick, Mira.
    In: Cowles Foundation Discussion Papers.
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  226. Behavioral Characterizations of Naiveté for Time-Inconsistent Preferences. (2018). Sarver, Todd ; le Yaouanq, Yves ; Iijima, Ryota ; Ahn, David S ; Sahn, David.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2074r.

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  227. Rare Disasters, Financial Development, and Sovereign Debt. (2018). Rebelo, Sergio ; Yang, Jinqiang ; Wang, Neng.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13202.

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  228. News Shocks and the Production-Based Term Structure of Equity Returns. (2018). Ai, Hengjie ; Li, Kai ; Diercks, Anthony ; Croce, Mariano Massimiliano.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12661.

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  229. Pricing Carbon Under Economic and Climactic Risks: Leading-Order Results from Asymptotic Analysis. (2018). van der Ploeg, Frederick (Rick) ; van den Bremer, Ton .
    In: CEPR Discussion Papers.
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  230. OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY. (2017). Faidi, Wahid ; Mnif, Mohamed ; Matoussi, Anis.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
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  231. The Ethics of Intergenerational Risk. (2017). Piacquadio, Paolo Giovanni.
    In: RIEEM Discussion Paper Series.
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  232. Introduction. (2017). Uhlig, Harald ; List, John.
    In: Journal of Political Economy.
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  233. Asset Pricing: Models and Empirical Evidence. (2017). Constantinides, George.
    In: Journal of Political Economy.
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  234. No Two Experiments are Identical. (2017). Halevy, Yoram ; Epstein, Larry.
    In: Microeconomics.ca working papers.
    RePEc:ubc:pmicro:yoram_halevy-2014-9.

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  235. Information Aversion. (2017). Andries, Marianne ; Haddad, Valentin.
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  236. Government Spending and the Term Structure of Interest Rates in a DSGE Model. (2017). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales .
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  237. On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation. (2017). Stadje, M ; Pistorius, M ; Madan, D.
    In: Finance and Stochastics.
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  238. Optimal consumption and investment with Epstein–Zin recursive utility. (2017). Seifried, Frank Thomas ; Kraft, Holger ; Seiferling, Thomas .
    In: Finance and Stochastics.
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  239. Consumption–investment optimization with Epstein–Zin utility in incomplete markets. (2017). Xing, Hao.
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:21:y:2017:i:1:d:10.1007_s00780-016-0297-z.

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  240. Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility. (2017). Kilic, Mete ; Wachter, Jessica .
    In: 2017 Meeting Papers.
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  241. What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models. (2017). Julliard, Christian ; Taylor, Alex P ; Ghosh, Anisha.
    In: Review of Financial Studies.
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  242. Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2017). Stachurski, John ; Borovička, Jaroslav ; Borovika, Jaroslav.
    In: NBER Working Papers.
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  243. Global Warming and a Potential Tipping Point in the Atlantic Thermohaline Circulation: The Role of Risk Aversion. (2017). Funke, Michael ; Glanemann, Nicole ; Belaia, Mariia .
    In: Environmental & Resource Economics.
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  244. Managing Catastrophic Climate Risks Under Model Uncertainty Aversion. (2017). Berger, Loïc ; Tavoni, Massimo ; Emmerling, Johannes.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:3:p:749-765.

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  245. Fantasy and Dread: The Demand for Information and the Consumption Utility of the Future. (2017). Tasoff, Joshua ; Ganguly, Ananda .
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:12:p:4037-4060.

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  246. Generalized Entropy and Model Uncertainty. (2017). Meyer-Gohde, Alexander.
    In: SFB 649 Discussion Papers.
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  247. Managing Catastrophic Climate Risks Under Model Uncertainty Aversion. (2017). Emmerling, Johannes ; Berger, Loïc ; Tavoni, Massimo.
    In: Post-Print.
    RePEc:hal:journl:hal-03027150.

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  248. Land allocation between a multiple-stand forest and agriculture under storm risk and recursive preferences. (2017). De Cara, Stéphane ; Dumollard, Gaspard.
    In: Post-Print.
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  249. Horizon-dependent risk aversion and the timing and pricing of uncertainty. (2017). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne.
    In: Staff Reports.
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  250. Welfare as Simple(x) Equity Equivalents. (2017). Emmerling, Johannes ; Berger, Loïc.
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  251. The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics. (2017). Uhlig, Harald ; Sonnenschein, Hugo ; Shaikh, Azeem ; Myerson, Roger ; Mogstad, Magne ; Lucas, Robert ; List, John ; Kaplan, Greg ; Heckman, James ; Greenstone, Michael ; Bonhomme, Stéphane ; Akcigit, Ufuk ; Kashyap, Anil K ; Constantinides, George M ; Reny, Philip J ; Kamenica, Emir ; Alvarez, Fernando ; Rajan, Raghuram G ; Hortacsu, Ali ; Prendergast, Canice ; Zingales, Luigi ; Neal, Derek ; Harald, Uhlig ; Vishny, Robert ; Hansen, Lars Peter ; Topel, Robert H ; Thaler, Richard H ; Galenson, David W ; Stokey, Nancy L ; Fama, Eugene F ; Levitt, Steven ; Diamond, Douglas W ; Shimer, Robert.
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  252. Confidence, bond risks, and equity returns. (2017). Zhao, Guihai.
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  253. Capital utilization, market power, and the pricing of investment shocks. (2017). Garlappi, Lorenzo ; Song, Zhongzhi .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:126:y:2017:i:3:p:447-470.

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  254. Skewed noise. (2017). Dillenberger, David ; Segal, Uzi.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:169:y:2017:i:c:p:344-364.

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  255. Optimal dividend payout model with risk sensitive preferences. (2017). Jaśkiewicz, Anna ; Jakiewicz, Anna ; Bauerle, Nicole.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:73:y:2017:i:c:p:82-93.

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  256. Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks. (2017). Han, Nan-Wei ; Hung, Mao-Wei.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:73:y:2017:i:c:p:54-67.

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  257. Empirical evidence of news about future prospects in the risk-pricing of oil assets. (2017). Kakeu, Johnson ; Bouaddi, Mohammed .
    In: Energy Economics.
    RePEc:eee:eneeco:v:64:y:2017:i:c:p:458-468.

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  258. Stated and revealed heterogeneous risk preferences in educational choice. (2017). Fossen, Frank ; Glocker, Daniela .
    In: European Economic Review.
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  259. Equilibrium asset pricing with Epstein-Zin and loss-averse investors. (2017). Guo, Jing ; He, Xue Dong.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:76:y:2017:i:c:p:86-108.

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  260. Risk-free Yields, Risk Aversion, and Volatility. (2017). Azar, Samih Antoine.
    In: International Journal of Economics and Financial Issues.
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  261. Behavioral Characterizations of Naiveté for Time-Inconsistent Preferences. (2017). Sarver, Todd ; le Yaouanq, Yves ; Iijima, Ryota ; Ahn, David S ; Sahn, David.
    In: Cowles Foundation Discussion Papers.
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  262. Optimal Learning and Ellsberg’s Urns. (2017). Ji, Shaolin ; Epstein, Larry G.
    In: Boston University - Department of Economics - Working Papers Series.
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  263. Ambiguous Correlation. (2017). Halevy, Yoram ; Epstein, Larry.
    In: Boston University - Department of Economics - Working Papers Series.
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  264. Welfare as Simple(x) Equity Equivalents. (2017). Berger, Loïc ; Emmerling, Johannes.
    In: MITP: Mitigation, Innovation and Transformation Pathways.
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  268. Strategic complementarities and unraveling in matching markets. (2016). Echenique, Federico ; Pereyra, Juan Sebastian .
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  269. Pareto weights as wedges in two-country models. (2016). Ferriere, Axelle ; Lyon, Spencer ; Coleman, Chase ; Backus, David.
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  270. Composite time-consistent multi-period risk measure and its application in optimal portfolio selection. (2016). Yan, Zhe ; Liu, Jia ; Chen, Zhiping.
    In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research.
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  271. Asset demands and consumption with longevity risk. (2016). Rhee, Yuna ; Koo, Hyeng Keun ; Jang, Bong-Gyu.
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  272. Empirical Selection of Optimal Portfolios and its Influence in the Estimation of Kreps-Porteus Utility Function Parameters. (2016). Almeida, Caio ; Ornelas, Rafael ; Faria, Adriano .
    In: Brazilian Review of Econometrics.
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  273. Volatility and Growth with Recursive Preferences. (2016). Pelloni, Alessandra ; Annicchiarico, Barbara.
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  274. Demographics and Real Interest Rates: Inspecting the Mechanism. (2016). Ferrero, Andrea ; Carvalho, Carlos ; de Carvalho, Carlos Viana.
    In: Textos para discussão.
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  275. Volatility and Growth with Recursive Preferences. (2016). Pelloni, Alessandra ; Annicchiarico, Barbara.
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  276. Demographics and Real Interest Rates: Inspecting the Mechanism. (2016). Ferrero, Andrea ; Carvalho, Carlos ; Nechio, Fernanda .
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  277. Macro Announcement Premium and Risk Preferences. (2016). Bansal, Ravi ; Ai, Hengjie.
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  278. Advance Information and Distorted Beliefs in Macroeconomic and Financial Fluctuations. (2016). Jurado, Kyle.
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  279. Intrinsic Valuation of Information in Decision Making under Uncertainty. (2016). Murawski, Carsten ; Warren, Hayley ; Brydevall, Maja ; Bode, Stefan ; Bennett, Daniel.
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  280. Durable Goods, Inflation Risk, and Equilibrium Asset Prices. (2016). Eraker, Bjorn ; Wang, Wenyu ; Shaliastovich, Ivan.
    In: Review of Financial Studies.
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  281. Applying Asset Pricing Theory to Calibrate the Price of Climate Risk. (2016). Wagner, Gernot ; Litterman, Robert ; Daniel, Kent D.
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  282. Risk Preferences and The Macro Announcement Premium. (2016). Bansal, Ravi ; Ai, Hengjie.
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  283. Term Structure of Uncertainty in the Macroeconomy. (2016). Hansen, Lars ; Borovička, Jaroslav ; Borovika, Jaroslav.
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  284. Decision Theoretic Approaches to Experiment Design and External Validity. (2016). Snowberg, Erik ; Chassang, Sylvain ; Banerjee, Abhijit.
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  285. Ambiguity and the historical equity premium. (2016). Tallon, Jean-Marc ; Mukerji, Sujoy ; Collard, Fabrice ; Sheppard, Kevin.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
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  286. The impact of ambiguity and prudence on prevention decisions. (2016). Berger, Loïc.
    In: Theory and Decision.
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  287. Education and anomalies in decision making: Experimental evidence from Chinese adult twins. (2016). Zhong, Songfa ; Zhang, Junsen ; Yi, Junjian ; Chew, Soo Hong.
    In: Journal of Risk and Uncertainty.
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  288. Volatility Risks and Growth Options. (2016). Ai, Hengjie ; Kiku, Dana .
    In: Management Science.
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  289. Ambiguity and the historical equity premium. (2016). Collard, Fabrice ; Sheppard, Kevin ; Mukerji, Sujoy.
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  290. Consumption Smoothing and Precautionary Saving under Recursive Preferences. (2016). , ; Heinzel, Christoph.
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  291. Demographics and real interest rates: inspecting the mechanism. (2016). Nechio, Fernanda ; Ferrero, Andrea ; Carvalho, Carlos.
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  292. Inequality and the Social Cost of Carbon. (2016). Emmerling, Johannes ; Anthoff, David.
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  293. Doctor–patient differences in risk and time preferences: a field experiment. (2016). Miraldo, Marisa ; Galizzi, Matteo ; van der Pol, Marjon ; Stavropoulou, Charitini.
    In: LSE Research Online Documents on Economics.
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  294. Lattice-based monotone comparative statics on saving with Selden/Kreps–Porteus preferences. (2016). Li, Jingyuan ; Wang, Jianli.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:65:y:2016:i:c:p:132-138.

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  295. Conditional preference orders and their numerical representations. (2016). Drapeau, Samuel ; Jamneshan, Asgar .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:63:y:2016:i:c:p:106-118.

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  296. Term Structure of Uncertainty in the Macroeconomy. (2016). Borovicka, J ; Hansen, L P.
    In: Handbook of Macroeconomics.
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  297. Doctor–patient differences in risk and time preferences: A field experiment. (2016). van der Pol, Marjon ; Miraldo, Marisa ; Galizzi, Matteo ; Stavropoulou, Charitini.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:50:y:2016:i:c:p:171-182.

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  298. Reading the tea leaves: Model uncertainty, robust forecasts, and the autocorrelation of analysts’ forecast errors. (2016). Linnainmaa, Juhani T ; Yae, James ; Torous, Walter .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:1:p:42-64.

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  299. Anxiety in the face of risk. (2016). Schmalz, Martin ; Eisenbach, Thomas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:121:y:2016:i:2:p:414-426.

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  300. Assessing asset pricing models using revealed preference. (2016). van Binsbergen, Jules ; Berk, Jonathan B.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:119:y:2016:i:1:p:1-23.

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  301. Optimal consumption and savings with stochastic income and recursive utility. (2016). Yang, Jinqiang ; Wang, Neng.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:165:y:2016:i:c:p:292-331.

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  302. Building up time-consistency for risk measures and dynamic optimization. (2016). Leclere, Vincent ; de Lara, Michel.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:249:y:2016:i:1:p:177-187.

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  303. Demographics and real interest rates: Inspecting the mechanism. (2016). Ferrero, Andrea ; Carvalho, Carlos ; Nechio, Fernanda .
    In: European Economic Review.
    RePEc:eee:eecrev:v:88:y:2016:i:c:p:208-226.

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  304. Pareto weights as wedges in two-country models. (2016). Ferriere, Axelle ; Lyon, Spencer ; Coleman, Chase ; Backus, David.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:72:y:2016:i:c:p:98-110.

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  305. Dual Process Utility Theory: A Model of Decisions Under Risk and Over Time. (2016). Schneider, Mark.
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  306. Inequality and the Social Cost of Carbon. (2016). Emmerling, Johannes ; Anthoff, David.
    In: CESifo Working Paper Series.
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  307. Skewed Noise. (2016). Segal, Uzi ; Dillenberger, David.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:843.

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  308. Self-Insurance, Self-Protection, and Saving: On Consumption Smoothing and Risk Management. (2016). Hofmann, Annette ; Peter, Richard.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:83:y:2016:i:3:p:719-734.

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  309. Worrying about the Stock Market: Evidence from Hospital Admissions. (2016). Parsons, Christopher A ; Engelberg, Joseph.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:71:y:2016:i:3:p:1227-1250.

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  310. Convex duality for stochastic differential utility. (2016). Matoussi, Anis ; Xing, Hao.
    In: Papers.
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  311. Conditional Preference Orders and their Numerical Representations. (2016). Jamneshan, Asgar ; Drapeau, Samuel.
    In: Papers.
    RePEc:arx:papers:1410.5466.

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  312. Inequality and the Social Cost of Carbon. (2016). Emmerling, Johannes ; Anthoff, David.
    In: MITP: Mitigation, Innovation and Transformation Pathways.
    RePEc:ags:feemmi:244332.

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  313. Extending the Ramsey Equation further: Discounting under Mutually Utility Independent and Recursive Preferences. (2015). Hector, Svenja .
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113061.

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  314. Global Warming and a Potential Tipping Point in the Atlantic Thermohaline Circulation: The Role of Risk Aversion. (2015). Funke, Michael ; Glanemann, Nicole ; Belaia, Mariia .
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
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  315. Discounting, beyond utilitarianism. (2015). Zuber, Stéphane ; Fleurbaey, Marc.
    In: Economics - The Open-Access, Open-Assessment E-Journal.
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  316. High order smooth ambiguity preferences and asset prices. (2015). Volkert, Clemens ; Thimme, Julian.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:27:y:2015:i:1:p:1-15.

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  317. Transmission Channels and Welfare Implications of Unconventional Monetary Easing Policy in Japan. (2015). Ugai, Hiroshi .
    In: UTokyo Price Project Working Paper Series.
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  318. Pareto weights as wedges in two-country models. (2015). Ferriere, Axelle ; Lyon, Spencer ; Coleman, Chase ; Backus, David.
    In: Working Papers.
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  319. Attention deficit hyperactivity disorders, panic attacks, epileptic fits, depressions and dementias from missing out on appropriate fears and hopes. (2015). Pope, Robin.
    In: Mind & Society: Cognitive Studies in Economics and Social Sciences.
    RePEc:spr:minsoc:v:14:y:2015:i:1:p:107-127.

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  320. Recursive extension of a multicommodity analysis. (2015). Wakai, Katsutoshi.
    In: Economic Theory Bulletin.
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  321. Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2015). Johannes, Michael ; Collin-Dufresne, Pierre ; Lochstoer, Lars .
    In: 2015 Meeting Papers.
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  322. Long-Run Risk is the Worst-Case Scenario. (2015). Dew-Becker, Ian ; Bidder, Rhys.
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  323. Asset Pricing with Horizon-Dependent Risk Aversion. (2015). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne.
    In: 2015 Meeting Papers.
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  324. Misspecified Recovery. (2015). Scheinkman, Jose ; Hansen, Lars ; Borovička, Jaroslav ; Borovicka, Jaroslav.
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  325. Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil. (2015). Carrasco Gutierrez, Carlos Enrique ; Gesteira, Marcos .
    In: MPRA Paper.
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  326. Time Lotteries. (2015). Ortoleva, Pietro ; Gottlieb, Daniel ; Dillenberger, David ; Dejarnette, Patrick.
    In: PIER Working Paper Archive.
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  327. Skewed Noise. (2015). Segal, Uzi ; Dillenberger, David.
    In: PIER Working Paper Archive.
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  328. Financial Asset Pricing Theory. (2015). Munk, Claus .
    In: OUP Catalogue.
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  329. Reference Points and Learning. (2015). Beggs, Alan.
    In: Economics Series Working Papers.
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  330. Consumption Volatility and the Cross-Section of Stock Returns. (2015). Tedongap, Romeo.
    In: Review of Finance.
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  331. Pareto Weights as Wedges in Two-Country Models. (2015). Ferriere, Axelle ; Backus, David ; Coleman, Chase ; Lyon, Spencer .
    In: NBER Working Papers.
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  332. Risk, Unemployment, and the Stock Market: A Rare-Event-Based Explanation of Labor Market Volatility. (2015). Wachter, Jessica ; Kilic, Mete .
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  333. Long-run Bulls and Bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui.
    In: NBER Working Papers.
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  334. Ambiguity and the historical equity premium. (2015). Tallon, Jean-Marc ; Mukerji, Sujoy ; Collard, Fabrice ; Sheppard, Kevin.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
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  335. Idiosyncratic Risk, Aggregate Risk, and the Welfare Effects of Social Security. (2015). Ludwig, Alexander ; Harenberg, Daniel.
    In: MEA discussion paper series.
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  336. Collective intertemporal choice: time consistency vs. time invariance. (2015). Heal, Geoffrey ; Millner, Antony.
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  337. Clumped or Piecewise? Evidence on Preferences for Information. (2015). Zimmermann, Florian.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:4:p:740-753.

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  338. The Ethics of Intergenerational Risk. (2015). Piacquadio, Paolo Giovanni.
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  339. The equity premium in a production economy; A new perspective involving recursive utility. (2015). Aase, Knut.
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  340. Beyond the local mean-variance analysis in continuous time: The problem of non-normality. (2015). Lillestøl, Jostein ; Aase, Knut ; Lillestol, Jostein.
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  341. Recursive utility and jump-diffusions. (2015). Aase, Knut.
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  342. The Life Cycle Model with Recursive Utility: New insights on optimal consumption. (2015). Aase, Knut.
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  343. Heterogeneity and limited stock market Participation. (2015). Aase, Knut.
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  344. Recursive utility using the stochastic maximum principle. (2015). Aase, Knut.
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  345. Anxiety in the face of risk. (2015). Schmalz, Martin ; Eisenbach, Thomas.
    In: Staff Reports.
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  346. Downside Variance Risk Premium. (2015). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Okou, Cedric.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-20.

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  347. Measuring Ambiguity Aversion. (2015). Jahan-Parvar, Mohammad ; Liu, Hening ; Gallant, Ronald A.
    In: Finance and Economics Discussion Series.
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  348. Optimal Fiscal Policy with Recursive Preferences. (2015). Karantounias, Anastasios.
    In: FRB Atlanta Working Paper.
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  349. Testing the Optimality of Consumption Decisions of the Representative Household: Evidence from Brazil. (2015). Carrasco Gutierrez, Carlos Enrique ; Carrasco-Gutierrez, Carlos Enrique ; Costa, Marcos Gesteira .
    In: Revista Brasileira de Economia - RBE.
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  350. The Impact of Ambiguity Prudence on Insurance and Prevention. (2015). Berger, Loïc.
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  351. Costly information acquisition and the temporal resolution of uncertainty. (2015). Pennesi, Daniele.
    In: THEMA Working Papers.
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  352. High order smooth ambiguity preferences and asset prices. (2015). Thimme, Julian ; Volkert, Clemens .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:27:y:2015:i:c:p:1-15.

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  353. Long-run bulls and bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:76:y:2015:i:s:p:s21-s36.

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  354. Risk and ambiguity in models of business cycles. (2015). Ferriere, Axelle ; Backus, David ; Zin, Stanley .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:69:y:2015:i:c:p:42-63.

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  355. Costly information acquisition and the temporal resolution of uncertainty. (2015). Pennesi, Daniele.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:60:y:2015:i:c:p:115-122.

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  356. Endogenous growth and wealth inequality under incomplete markets and idiosyncratic risk. (2015). Clemens, Christiane ; Heinemann, Maik .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:45:y:2015:i:c:p:300-317.

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  357. Good and bad uncertainty: Macroeconomic and financial market implications. (2015). Segal, Gill ; Yaron, Amir ; Shaliastovich, Ivan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:117:y:2015:i:2:p:369-397.

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  358. History-dependent risk attitude. (2015). Rozen, Kareen ; Dillenberger, David.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:157:y:2015:i:c:p:445-477.

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  359. Models-as-usual for unusual risks? On the value of catastrophic climate change. (2015). Zuber, Stéphane ; Lanz, Bruno ; Bommier, Antoine.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:74:y:2015:i:c:p:1-22.

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  360. A theoretical model of bank lending: Does ownership matter in times of crisis?. (2015). Schclarek, Alfredo ; Brei, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:50:y:2015:i:c:p:298-307.

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  361. Ambiguity and Nonexpected Utility. (2015). Kami, Edi ; Marinacci, Massimo ; Maccheroni, Fabio.
    In: Handbook of Game Theory with Economic Applications.
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  362. The long and the short of the risk-return trade-off. (2015). Meddahi, Nour ; Garcia, René ; Bonomo, Marco ; Tedongap, Romeo.
    In: Journal of Econometrics.
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  363. Learning, confidence, and option prices. (2015). Shaliastovich, Ivan.
    In: Journal of Econometrics.
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  364. Long-run bulls and bears. (2015). Rebelo, Sergio ; Papanikolaou, Dimitris ; Eichenbaum, Martin ; Albuquerque, Rui .
    In: CEPR Discussion Papers.
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  365. Downside Variance Risk Premium. (2015). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Okou, Cedric.
    In: Staff Working Papers.
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  366. The Social Cost of Carbon with Economic and Climate Risks. (2015). Judd, Kenneth ; Cai, Yongyang ; Lontzek, Thomas S..
    In: Papers.
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  367. Consumption investment optimization with Epstein-Zin utility in incomplete markets. (2015). Xing, Hao.
    In: Papers.
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  368. Misspecified Recovery. (2015). Scheinkman, Jose ; Hansen, Lars ; Borovivcka, Jaroslav ; Jos'e A. Scheinkman, .
    In: Papers.
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  369. Time-varying disaster risk models: An empirical assessment of the Rietz-Barro hypothesis. (2015). Parra-Alvarez, Juan ; Irarrazabal, Alfonso .
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  370. Give me strong moments and time - Combining GMM and SMM to estimate long-run risk asset pricing models. (2014). Schaub, Eva-Maria ; Grammig, Joachim.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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  371. Decomposing Risk in Dynamic Stochastic General Equilibrium. (2014). Meyer-Gohde, Alexander ; Lan, Hong.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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  372. Social security and the interactions between aggregate and idiosyncratic risk. (2014). Ludwig, Alexander ; Harenberg, Daniel.
    In: SAFE Working Paper Series.
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  373. Stated and revealed heterogeneous risk preferences in educational choice. (2014). Glocker, Daniela ; Fossen, Frank.
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  374. Why uncertainty matters: discounting under intertemporal risk aversion and ambiguity. (2014). Traeger, Christian.
    In: Economic Theory.
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  375. Remittances, savings and return migration under uncertainty. (2014). Verheyden, Bertrand ; Delpierre, Matthieu.
    In: IZA Journal of Migration and Development.
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  376. On variable discounting in dynamic programming: applications to resource extraction and other economic models. (2014). Nowak, Andrzej ; Matkowski, Janusz ; Jaśkiewicz, Anna ; Jakiewicz, Anna.
    In: Annals of Operations Research.
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  377. Social Security and the Interactions Between Aggregate and Idiosyncratic Risk. (2014). Ludwig, Alexander ; Harenberg, Daniel.
    In: 2014 Meeting Papers.
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  378. Good and Bad Uncertainty: Macroeconomic and Financial Market Implications. (2014). Segal, Gill ; Yaron, Amir ; Shaliastovich, Ivan.
    In: 2014 Meeting Papers.
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  379. Fear itself: The effects of distressing economic news on birth outcomes. (2014). Carlson, Kyle.
    In: MPRA Paper.
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  380. Does Human Capital Risk Explain The Value Premium Puzzle?. (2014). Sylvain, Serginio.
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  381. Real Options and Merchant Operations of Energy and Other Commodities. (2014). Seppi, Duane J. ; Secomandi, Nicola.
    In: Foundations and Trends(R) in Technology, Information and Operations Management.
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  382. Prices, Consumption, and Dividends Over the Business Cycle: A Tale of Two Regimes. (2014). Constantinides, George ; Ghosh, Anisha.
    In: NBER Working Papers.
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  383. Uncertainty Outside and Inside Economic Models. (2014). Hansen, Lars.
    In: NBER Working Papers.
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  384. Risk and Ambiguity in Models of Business Cycles. (2014). Zin, Stanley ; Ferriere, Axelle ; Backus, David.
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  385. Misspecified Recovery. (2014). Scheinkman, Jose ; Hansen, Lars ; Borovička, Jaroslav ; Borovika, Jaroslav.
    In: NBER Working Papers.
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  386. Shock Elasticities and Impulse Responses. (2014). Scheinkman, Jose ; Hansen, Lars ; Borovička, Jaroslav ; Borovika, Jaroslav.
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  387. Fair management of social risk. (2014). Bommier, Antoine ; Zuber, Stephane ; Lanz, Bruno.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
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  388. Social Security and the Interactions Between Aggregate and Idiosyncratic Risk. (2014). Ludwig, Alexander ; Harenberg, Daniel.
    In: Working Paper Series in Economics.
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  389. Sequential decision making without independence: a new conceptual approach. (2014). NEBOUT, Antoine.
    In: Theory and Decision.
    RePEc:kap:theord:v:77:y:2014:i:1:p:85-110.

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  390. The evolution of capital asset pricing models. (2014). Lee, Cheng Few ; Shih, Yi-Cheng ; Chen, Sheng-Syan.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:42:y:2014:i:3:p:415-448.

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  391. An Analytic Approach for Stochastic Differential Utility for Endowment and Production Economies. (2014). Cosimano, Thomas ; Chen, YU ; Kelly, Peter ; Himonas, Alex .
    In: Computational Economics.
    RePEc:kap:compec:v:44:y:2014:i:4:p:397-443.

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  392. Stated and Revealed Heterogeneous Risk Preferences in Educational Choice. (2014). Glocker, Daniela ; Fossen, Frank.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp7950.

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  393. Do Individuals Have Preferences Used in Macro-Finance Models? An Experimental Investigation. (2014). Brown, Alexander ; Kim, Hwagyun.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:4:p:939-958.

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  394. Recursive utility and jump-diffusions. (2014). Aase, Knut.
    In: Discussion Papers.
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  395. Models-as-Usual for Unusual Risks? On the Value of Catastrophic Climate Change. (2014). Bommier, Antoine ; Zuber, Stephane ; Lanz, Bruno.
    In: Post-Print.
    RePEc:hal:journl:halshs-00973491.

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  396. Models-as-Usual for Unusual Risks? On the Value of Catastrophic Climate Change. (2014). Zuber, Stéphane ; Lanz, Bruno ; Bommier, Antoine.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00973491.

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  397. Mortality Decline, Impatience and Aggregate Wealth Accumulation with Risk-Sensitive Preferences. (2014). Bommier, Antoine.
    In: CER-ETH Economics working paper series.
    RePEc:eth:wpswif:14-194.

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  398. Social Security and the Interactions Between Aggregate and Idiosyncratic Risk. (2014). Ludwig, Alexander ; Harenberg, Daniel.
    In: CER-ETH Economics working paper series.
    RePEc:eth:wpswif:14-193.

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  399. Monetary policy, doubts and asset prices. (2014). Paciello, Luigi ; Benigno, Pierpaolo.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:64:y:2014:i:c:p:85-98.

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  400. Testing for intertemporal nonseparability. (2014). Polisson, Matthew ; Crawford, Ian.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:52:y:2014:i:c:p:46-49.

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  401. Stochastic endogenous time preference. (2014). Hyogo, Kazuya ; Higashi, Youichiro ; Takeoka, Norio .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:51:y:2014:i:c:p:77-92.

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  402. Model uncertainty and the Forward Premium Puzzle. (2014). Djeutem, Edouard.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:46:y:2014:i:c:p:16-40.

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  403. Stochastic differential utility as the continuous-time limit of recursive utility. (2014). Kraft, Holger ; Seifried, Frank Thomas.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:151:y:2014:i:c:p:528-550.

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  404. Banking risk and macroeconomic fluctuations. (2014). Zeng, Zhixiong ; Jin, YI.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:48:y:2014:i:c:p:350-360.

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  405. Understanding the cross-section of the U.S. housing bubble: The roles of lending, transaction costs, and rent growth. (2014). Goswami, Gautam ; Tan, Sinan ; Waisman, Maya .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:15:y:2014:i:c:p:76-90.

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  406. Counter-cyclical risk aversion. (2014). Kim, Kun Ho .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:384-401.

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  407. Examining macroeconomic models through the lens of asset pricing. (2014). Hansen, Lars ; Borovička, Jaroslav ; Borovika, Jaroslav.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:183:y:2014:i:1:p:67-90.

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  408. Precautionary saving and the notion of ambiguity prudence. (2014). Berger, Loïc.
    In: Economics Letters.
    RePEc:eee:ecolet:v:123:y:2014:i:2:p:248-251.

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  409. On the fairness of random procedures. (2014). Rubinstein, Ariel ; Eliaz, Kfir.
    In: Economics Letters.
    RePEc:eee:ecolet:v:123:y:2014:i:2:p:168-170.

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  410. Time-consistent investment policies in Markovian markets: A case of mean–variance analysis. (2014). Zhao, Yonggan ; Li, Gang ; Chen, Zhiping.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:40:y:2014:i:c:p:293-316.

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  411. The Impact of Ambiguity Prudence on Insurance and Prevention. (2014). Berger, Loïc.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/156152.

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  412. Stated and Revealed Heterogeneous Risk Preferences in Educational Choice. (2014). Glocker, Daniela ; Fossen, Frank.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1361.

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  413. Stated and Revealed Heterogeneous Risk Preferences in Educational Choice. (2014). Glocker, Daniela ; Fossen, Frank.
    In: SOEPpapers on Multidisciplinary Panel Data Research.
    RePEc:diw:diwsop:diw_sp630.

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  414. Global Warming and a Potential Tipping Point in the Atlantic Thermohaline Circulation: The Role of Risk Aversion. (2014). Glanemann, Nicole ; Funke, Michael ; Belaia, Mariia.
    In: CESifo Working Paper Series.
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  415. Uncertainty Outside and Inside Economic Models. (2014). Hansen, Lars.
    In: Working Papers.
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  416. Optimal investment for all time horizons and Martin boundary of space-time diffusions. (2014). Tehranchi, Michael ; Nadtochiy, Sergey.
    In: Papers.
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  417. On the fairness of random procedures. (2014). Rubinstein, Ariel ; Eliaz, Kfir.
    In: Foerder Institute for Economic Research Working Papers.
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  419. Stochastic differential utility as the continuous-time limit of recursive utility. (2013). Seifried, Frank Thomas ; Kraft, Holger.
    In: SAFE Working Paper Series.
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  420. PRIORITY SETTING IN HEALTH CARE: DISENTANGLING RISK AVERSION FROM INEQUALITY AVERSION. (2013). Nocetti, Diego ; Echazu, Luciana.
    In: Health Economics.
    RePEc:wly:hlthec:v:22:y:2013:i:6:p:730-740.

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  421. Imperfect financial integration and asymmetric information: competing explanations of the home bias puzzle?. (2013). Mondria, Jordi ; Wu, Thomas.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:46:y:2013:i:1:p:310-337.

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  422. Predestination and the Protestant ethic. (2013). Alaoui, Larbi ; Sandroni, Alvaro.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1350.

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  423. Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion. (2013). Skiadas, Costis .
    In: Theoretical Economics.
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  424. Evidence for state and time nonseparable preferences: the case of Finland. (2013). Virk, Nader Shahzad .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:24:p:1821-1838.

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  425. The cost of uncertain life span. (2013). Edwards, Ryan.
    In: Journal of Population Economics.
    RePEc:spr:jopoec:v:26:y:2013:i:4:p:1485-1522.

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  426. Bayesian decision theory with action-dependent probabilities and risk attitudes. (2013). Karni, Edi.
    In: Economic Theory.
    RePEc:spr:joecth:v:53:y:2013:i:2:p:335-356.

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  427. Consumption-portfolio optimization with recursive utility in incomplete markets. (2013). Steffensen, Mogens ; Kraft, Holger ; Seifried, Frank .
    In: Finance and Stochastics.
    RePEc:spr:finsto:v:17:y:2013:i:1:p:161-196.

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  428. Understanding Asset Prices. (2013). Committee, Nobel Prize.
    In: Nobel Prize in Economics documents.
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  429. Time-Varying Risk Premia and Capital Flows to Developing Countries. (2013). Henriksen, Espen ; Simonovska, Ina.
    In: 2013 Meeting Papers.
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  430. Investment-Specific Technology Shocks and Recursive Preferences. (2013). Tretvoll, Hakon.
    In: 2013 Meeting Papers.
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  431. What Explains Japans Persistent Deflation?. (2013). Ferrero, Andrea ; Carvalho, Carlos.
    In: 2013 Meeting Papers.
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  432. Stochastic Compounding and Uncertain Valuation. (2013). Scheinkman, Jose ; Hansen, Lars.
    In: Working Papers.
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  433. Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention. (2013). Young, Eric ; Luo, Yulei.
    In: MPRA Paper.
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  434. A reconciliation of time preference elicitation methods. (2013). Nayga, Rodolfo ; Drichoutis, Andreas.
    In: MPRA Paper.
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  435. Skewed Noise. (2013). Segal, Uzi ; Dillenberger, David.
    In: PIER Working Paper Archive.
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  436. Groupthink: Collective Delusions in Organizations and Markets. (2013). Benabou, Roland.
    In: Review of Economic Studies.
    RePEc:oup:restud:v:80:y:2013:i:2:p:429-462.

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  437. Parameter Learning in General Equilibrium: The Asset Pricing Implications. (2013). Lochstoer, Lars A. ; Collin-Dufresne, Pierre ; Johannes, Michael .
    In: NBER Working Papers.
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  438. How Much Would You Pay to Resolve Long-Run Risk?. (2013). Strzalecki, Tomasz ; Farhi, Emmanuel ; Epstein, Larry.
    In: NBER Working Papers.
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  439. Optimal Consumption and Savings with Stochastic Income and Recursive Utility. (2013). Wang, Neng ; Yang, Jinqiang.
    In: NBER Working Papers.
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  440. Working Over Time: Dynamic Inconsistency in Real Effort Tasks. (2013). Sprenger, Charles ; Niederle, Muriel ; Augenblick, Ned .
    In: NBER Working Papers.
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  441. The Social Cost of Stochastic and Irreversible Climate Change. (2013). Lontzek, Thomas ; Judd, Kenneth ; Cai, Yongyang.
    In: NBER Working Papers.
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  442. Intertemporal utility smoothing under uncertainty. (2013). Wakai, Katsutoshi.
    In: Theory and Decision.
    RePEc:kap:theord:v:74:y:2013:i:2:p:285-310.

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  443. Ambiguity in asset pricing and portfolio choice: a review of the literature. (2013). Guidolin, Massimo ; Rinaldi, Francesca.
    In: Theory and Decision.
    RePEc:kap:theord:v:74:y:2013:i:2:p:183-217.

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  444. Scientific Ambiguity and Climate Policy. (2013). Heal, Geoffrey ; Dietz, Simon ; Millner, Antony.
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:55:y:2013:i:1:p:21-46.

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  445. Climate Policy Under Uncertain and Heterogeneous Climate Damages. (2013). Schmidt, Matthias ; Held, Hermann ; Kriegler, Elmar ; Lorenz, Alexander .
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:54:y:2013:i:1:p:79-99.

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  446. Persistently Optimal Policies in Stochastic Dynamic Programming with Generalized Discounting. (2013). Nowak, Andrzej ; Matkowski, Janusz ; Jaśkiewicz, Anna ; Jakiewicz, A.
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:38:y:2013:i:1:p:108-121.

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  447. Is There One Unifying Concept of Utility?An Experimental Comparison of Utility Under Risk and Utility Over Time. (2013). l'Haridon, Olivier ; Paraschiv, Corina ; Abdellaoui, Mohammed ; Bleichrodt, Han.
    In: Management Science.
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  448. On Multivariate Prudence. (2013). Nocetti, Diego ; Napp, Clotilde ; Jouini, Elyes.
    In: Post-Print.
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  449. Models-as-Usual for Unusual Risks? On the Value of Catastrophic Climate Change. (2013). Zuber, Stéphane ; Lanz, Bruno ; Bommier, Antoine.
    In: CIES Research Paper series.
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  450. Accounting for Different Uncertainties: Implications for Climate Investments?. (2013). Hector, Svenja .
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  451. Markov switching models in asset pricing research. (2013). Guidolin, Massimo.
    In: Chapters.
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  452. General equilibrium pricing of currency and currency options. (2013). Du, Du.
    In: Journal of Financial Economics.
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  453. Growth to value: Option exercise and the cross section of equity returns. (2013). Ai, Hengjie ; Kiku, Dana .
    In: Journal of Financial Economics.
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  454. Optimal investment policy in the time consistent mean–variance formulation. (2013). Li, Gang ; Chen, Zhi-ping ; Guo, Ju-e, .
    In: Insurance: Mathematics and Economics.
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  455. Dividend sensitivity to economic factors, stock valuation, and long-run risk. (2013). Bergeron, Claude .
    In: Finance Research Letters.
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  456. Risk Pricing over Alternative Investment Horizons. (2013). Hansen, Lars Peter.
    In: Handbook of the Economics of Finance.
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  457. On the microeconomics of food and malnutrition under endogenous discounting. (2013). Chavas, Jean-Paul.
    In: European Economic Review.
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  458. Long-run risk and hidden growth persistence. (2013). Pakoš, Michal ; Pakos, Michal.
    In: Journal of Economic Dynamics and Control.
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  459. Precautionary Saving and the Notion of Ambiguity Prudence. (2013). Berger, Loïc.
    In: Working Papers ECARES.
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  460. How Much Would You Pay to Resolve Long-Run Risk?. (2013). Farhi, Emmanuel ; Epstein, Larry ; Strzaleck, Tomasz .
    In: Boston University - Department of Economics - Working Papers Series.
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  461. Bayesian Inference and Non-Bayesian Prediction and Choice: Foundations and an Application to Entry Games with Multiple Equilibria. (2013). Seo, Kyoungwon ; Epstein, Larry G..
    In: Boston University - Department of Economics - Working Papers Series.
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  462. Predestination and the Protestant Ethic. (2013). Sandroni, Alvaro ; Alaoui, Larbi .
    In: Working Papers.
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  463. The value of useless information. (2012). Alaoui, Larbi.
    In: Economics Working Papers.
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  464. Smoking, Expectations, and Health: A Dynamic Stochastic Model of Lifetime Smoking Behavior. (2012). Darden, Michael.
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  465. Ambiguous Life Expectancy and the Demand for Annuities. (2012). Thibault, Emmanuel ; d'Albis, Hippolyte.
    In: TSE Working Papers.
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  466. Nest-monotonic two-stage acts and exponential probability capacities. (2012). Koida, Nobuo.
    In: Economic Theory.
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  467. The bias of integrated assessment models that ignore climate catastrophes. (2012). Kaufman, Noah.
    In: Climatic Change.
    RePEc:spr:climat:v:110:y:2012:i:3:p:575-595.

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  468. Dynamic consistency for stochastic optimal control problems. (2012). Chancelier, Jean-Philippe ; Lara, Michel ; Cohen, Guy ; Girardeau, Pierre ; Carpentier, Pierre.
    In: Annals of Operations Research.
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  469. Real exchange rate variability in a two country business cycle model. (2012). Tretvoll, Hakon.
    In: 2012 Meeting Papers.
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  470. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Shaliastovich, Ivan ; Bansal, Ravi .
    In: 2012 Meeting Papers.
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  471. The Predictability of Returns with Regime Shifts in Consumption and Dividend Growth. (2012). Constantinides, George.
    In: 2012 Meeting Papers.
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  472. Optimal fiscal policy with recursive preferences. (2012). Karantounias, Anastasios.
    In: 2012 Meeting Papers.
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  473. Computing DSGE Models with Recursive Preferences and Stochastic Volatility. (2012). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario.
    In: Review of Economic Dynamics.
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  474. Additive Representation for Preferences over Menus in Finite Choice Settings. (2012). Gorno, Leandro.
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  475. Recursive utility in a Markov environment with stochastic growth. (2012). Scheinkman, Jose ; Hansen, Lars.
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  476. Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?. (2012). Faria, Gonçalo ; Correia-da-Silva, Joao ; João Correia-da-Silva, ; João Correia-da-Silva, .
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  477. History-Dependent Risk Attitude, Second Version. (2012). Rozen, Kareen ; Dillenberger, David.
    In: PIER Working Paper Archive.
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  478. Valuation Risk and Asset Pricing. (2012). Rebelo, Sergio ; Eichenbaum, Martin ; Albuquerque, Rui.
    In: NBER Working Papers.
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  479. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
    In: NBER Working Papers.
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  480. Volatility, the Macroeconomy and Asset Prices. (2012). Yaron, Amir ; Bansal, Ravi ; Shaliastovich, Ivan ; Kiku, Dana .
    In: NBER Working Papers.
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  481. Ambiguous Life Expectancy and the Demand for Annuities. (2012). Thibault, Emmanuel ; d'Albis, Hippolyte.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
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  482. Ambiguity and the historical equity premium. (2012). Tallon, Jean-Marc ; Mukerji, Sujoy ; Collard, Fabrice ; Sheppard, Kevin.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
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  483. Sequential decision making without independence: a new conceptual approach. (2012). NEBOUT, Antoine.
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  484. Experts in experiments. (2012). Wengström, Erik ; von Gaudecker, Hans-Martin ; van soest, arthur ; Wengstrom, Erik.
    In: Journal of Risk and Uncertainty.
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  485. Avoiding the curves: Direct elicitation of time preferences. (2012). Swarthout, J. ; McInnes, Melayne ; Laury, Susan.
    In: Journal of Risk and Uncertainty.
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  486. Ambiguous Life Expectancy and the Demand for Annuities. (2012). Thibault, Emmanuel ; d'Albis, Hippolyte.
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  487. What Puzzles? New insights in asset pricing. (2012). Aase, Knut.
    In: Discussion Papers.
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  488. Ambiguous Life Expectancy and the Demand for Annuities. (2012). Thibault, Emmanuel ; D'Albis, Hippolyte.
    In: Post-Print.
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  489. Ambiguous Life Expectancy and the Demand for Annuities. (2012). Thibault, Emmanuel ; d'Albis, Hippolyte.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  490. Examining macroeconomic models through the lens of asset pricing. (2012). Hansen, Lars ; Borovička, Jaroslav ; Borovicka, Jaroslav.
    In: Working Paper Series.
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  491. Do Households Use Homeownership To Insure Themselves? Evidence Across U.S. Cities. (2012). Amior, Michael ; Halket, Jonathan R.
    In: Economics Discussion Papers.
    RePEc:esx:essedp:8963.

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  492. Do Households Use Homeownership To Insure Themselves? Evidence Across U.S. Cities. (2012). Halket, Jonathan ; Amior, Michael.
    In: Economics Discussion Papers.
    RePEc:esx:essedp:718.

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  493. Determinants of Precautionary Savings: Elasticity of Intertemporal Substitution vs. Risk Aversion. (2012). Oduncu, Arif.
    In: EcoMod2012.
    RePEc:ekd:002672:4380.

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  494. Comparative risk aversion: A formal approach with applications to saving behavior. (2012). Bommier, Antoine ; le Grand, Franois ; Legrand, Franois ; Chassagnon, Arnold .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:147:y:2012:i:4:p:1614-1641.

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  495. Trend growth expectations and U.S. house prices before and after the crisis. (2012). Krause, Michael ; Laubach, Thomas ; Hoffmann, Mathias.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:83:y:2012:i:3:p:394-409.

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  496. Pricing the US residential asset through the rent flow: A cross-sectional study. (2012). Goswami, Gautam ; Tan, Sinan .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:10:p:2742-2756.

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  497. Relative concave utility for risk and ambiguity. (2012). Wakker, Peter ; Driesen, Bram ; Baillon, Aurelien.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:75:y:2012:i:2:p:481-489.

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  498. Inferring the rate of pure time preference under uncertainty. (2012). Liu, Liqun.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:74:y:2012:i:c:p:27-33.

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  499. Risk and intertemporal substitution: Livestock portfolios and off-take among Kenyan pastoralists. (2012). Lybbert, Travis ; McPeak, John .
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:97:y:2012:i:2:p:415-426.

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  500. History-Dependent Risk Attitude. (2012). Rozen, Kareen ; Dillenberger, David.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1763.

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  501. Valuation Risk and Asset Pricing. (2012). Rebelo, Sergio ; Eichenbaum, Martin ; Albuquerque, Rui .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9262.

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  502. Risk Premia: Short and Long-term. (2012). Khrapov, Stanislav.
    In: Working Papers.
    RePEc:cfr:cefirw:w0169.

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  503. Why uncertainty matters - discounting under intertemporal risk aversion and ambiguity. (2012). Traeger, Christian.
    In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series.
    RePEc:cdl:agrebk:qt2w614303.

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  504. The value of useless information. (2012). Alaoui, Larbi.
    In: Working Papers.
    RePEc:bge:wpaper:625.

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  505. Risk Pricing over Alternative Investment Horizons. (2012). Hansen, Lars.
    In: Working Papers.
    RePEc:bfi:wpaper:2012-008.

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  506. Recursive Utility in a Markov Environment with Stochastic Growth. (2012). Scheinkman, Jose ; Hansen, Lars.
    In: Working Papers.
    RePEc:bfi:wpaper:2012-002.

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  507. Risk Premia: Short and Long-term. (2012). Khrapov, Stanislav.
    In: Working Papers.
    RePEc:abo:neswpt:w0169.

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  508. Precautionary Saving and Endogenous Labor Supply with and without Intertemporal Expected Utility. (2011). Smith, William T ; Nocetti, Diego .
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:7:p:1475-1504.

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  509. Transfer programs under alternative insurance schemes and liquidity constraints. (2011). Bianconi, Marcelo.
    In: The Journal of International Trade & Economic Development.
    RePEc:taf:jitecd:v:20:y:2011:i:2:p:175-197.

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  510. RATIONAL IGNORANCE IN LONG-RUN RISK MODELS. (2011). d'Addona, Stefano ; Brevik, Frode.
    In: Working Papers.
    RePEc:rcr:wpaper:08_11.

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  511. Anxiety in the Face of Risk. (2011). Schmalz, Martin ; Eisenbach, Thomas.
    In: Working Papers.
    RePEc:pri:metric:wp029_2011_eisenbach_schmalz.pdf.

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  512. Persistently optimal policies in stochastic dynamic programming with generalized discounting. (2011). Nowak, Andrzej ; Matkowski, Janusz ; Jaśkiewicz, Anna ; Jakiewicz, Anna.
    In: MPRA Paper.
    RePEc:pra:mprapa:31755.

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  513. On Variable Discounting in Dynamic Programming: Applications to Resource Extraction and Other Economic Models. (2011). Nowak, Andrzej ; Matkowski, Janusz ; Jaśkiewicz, Anna ; Jakiewicz, Anna.
    In: MPRA Paper.
    RePEc:pra:mprapa:31069.

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  514. History-Dependent Risk Attitude. (2011). Rozen, Kareen ; Dillenberger, David.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:11-004.

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  515. Asset Pricing Tests with Long-run Risks in Consumption Growth. (2011). Constantinides, George ; Ghosh, Anisha.
    In: Review of Asset Pricing Studies.
    RePEc:oup:rasset:v:1:y:2011:i:1:p:96-136..

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  516. Preference for Randomization and Ambiguity Aversion. (2011). Sato, Kaito .
    In: Discussion Papers.
    RePEc:nwu:cmsems:1524.

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  517. Optimal Expectations and Limited Medical Testing: Evidence from Huntington Disease. (2011). Oster, Emily ; Dorsey, Ray E. ; Shoulson, Ira.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17629.

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  518. Price Dividend Ratio Factors : Proxies for Long Run Risk. (2011). Jagannathan, Ravi ; Marakani, Srikant .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17484.

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  519. Uncertainty Equivalents: Testing the Limits of the Independence Axiom. (2011). Sprenger, Charles ; Andreoni, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17342.

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  520. Precautionary Saving and Endogenous Labor Supply with and without Intertemporal Expected Utility. (2011). Nocetti, Diego ; Smith, William T..
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:43:y:2011:i:7:p:1475-1504.

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  521. On Risk Aversion, Classical Demand Theory, and KM Preferences. (2011). Santugini, Marc ; mirman, leonard.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1132.

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  522. Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret. (2011). Hayashi, Takashi.
    In: Theory and Decision.
    RePEc:kap:theord:v:70:y:2011:i:4:p:399-430.

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  523. The aggregation of preferences: can we ignore the past?. (2011). Zuber, Stéphane.
    In: Theory and Decision.
    RePEc:kap:theord:v:70:y:2011:i:3:p:367-384.

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  524. Dynamic Traffic Modeling. (2011). de Palma, Andr ; Fosgerau, Mogens.
    In: Chapters.
    RePEc:elg:eechap:12679_9.

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  525. Intertemporal asset pricing and the marginal utility of wealth. (2011). Ortu, Fulvio ; De Donno, Marzia ; Battauz, Anna.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:47:y:2011:i:2:p:227-244.

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  526. Modeling nonmonotone preferences: The case of utility smoothing. (2011). Wakai, Katsutoshi.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:47:y:2011:i:2:p:213-226.

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  527. Investment, resolution of risk, and the role of affect. (2011). van Winden, Frans ; Krawczyk, Michal ; Hopfensitz, Astrid.
    In: Journal of Economic Psychology.
    RePEc:eee:joepsy:v:32:y:2011:i:6:p:918-939.

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  528. Explaining asset pricing puzzles associated with the 1987 market crash. (2011). Benzoni, Luca ; Goldstein, Robert S. ; Collin-Dufresne, Pierre.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:3:p:552-573.

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  529. Robustness and ambiguity in continuous time. (2011). Sargent, Thomas ; Hansen, Lars ; ThomasJ. Sargent, .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:146:y:2011:i:3:p:1195-1223.

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  530. Agricultural arbitrage and risk preferences. (2011). LaFrance, Jeffrey ; Just, Richard ; Pope, Rulon D..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:1:p:35-43.

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  531. Price uncertainty, saving, and welfare. (2011). Nocetti, Diego ; Smith, William T..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:7:p:1139-1149.

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  532. Pricing of the time-change risks. (2011). Tauchen, George ; Shaliastovich, Ivan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:6:p:843-858.

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  533. Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available. (2011). Roche, Herve .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:35:y:2011:i:1:p:80-96.

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  534. History-Dependent Risk Attitude. (2011). Rozen, Kareen ; Dillenberger, David.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000066.

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  535. An Empirical Inquiry into the Nature of Welfarism. (2011). OUATTARA, BAZOUMANA ; Amegashie, Atsu J..
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3318.

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  536. Interemporal Risk Aversion - or - Wouldnt it be Nice to Tell Whether Robinson Crusoe is Risk. (2011). Traeger, Christian.
    In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series.
    RePEc:cdl:agrebk:qt67d581xt.

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  537. Discounting and confidence. (2011). Traeger, Christian.
    In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series.
    RePEc:cdl:agrebk:qt61m836d1.

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  538. Subjective Risk, Confidence, and Ambiguity. (2011). Traeger, Christian.
    In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series.
    RePEc:cdl:agrebk:qt0gw7t7vn.

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  539. Symmetry or Dynamic Consistency?. (2011). Epstein, Larry ; Seo, Kyoungwon.
    In: The B.E. Journal of Theoretical Economics.
    RePEc:bpj:bejtec:v:11:y:2011:i:1:n:11.

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  540. Examining Macroeconomic Models Through the Lens of Asset Pricing. (2011). Hansen, Lars ; Borovička, Jaroslav ; Borovicka, Jaroslav.
    In: Working Papers.
    RePEc:bfi:wpaper:2011-012.

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  541. Discounting and confidence. (2011). Traeger, Christian P.
    In: CUDARE Working Papers.
    RePEc:ags:ucbecw:120418.

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  542. Comparative Risk Aversion: A Formal Approach with Applications to Savings Behaviors. (2010). Chassagnon, Arnold ; Bommier, Antoine ; Legrand, Franois ; le Grand, Franois.
    In: TSE Working Papers.
    RePEc:tse:wpaper:22294.

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  543. Utility from anticipation and personal equilibrium. (2010). Koszegi, Botond ; Kszegi, Botond.
    In: Economic Theory.
    RePEc:spr:joecth:v:44:y:2010:i:3:p:415-444.

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  544. Continuous time one-dimensional asset-pricing models with analytic price–dividend functions. (2010). Cosimano, Thomas ; Chen, YU ; Himonas, Alex .
    In: Economic Theory.
    RePEc:spr:joecth:v:42:y:2010:i:3:p:461-503.

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  545. A new methodology for studying the equity premium. (2010). Basu, Parantap ; Appelbaum, Elie.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:176:y:2010:i:1:p:109-126:10.1007/s10479-008-0484-1.

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  546. A nonlinear DSGE model of the term structure with regime shifts. (2010). Tristani, Oreste ; amisano, gianni.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:234.

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  547. Additive representation for preferences over menus in finite choice settings. (2010). Gorno, Leandro.
    In: Working Papers.
    RePEc:pri:metric:wp003_2011_gorno.pdf.

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  548. Asset Pricing - A Brief Review. (2010). Li, Minqiang.
    In: MPRA Paper.
    RePEc:pra:mprapa:22379.

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  549. Disappointment Cycles. (2010). Rozen, Kareen ; Dillenberger, David.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:10-028.

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  550. Risk Preferences Are Not Time Preferences: Discounted Expected Utility with a Disproportionate Preference for Certainty. (2010). Sprenger, Charles ; Andreoni, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16348.

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  551. Estimating Time Preferences from Convex Budgets. (2010). Sprenger, Charles ; Andreoni, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16347.

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  552. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure. (2010). Chen, Hui.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16151.

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  553. A simplified axiomatic approach to ambiguity aversion. (2010). Neilson, William.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:41:y:2010:i:2:p:113-124.

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  554. At the nexus of risk and time preferences: An experimental investigation. (2010). Lusk, Jayson ; Coble, Keith.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:41:y:2010:i:1:p:67-79.

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  555. Emotional decision-makers and anomalous attitudes towards information. (2010). LEVAGGI, ROSELLA ; Barigozzi, Francesca.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:40:y:2010:i:3:p:255-280.

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  556. Borrowing Constraints, the Marginal Propensity to Consume, and the Effectiveness of Fiscal Policy. (2010). Park, Cheolbeom ; Bishop, Thomas .
    In: Discussion Paper Series.
    RePEc:iek:wpaper:1008.

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  557. Human Capital as an Asset Class: Implications from a General Equilibrium Model. (2010). Palacios, Miguel.
    In: Working Papers.
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  558. Dynamic and Static congestion models: A review. (2010). Fosgerau, Mogens ; de Palma, André.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00539166.

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  559. Comparative Risk Aversion: A Formal Approach with Applications to Savings Behaviors. (2010). Bommier, Antoine ; le Grand, Franois ; Legrand, Franois .
    In: Working Papers.
    RePEc:hal:wpaper:hal-00451281.

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  560. Discounting and welfare analysis over time: Choosing the [eta]. (2010). Schumacher, Jan ; Buchholz, Wolfgang.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:26:y:2010:i:3:p:372-385.

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  561. A structural decomposition of the U.S. trade balance: Productivity, demographics and fiscal policy. (2010). Ferrero, Andrea.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:57:y:2010:i:4:p:478-490.

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  562. Portfolio choice, attention allocation, and price comovement. (2010). Mondria, Jordi.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:145:y:2010:i:5:p:1837-1864.

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  563. Unique solutions for stochastic recursive utilities. (2010). Montrucchio, Luigi ; Marinacci, Massimo.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:145:y:2010:i:5:p:1776-1804.

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  564. The tradeoff between risk sharing and information production in financial markets. (2010). peress, joel.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:145:y:2010:i:1:p:124-155.

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  565. The value of a statistical life under ambiguity aversion. (2010). TREICH, Nicolas.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:59:y:2010:i:1:p:15-26.

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  566. Paying for confidence: An experimental study of the demand for non-instrumental information. (2010). schotter, andrew ; Eliaz, Kfir.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:70:y:2010:i:2:p:304-324.

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  567. History-Dependent Risk Attitude. (2010). Rozen, Kareen ; Dillenberger, David.
    In: Levine's Bibliography.
    RePEc:cla:levrem:661465000000000184.

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  568. History-Dependent Risk Attitude. (2010). Rozen, Kareen ; Dillenberger, David.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:661465000000000321.

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  569. Investment, Resolution of Risk, and the Role of Affect. (2010). van Winden, Frans ; Krawczyk, Michal ; Hopfensitz, Astrid.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2975.

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  570. Portfolio Choice under Uncertain Lifetime. (2010). Bommier, Antoine.
    In: Journal of Public Economic Theory.
    RePEc:bla:jpbect:v:12:y:2010:i:1:p:57-73.

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  571. Risk Price Dynamics. (2010). Scheinkman, Jose ; Hansen, Lars ; Borovička, Jaroslav ; Borovicka, Jaroslav ; Hendricks, Mark.
    In: Working Papers.
    RePEc:bfi:wpaper:2010-004.

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  572. Intertemporal risk aversion – or – wouldn’t it be nice to tell whether Robinson Crusoe is risk averse?. (2010). Traeger, Christian P.
    In: CUDARE Working Papers.
    RePEc:ags:ucbecw:90421.

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  573. Precautionary Saving and Consumption Smoothing across Time and Possibilities. (2009). Kimball, Miles ; Weil, Philippe.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:41:y:2009:i:2-3:p:245-284.

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  574. The Pareto Principle of Optimal Inequality. (2009). Zuber, Stéphane ; Bommier, Antoine.
    In: TSE Working Papers.
    RePEc:tse:wpaper:22253.

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  575. Investment, Resolution of Risk, and the Role of Affect. (2009). van Winden, Frans ; Krawczyk, Michal ; Hopfensitz, Astrid.
    In: TSE Working Papers.
    RePEc:tse:wpaper:22246.

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  576. The Bond Risk Premium and the Cross-Section of Equity Returns. (2009). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; koijen, ralph.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:12.

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  577. A Subjective Model of Temporal Preferences. (2009). Sarver, Todd ; Ergin, Haluk.
    In: 2009 Meeting Papers.
    RePEc:red:sed009:1183.

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  578. Risk Price Dynamics. (2009). Scheinkman, Jose ; Hansen, Lars ; Borovička, Jaroslav ; Hendricks, Mark ; Borovicka, Jaroslav.
    In: Working Papers.
    RePEc:pri:metric:wp033_2012_hansen_borovicka_hendricks_scheinkman_risk%20price%20dynamics..

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  579. Computing DSGE Models with Recursive Preferences. (2009). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:09-018.

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  580. Risk Price Dynamics. (2009). Scheinkman, Jose ; Hansen, Lars ; Borovička, Jaroslav ; Borovika, Jaroslav ; Hendricks, Mark.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15506.

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  581. Computing DSGE Models with Recursive Preferences. (2009). Yao, Wen ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus ; Caldara, Dario ; Rubio-Ramrez, Juan F. ; Fernndez-Villaverde, Jess.
    In: NBER Working Papers.
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  582. Confidence Risk and Asset Prices. (2009). Bansal, Ravi ; Shaliastovich, Ivan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14815.

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  583. The ostrich effect: Selective attention to information. (2009). Loewenstein, George ; Karlsson, Niklas ; Seppi, Duane .
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:38:y:2009:i:2:p:95-115.

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  584. Updating Choquet valuation and discounting information arrivals. (2009). Lapied, André ; Kast, Robert .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00410532.

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  585. Mobilidade de Renda e Bem-estar Econômico no Brasil. (2009). Figueiredo, Erik ; de Figueiredo, Erik Alencar ; Ziegelmann, Flavio Augusto.
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:63:y:2009:i:4:a:1071.

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  586. Risk aversion and the elasticity of substitution in general dynamic portfolio theory: Consistent planning by forward looking, expected utility maximizing investors. (2009). Kihlstrom, Richard .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:45:y:2009:i:9-10:p:634-663.

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  587. Conditional implicit mean and the law of iterated integrals. (2009). Ozaki, Hiroyuki .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:45:y:2009:i:1-2:p:1-15.

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  588. Doubts or variability?. (2009). Sargent, Thomas ; Hansen, Lars ; Barillas, Francisco.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:144:y:2009:i:6:p:2388-2418.

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  589. Recursive smooth ambiguity preferences. (2009). Mukerji, Sujoy ; Marinacci, Massimo ; Klibanoff, Peter.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:144:y:2009:i:3:p:930-976.

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  590. A theory of subjective compound lotteries. (2009). Gul, Faruk ; Ergin, Haluk.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:144:y:2009:i:3:p:899-929.

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  591. Subjective random discounting and intertemporal choice. (2009). Hyogo, Kazuya ; Higashi, Youichiro ; Takeoka, Norio .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:144:y:2009:i:3:p:1015-1053.

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  592. A simultaneous approach to the estimation of risk aversion and the subjective time discount rate. (2009). van Praag, Bernard ; Booij, Adam S. ; van Praag, Bernard M. S., .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:374-388.

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  593. Time-inconsistency of VaR and time-consistent alternatives. (2009). Stadje, Mitja ; Cheridito, Patrick.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:6:y:2009:i:1:p:40-46.

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  594. Equity weighting and the marginal damage costs of climate change. (2009). Tol, Richard ; Hepburn, Cameron ; Anthoff, David.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:68:y:2009:i:3:p:836-849.

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  595. How to Measure Risk and Time Preferences of Savers. (2009). Masson, Andre ; Arrondel, Luc.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/6826.

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  596. Groupthink: Collective Delusions in Organizations and Markets. (2009). Benabou, Roland.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7193.

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  597. How (Not) to Do Decision Theory. (2009). Lipman, Barton ; Dekel, Eddie.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:814577000000000339.

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  598. Endogenous Acquisition of Information and the Equity Home Bias. (2009). Lundtofte, Frederik.
    In: Economica.
    RePEc:bla:econom:v:76:y:2009:i:304:p:741-759.

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  599. Market conditions, default risk and credit spreads. (2008). yan, hong ; Tang, Dragon Yongjun.
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:7318.

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  600. The Effects of Foreign Price Uncertainty on Australian Production and Trade. (2008). Woodland, Alan ; Appelbaum, Elie.
    In: Working Papers.
    RePEc:yca:wpaper:2008_03.

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  601. Agricultural Arbitrage and Risk Preferences. (2008). LaFrance, Jeffrey ; Just, Richard ; Pope, Rulon.
    In: Working Papers.
    RePEc:wsu:wpaper:lafrance-3.

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  602. Robustness and U.S. Monetary Policy Experimentation. (2008). Sargent, Thomas J ; Hansen, Lars Peter ; Colacito, Riccardo ; Cogley, Timothy.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:40:y:2008:i:8:p:1599-1623.

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  603. Forecasting Consumption Growth with the Real Term Structure. (2008). Tsang, Kwok Ping.
    In: Working Papers.
    RePEc:vpi:wpaper:e07-14.

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  604. Selection and Mode Effects in Risk Preference Elicitation Experiments. (2008). Wengström, Erik ; Wengstrom, E ; van Soest, A. H. O., ; von Gaudecker, H M.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:35714555-f654-4522-bcb1-b35ec93c5f4a.

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  605. Selection and Mode Effects in Risk Preference Elicitation Experiments. (2008). Wengström, Erik ; von Gaudecker, Hans-Martin ; van soest, arthur ; Wengstrom, E. ; van Soest, A. H. O., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:35714555-f654-4522-bcb1-b35ec93c5f4a.

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  606. Investment, Resolution of Risk, and the Role of Affect. (2008). van Winden, Frans ; Krawczyk, Michal ; Hopfensitz, Astrid.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20080047.

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  607. A Model of Anticipated Regret and Endogenous Beliefs. (2008). Suryanarayanan, Raghu.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:161.

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  608. A Model of Cross-Section of Equity Returns and Firm Dynamics. (2008). Ai, Hengjie ; Kiku, Dana .
    In: 2008 Meeting Papers.
    RePEc:red:sed008:1030.

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  609. Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior. (2008). Dillenberger, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:8342.

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  610. The value of useless information. (2008). .
    In: MPRA Paper.
    RePEc:pra:mprapa:11411.

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  611. Preferences for One-Shot Resolution of Uncertainty and Allais-Type Behavior. (2008). Dillenberger, David.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:08-036.

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  612. Asset Pricing Tests with Long Run Risks in Consumption Growth. (2008). Constantinides, George ; Ghosh, Anisha.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14543.

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  613. Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?. (2008). Wachter, Jessica.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14386.

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  614. The Wealth-Consumption Ratio. (2008). Verdelhan, Adrien ; Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13896.

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  615. The Economics and Psychology of Personality Traits. (2008). ter Weel, Bas ; Heckman, James ; Borghans, Lex ; Duckworth, Angela Lee .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13810.

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  616. Selection and mode effects in risk preference elicitation experiments. (2008). Wengström, Erik ; von Gaudecker, Hans-Martin ; Wengstrom, Erik ; van Soest, Arthur.
    In: Papers.
    RePEc:mnh:spaper:2389.

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  617. Context dependence and consistency in dynamic choice under uncertainty: the case of anticipated regret. (2008). Hayashi, Takashi.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:659.

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  618. Dynamic Decision Making when Risk Perception Depends on Past Experience. (2008). Etner, Johanna ; Cohen, Michèle ; Jeleva, Meglena.
    In: Theory and Decision.
    RePEc:kap:theord:v:64:y:2008:i:2:p:173-192.

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  619. Term Structure of Interest Rates Under Recursive Preferences in Continuous Time. (2008). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:15:y:2008:i:3:p:273-305.

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  620. Selection and Mode Effects in Risk Preference Elicitation Experiments. (2008). Wengström, Erik ; von Gaudecker, Hans-Martin ; van soest, arthur ; Wengstrom, Erik.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3321.

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  621. Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences. (2008). Clementi, Gian Luca ; Castro, Rui ; Campanale, Claudio.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2008-14.

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  622. Affine General Equilibrium Models. (2008). Eraker, Bjorn .
    In: Management Science.
    RePEc:inm:ormnsc:v:54:y:2008:i:12:p:2068-2080.

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  623. Dynamic Decision Making when Risk Perception Depends on Past Experience. (2008). Etner, Johanna ; Jeleva, Meglena .
    In: Post-Print.
    RePEc:hal:journl:halshs-00211942.

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  624. Dynamic Decision Making when Risk Perception Depends on Past Experience. (2008). Etner, Johanna ; Cohen, Michèle ; Jeleva, Meglena .
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00211942.

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  625. The bond premium in a DSGE model with long-run real and nominal risks. (2008). Swanson, Eric ; Rudebusch, Glenn.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2008-31.

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  626. Asset pricing tests with long run risks in consumption growth. (2008). Constantinides, George ; Ghosh, Anisha.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:24428.

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  627. SCENARIO ANALYSIS WITH RECURSIVE UTILITY: DYNAMIC CONSUMPTION PLANS FOR CHARITABLE ENDOWMENTS. (2008). Thorp, Susan ; Satchell, Stephen.
    In: CAMA Working Papers.
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  628. Why environmental and resource economists should care about non-expected utility models. (2008). Woodward, Richard ; Shaw, W..
    In: Resource and Energy Economics.
    RePEc:eee:resene:v:30:y:2008:i:1:p:66-89.

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  629. The term structure of interest rates in a pure exchange economy where investors have heterogeneous recursive preferences. (2008). Isaenko, Sergei.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:48:y:2008:i:3:p:457-481.

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  630. Unique induced preference representations. (2008). Manea, Mihai.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:44:y:2008:i:9-10:p:951-963.

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  631. Mad cows, terrorism and junk food: Should public policy reflect perceived or objective risks?. (2008). Johansson-Stenman, Olof.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:27:y:2008:i:2:p:234-248.

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  632. Long Term Risk. (2008). Scheinkman, Jose A..
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/2284.

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  633. Investment, Resolution of Risk, and the Role of Affect. (2008). van Winden, Frans ; Krawczyk, Michal ; Hopfensitz, Astrid ; van Winden, Frans A. A. M., .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6822.

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  634. The Value of a Statistical Life under Ambiguity Aversion. (2008). TREICH, Nicolas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2291.

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  635. Recursive Smooth Ambiguity Preferences. (2008). Mukerji, Sujoy ; Marinacci, Massimo ; Klibanoff, Peter.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:17.

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  636. Expected Stock Returns and Variance Risk Premia. (2008). Tauchen, George ; Bollerslev, Tim ; Hao, Tzuo.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-48.

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  637. Scenario Analysis with Recursive Utility: Dynamic Consumption Plans for Charitable Endowments. (2007). Thorp, Susan ; Satchell, Stephen.
    In: Research Paper Series.
    RePEc:uts:rpaper:209.

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  638. Information processing with recursive utility: some intriguing results. (2007). d'Addona, Stefano ; Brevik, Frode.
    In: University of St. Gallen Department of Economics working paper series 2007.
    RePEc:usg:dp2007:2007-40.

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  639. Asset Pricing in a Production Economy with Chew-Dekel Preferences. (2007). Veldkamp, Laura ; Clementi, Gian Luca ; Campanale, Claudio ; Castro, Rui.
    In: Working Papers.
    RePEc:ste:nystbu:07-12.

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  640. Living with risk. (2007). Epstein, Larry.
    In: RCER Working Papers.
    RePEc:roc:rocher:534.

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  641. Asset Pricing in a Production Economy with Chew-Dekel Preferences. (2007). Castro, Rui ; Clementi, Gian Luca ; Campanale, Claudio.
    In: Working Paper series.
    RePEc:rim:rimwps:07_07.

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  642. Asset Pricing in a General Equilibrium Production Economy with Chew-Dekel Risk Preferences. (2007). Castro, Rui ; Campanale, Claudio ; Clementi, Gian Luca.
    In: 2007 Meeting Papers.
    RePEc:red:sed007:503.

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  643. The Research Agenda: Amir Yaron on Lifetime Inequality and Long Run Risks and Asset Pricing. (2007). Yaron, Amir.
    In: EconomicDynamics Newsletter.
    RePEc:red:ecodyn:v:9:y:2007:i:1:agenda.

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  644. A Calibratable Model of Optimal CEO Incentives in Market Equilibrium. (2007). Landier, Augustin ; Gabaix, Xavier ; Edmans, Alex.
    In: NBER Working Papers.
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  645. Dynamically Consistent Conditional Choquet Capacities. (2007). Lapied, André ; Kast, Robert .
    In: ICER Working Papers - Applied Mathematics Series.
    RePEc:icr:wpmath:20-2007.

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  646. CONSISTENT DYNAMICE CHOICE AND NON-EXPECTED UTILITY PREFERENCES. (2007). Lapied, André ; Tocquebeuf, Pascal .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00353880.

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  647. Life-Cycle Models, Economic Puzzles and Temptation Preferences. (2007). Bucciol, Alessandro.
    In: Giornale degli Economisti.
    RePEc:gde:journl:gde_v66_n1_p115-144.

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  648. The long-run determinants of U.S. external imbalances. (2007). Ferrero, Andrea.
    In: Staff Reports.
    RePEc:fip:fednsr:295.

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  649. Risk aversion, intertemporal substitution, and the aggregate investment-uncertainty relationship. (2007). Ticchi, Davide ; Saltari, Enrico.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:54:y:2007:i:3:p:622-648.

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  650. Asymmetric stock market volatility and the cyclical behavior of expected returns. (2007). Mele, Antonio.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:86:y:2007:i:2:p:446-478.

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  651. Subjective probability over a subjective decision tree. (2007). Takeoka, Norio .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:136:y:2007:i:1:p:536-571.

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  652. Recursive robust estimation and control without commitment. (2007). Sargent, Thomas ; Hansen, Lars.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:136:y:2007:i:1:p:1-27.

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  653. Agricultural Arbitrage and Risk Preferences. (2007). LaFrance, Jeffrey ; Just, Richard ; La France, Jeffrey T ; Pope, Rulon D..
    In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series.
    RePEc:cdl:agrebk:qt3tw1m1p0.

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  654. Gender Roles and Technological Progress. (2007). Olivetti, Claudia ; Albanesi, Stefania.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-029.

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  655. Agricultural Arbitrage and Risk Preferences. (2007). LaFrance, Jeffrey ; Just, Richard ; La France, Jeffrey T ; Pope, Rulon D.
    In: CUDARE Working Papers.
    RePEc:ags:ucbecw:7189.

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  656. Financial Contagion and Attention Allocation. (2006). Mondria, Jordi.
    In: Working Papers.
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  657. Endogenous Network Formation In the Laboratory. (2006). Hyndman, Kyle ; Çelen, Boğaçhan ; Celen, Bogachan.
    In: MPRA Paper.
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  658. Public Insurance against Idiosyncratic and Aggregate Risk: The Case of Social Security and Progressive Income Taxation. (2006). Krueger, Dirk.
    In: CESifo Economic Studies.
    RePEc:oup:cesifo:v:52:y:2006:i:4:p:587-620.

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  659. Dynamic Choice Under Ambiguity. (2006). Siniscalchi, Marciano.
    In: Discussion Papers.
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  660. Precautionary Saving and Precautionary Wealth. (2006). Kimball, Miles ; Carroll, Christopher.
    In: Economics Working Paper Archive.
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  661. Stock returns and volatility: pricing the short-run and long-run components of market risk. (2006). Rosenberg, Joshua ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:254.

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  662. Inter-temporal preference for flexibility and risky choice. (2006). Kraus, Alan ; Sagi, Jacob S..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:42:y:2006:i:6:p:698-709.

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  663. Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Levy jumps. (2006). Ma, Chenghu.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:42:y:2006:i:2:p:131-160.

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  664. Genetic testing in competitive insurance markets with repulsion from chance: A welfare analysis. (2006). Vislie, Jon ; Nilssen, Tore ; Iversen, Tor ; Hoel, Michael.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:25:y:2006:i:5:p:847-860.

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  665. Asset pricing with unforeseen contingencies. (2006). Kraus, Alan ; Sagi, Jacob S..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:82:y:2006:i:2:p:417-453.

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  666. The recursive approach to time inconsistency. (2006). Leahy, John ; Caplin, Andrew.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:131:y:2006:i:1:p:134-156.

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  667. Can anticipatory feelings explain anomalous choices of information sources?. (2006). spiegler, ran ; Eliaz, Kfir.
    In: Games and Economic Behavior.
    RePEc:eee:gamebe:v:56:y:2006:i:1:p:87-104.

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  668. Disentangling risk aversion and intertemporal substitution through a reference level. (2006). Renault, Eric ; Garcia, René ; Semenov, Andrei .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:3:y:2006:i:3:p:181-193.

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  669. The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility. (2006). Uppal, Raman ; Bhamra, Harjoat.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:6:p:967-991.

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  670. A Note on the Relation between Risk Aversion, Intertemporal Substitution and Timing of the Resolution of Uncertainty. (2006). Etner, Johanna.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2006:v:7:i:2:p:251-256.

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  671. Pareto-Improving Social Security Reform when Financial Markets are Incomplete!?. (2006). Kubler, Felix ; Krueger, Dirk.
    In: American Economic Review.
    RePEc:aea:aecrev:v:96:y:2006:i:3:p:737-755.

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  672. Pareto improving social security reform when financial markets are incomplete!?. (2005). Kubler, Felix ; Krueger, Dirk.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200512.

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  673. The Role of Endogenous Skill Choice in an Aging Economy. (2005). Jaag, Christian.
    In: Public Economics.
    RePEc:wpa:wuwppe:0505005.

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  674. Viewpoint: Option prices, preferences, and state variables. (2005). Luger, Richard ; Garcia, René ; Renault, Eric.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:38:y:2005:i:1:p:1-27.

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  675. Estimating the Stochastic Discount Factor without a Utility Function. (2005). Issler, João ; Araujo, Fabio.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:202.

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  676. Consumption Dynamics, Asset Pricing, and Welfare Effects under Information Processing Constraints. (2005). Luo, Yulei.
    In: 2005 Meeting Papers.
    RePEc:red:sed005:345.

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  677. Estimating Intertemporal Preferences for Natural Resource Allocation. (2005). Reynaud, Arnaud ; Msangi, Siwa ; Howitt, Richard E. ; Knapp, Keith C..
    In: American Journal of Agricultural Economics.
    RePEc:oup:ajagec:v:87:y:2005:i:4:p:969-983.

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  678. Consumption Strikes Back?: Measuring Long-Run Risk. (2005). Li, Nan ; Hansen, Lars ; Heaton, John .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11476.

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  679. The Market Price of Aggregate Risk and the Wealth Distribution. (2005). Lustig, Hanno ; Chien, YiLi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11132.

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  680. Updating Choquet valuation and discounting information arrivals. (2005). Lapied, André ; Kast, Robert .
    In: Working Papers.
    RePEc:lam:wpaper:05-09.

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  681. Life-Cycle Theory for Human Beings. (2005). Bommier, Antoine.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00441890.

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  682. Equity-premium puzzle: evidence from Brazilian data. (2005). Cysne, Rubens.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:586.

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  683. Dimensions of execution quality: Recent evidence for US equity markets. (2005). Boehmer, Ekkehart.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:78:y:2005:i:3:p:553-582.

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  684. Can the desire to conserve our natural resources be self-defeating?. (2005). Smith, William ; Son, Young Seob.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:49:y:2005:i:1:p:52-67.

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  685. Risk-aversion and the investment-uncertainty relationship: a reply. (2005). Nakamura, Tamotsu.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:56:y:2005:i:1:p:127-127.

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  686. The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility. (2005). Uppal, Raman ; Bhamra, Harjoat.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5020.

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  687. Explaining The Equity Risk Premium. (2005). Minford, A. Patrick ; Lungu, Laurian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5017.

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  688. An Equilibrium Asset Pricing Model with Labor Market Search. (2005). Zhang, Lu ; Petrosky-Nadeau, Nicolas ; Lars-Alexander, Kuehn ; Lu, Zhang ; Nicolas, Petrosky-Nadeau .
    In: GSIA Working Papers.
    RePEc:cmu:gsiawp:1780526870.

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  689. The Case for Mindless Economics. (2005). Pesendorfer, Wolfgang ; Gul, Faruk .
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:784828000000000581.

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  690. Denomination of the Debt of the Chilean Government: A Risk Management Perspective. (2005). Albagli, Elias.
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:8:y:2005:i:3:p:55-74.

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  691. Are Universal Preferences Possible? Calibration Results for Non-Expected Utility Theories. (2005). Segal, Uzi.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:633.

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  692. Generalized stochastic differential utility and preference for information. (2005). Lazrak, Ali.
    In: Papers.
    RePEc:arx:papers:math/0503579.

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  693. EQUITY-PREMIUM PUZZLE: EVIDENCE FROM BRAZILIAN DATA. (2005). Cysne, Rubens.
    In: Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33rd Brazilian Economics Meeting].
    RePEc:anp:en2005:088.

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  694. Intertemporal Risk Management Decisions of Farmers under Preference, Market, and Policy Dynamics. (2005). Wang, H. Holly ; Du, Wen.
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19526.

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  695. Transfer Programs and Consumption under Alternative Insurance Schemes and Liquidity Constraints. (2004). Bianconi, Marcelo.
    In: Discussion Papers Series, Department of Economics, Tufts University.
    RePEc:tuf:tuftec:0411.

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  696. Exotic Preferences for Macroeconomists. (2004). Zin, Stanley ; Routledge, Bryan ; Backus, David.
    In: Working Papers.
    RePEc:ste:nystbu:04-20.

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  697. De la théorie à une enquête méthodologique originale. (2004). Arrondel, Luc ; Masson, Andre ; Verger, Daniel .
    In: Économie et Statistique.
    RePEc:prs:ecstat:estat_0336-1454_2004_num_374_1_7246.

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  698. A Theory of Housing Collateral, Consumption Insurance and Risk Premia. (2004). Van Nieuwerburgh, Stijn ; Lustig, Hanno.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10955.

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  699. Exotic Preferences for Macroeconomists. (2004). Zin, Stanley ; Routledge, Bryan ; Backus, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10597.

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  700. Dont break the habit: structural stability tests of consumption models in the UK. (2004). Hyde, Stuart ; Sherif, Mohamed.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
    RePEc:mmf:mmfc03:49.

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  701. Risk-Free Bond Prices in Incomplete Markets with Recursive Utility Functions and Multiple Beliefs. (2004). Kajii, Atsushi ; Hara, Chiaki.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:590.

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  702. Risk Aversion, Intergenerational Equity and Climate Change. (2004). TREICH, Nicolas ; Ha-Duong, Minh.
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:28:y:2004:i:2:p:195-207.

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  703. Risk Aversion and Planning Horizon. (2004). Rochet, Jean ; Bommier, Antoine.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:3411.

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  704. Latent Utility Shocks in a Structural Empirical Asset Pricing Model. (2004). Christensen, Bent Jesper ; Raahauge, Peter.
    In: Working Papers.
    RePEc:hhs:cbsfin:2004_007.

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  705. Risk aversion, intergenerational equity and climate change.. (2004). TREICH, Nicolas ; Ha-Duong, Minh.
    In: Post-Print.
    RePEc:hal:journl:halshs-00000680.

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  706. A theory of markets, institutions, and endogenous preferences. (2004). Palacios-Huerta, Ignacio ; Santos, Tano J..
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:88:y:2004:i:3-4:p:601-627.

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  707. Is intertemporal choice theory testable?. (2004). Kubler, Felix.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:40:y:2004:i:1-2:p:177-189.

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  708. Preference for early resolution and commitment. (2004). Saito, Makoto ; Miyazaki, Kenji .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:1:y:2004:i:2:p:113-118.

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  709. A subjective theory of compound lotteries. (2004). Gul, Faruk.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:152.

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  710. Using Common Features to Construct a Preference-Free Estimator of the Stochastic Discount Factor. (2004). Fernandes, Marcelo ; Araujo, Fabio.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:134.

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  711. Can Housing Collateral Explain Long-Run Swings in Asset Returns? (joint with Stijn Van Nieuwerburgh). (2004). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:322.

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  712. The Market Price of Aggregate Risk and the Wealth Distribution. (2004). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:299.

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  713. Genetic Testing and Repulsion from Chance. (2004). Vislie, Jon ; Nilssen, Tore ; Iversen, Tor ; Hoel, Michael.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1181.

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  714. Commissioned Paper: Capacity Management, Investment, and Hedging: Review and Recent Developments. (2003). Van Mieghem, Jan A..
    In: Manufacturing & Service Operations Management.
    RePEc:inm:ormsom:v:5:y:2003:i:4:p:269-302.

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  715. A Generalized Stochastic Differential Utility. (2003). Lazrak, Ali ; Quenez, Marie Claire .
    In: Mathematics of Operations Research.
    RePEc:inm:ormoor:v:28:y:2003:i:1:p:154-180.

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  716. Positive value of information in games.. (2003). Zamir, Shmuel ; Scarsini, Marco ; Gossner, Olivier ; Bassan, Bruno .
    In: ICER Working Papers - Applied Mathematics Series.
    RePEc:icr:wpmath:26-2003.

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  717. A smooth model of decision making under ambiguity.. (2003). Mukerji, Sujoy ; Marinacci, Massimo ; Klibanoff, Peter.
    In: ICER Working Papers - Applied Mathematics Series.
    RePEc:icr:wpmath:11-2003.

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  718. Genetic testing and repulsion from chance. (2003). Vislie, Jon ; Nilssen, Tore ; Iversen, Tor ; Hoel, Michael.
    In: Memorandum.
    RePEc:hhs:osloec:2003_020.

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  719. Optimally eating a stochastic cake: a recursive utility approach. (2003). Pommeret, Aude ; Epaulard, Anne.
    In: Resource and Energy Economics.
    RePEc:eee:resene:v:25:y:2003:i:2:p:129-139.

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  720. Are correlations of stock returns justified by subsequent changes in national outputs?. (2003). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:22:y:2003:i:6:p:777-811.

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  721. Health anxiety and patient behavior. (2003). Koszegi, Botond.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:22:y:2003:i:6:p:1073-1084.

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  722. Recursive multiple-priors. (2003). Schneider, Martin ; Epstein, Larry.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:113:y:2003:i:1:p:1-31.

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  723. Observable restrictions of general equilibrium models with financial markets. (2003). Kubler, Felix.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:110:y:2003:i:1:p:137-153.

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  724. Conditional preferences and updating. (2003). wang, tan.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:108:y:2003:i:2:p:286-321.

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  725. Consumption-based asset pricing. (2003). Campbell, John Y..
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-13.

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  726. Intertemporal asset pricing theory. (2003). Duffie, Darrell.
    In: Handbook of the Economics of Finance.
    RePEc:eee:finchp:2-11.

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  727. Empirical assessment of an intertemporal option pricing model with latent variables. (2003). Renault, Eric ; Luger, Richard ; Garcia, René.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:116:y:2003:i:1-2:p:49-83.

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  728. WELFARE COST OF MONETARY AND FISCAL POLICY SHOCKS. (2003). Evans, Lynne ; Kenc, Turalay .
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:7:y:2003:i:02:p:212-238_01.

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  729. Precautionary Saving and Consumption Smoothing Across Time and Possibilities. (2003). Weil, Philippe ; Kimball, Miles.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4005.

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  730. A Subjective Theory of Compound Lotteries. (2003). Gul, Faruk.
    In: Levine's Bibliography.
    RePEc:cla:levrem:506439000000000406.

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  731. Asset Pricing with Observable Stochastic Discount Factors.. (2002). Wickens, Michael ; Smith, Peter.
    In: Discussion Papers.
    RePEc:yor:yorken:02/03.

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  732. A Smooth Model of Decision,Making Under Ambiguity. (2002). Mukerji, Sujoy ; Klibanoff, Peter.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:113.

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  733. Intergenerational Transfer Schemes as Incomplete Social Contracts. (2002). Wagener, Andreas.
    In: Constitutional Political Economy.
    RePEc:kap:copoec:v:13:y:2002:i:4:p:337-359.

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  734. DISCOUNTING LONG RUN AVERAGE GROWTH IN STOCHASTIC DYNAMIC PROGRAMS. (2002). Durán, Jorge ; Duran, Jorge .
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2002-08.

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  735. Primeron Reforms in a Second-Best Ambiguous Environment; A Case for Gradualism. (2002). Erbas, Nuri S.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2002/050.

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  736. Positive value of information in games. (2002). Zamir, Shmuel ; Scarsini, Marco ; Gossner, Olivier ; Bassan, Bruno .
    In: Discussion Paper Series.
    RePEc:huj:dispap:dp294.

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  737. Discounting an uncertain future. (2002). Gollier, Christian.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:85:y:2002:i:2:p:149-166.

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  738. Globalization and Cooperative Relations. (2002). Spagnolo, Giancarlo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3522.

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  739. Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies. (2002). Uppal, Raman ; Kogan, Leonid.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3306.

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  740. Comparing Consumption-Based Asset-Pricing models. (2002). Gordon, Stephen ; Samson, Lucie .
    In: Canadian Journal of Economics.
    RePEc:cje:issued:v:35:y:2002:i:3:p:586-610.

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  741. RISK AVERSION, UNCERTAINTY AVERSION, AND VARIATION AVERSION IN APPLIED COMMODITY PRICE ANALYSIS. (2002). Frechette, Darren L. ; Wen, Fang-I, .
    In: 2002 Conference, April 22-23, 2002, St. Louis, Missouri.
    RePEc:ags:ncrtwo:19062.

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  742. Calibrated Stochastic Dynamic Models for Resource Management. (2002). Reynaud, Arnaud ; Msangi, Siwa ; Howitt, Richard ; Knapp, Keith .
    In: 2002 Annual meeting, July 28-31, Long Beach, CA.
    RePEc:ags:aaea02:19620.

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  743. .

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  744. Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies. (2001). Uppal, Raman ; Kogan, Leonid.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8609.

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  745. Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables. (2001). Renault, Eric ; Luger, Richard ; Garcia, René.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2001-10.

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  746. Asymmetric Smiles, Leverage Effects and Structural Parameters.. (2001). Renault, Eric ; Luger, Richard ; Garcia, René.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2001-09.

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  747. Time preference and decision rules in a price search experiment. (2001). Winter, Joachim ; Houser, Daniel.
    In: Papers.
    RePEc:mnh:spaper:2804.

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  748. Agents’ Preferences, the Equity Premium, and the Consumption-Saving Trade-Off; An Application to French Data. (2001). Epaulard, Anne ; Pommeret, Aude.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2001/117.

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  749. Recursive Utility, Endogenous Growth, and the Welfare Cost of Volatility. (2001). Epaulard, Anne ; Pommeret, Aude.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2001/005.

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  750. The life-cycle model of consumption and saving. (2001). Crossley, Thomas ; Browning, Martin.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:01/15.

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  751. Estimando a aversão ao risco, a taxa de desconto intertemporal, e a substutibilidade intertemporal do consumo no Brasil usando três tipos de função utilidade. (2001). Piqueira, Natalia ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:424.

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  752. Nonmonotonic Choquet integrals. (2001). Wakker, Peter ; De Waegenaere, Anja.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:36:y:2001:i:1:p:45-60.

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  753. The independence axiom and asset returns. (2001). Zin, Stanley ; Epstein, Larry.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:8:y:2001:i:5:p:537-572.

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  754. Third down with a yard to go: recursive expected utility and the Dixit-Skeath conundrum. (2001). Kajii, Atsushi ; Grant, Simon ; Polak, Ben .
    In: Economics Letters.
    RePEc:eee:ecolet:v:73:y:2001:i:3:p:275-286.

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  755. Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002). (2001). Renault, Eric ; Luger, Richard ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2001s-02.

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  756. Asymmetric Smiles, Leverage Effects and Structural Parameters. (2001). Renault, Eric ; Luger, Richard ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2001s-01.

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  757. On the Evaluation of Economic Mobility. (2001). Spolaore, Enrico ; Gottschalk, Peter.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:459.

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  758. On the Evaluation of Economic Mobility. (2000). Spolaore, Enrico ; Gottschalk, Peter.
    In: JCPR Working Papers.
    RePEc:wop:jopovw:185.

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  759. Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function. (2000). Piqueira, Natalia ; Issler, João.
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:20:y:2000:i:2:a:2758.

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  760. How Significant are Departures from Certainty Equivalence? Some Analytical and Empirical Results. (2000). Senhadji, Abdelhak S..
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:3:y:2000:i:3:p:597-617.

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  761. Asset Pricing at the Millennium. (2000). Campbell, John.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7589.

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  762. Preference for Information and Dynamic Consistency. (2000). Kajii, Atsushi ; Grant, Simon ; Polak, Ben .
    In: Theory and Decision.
    RePEc:kap:theord:v:48:y:2000:i:3:p:263-286.

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  763. Estimando a Aversão ao Risco, a Taxa de Desconto Intertemporal, e a Substutibilidade Intertemporal do Consumo no Brasil usando Três tipos de Função Utilidade (Versão Preliminar). (2000). Piqueira, Natalia ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:387.

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  764. Scientific progress and irreversibility: an economic interpretation of the Precautionary Principle. (2000). TREICH, Nicolas ; Jullien, Bruno ; Gollier, Christian.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:75:y:2000:i:2:p:229-253.

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  765. Risk-sensitive real business cycles. (2000). Tallarini, Thomas.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:45:y:2000:i:3:p:507-532.

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  766. Price volatility and risk with non-separability of preferences. (2000). Drees, Burkhard ; Eckwert, Bernhard.
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:39:y:2000:i:1:p:21-34.

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  767. An existence theorem of intertemporal recursive utility in the presence of Levy jumps. (2000). Ma, Chenghu.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:34:y:2000:i:4:p:509-526.

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  768. Efficient Intertemporal Allocations with Recursive Utility. (2000). wang, tan ; Uppal, Raman ; Dumas, Bernard.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:93:y:2000:i:2:p:240-259.

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  769. Third Down with a Yard to Go: The Dixit-Skeath Conundrum on Equilibria in Competitive Games. (2000). Kajii, Atsushi ; Grant, Simon ; Polak, Ben .
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0222.

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  770. Updating Rules for Non-Bayesian Preferences. (2000). wang, tan.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0157.

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  771. Discounting Long Run Average Growth in Stochastic Dynamic Programs. (2000). Durán, Jorge.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
    RePEc:ctl:louvir:2000006.

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  772. Two Stage Lotteries Without the Reduction Axiom. (2000). Segal, Uzi.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:7599.

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  773. Dynamic Choice and Timing-Independence: an experimental investigation. (1999). Hey, John ; Paradiso, Massimo.
    In: Discussion Papers.
    RePEc:yor:yorken:99/26.

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  774. Do People (Want to) Plan?. (1999). Hey, John.
    In: Discussion Papers.
    RePEc:yor:yorken:99/22.

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  775. Tit for Tat: Foundations of Preferences for Reciprocity in Strategic Settings. (1999). Sobel, Joel ; Segal, Uzi.
    In: UWO Department of Economics Working Papers.
    RePEc:uwo:uwowop:9905.

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  776. Stock and Bond Pricing in an Affine Economy. (1999). Bekaert, Geert ; Grenadier, Steven R..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7346.

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  777. A New Measure of Horizontal Equity. (1999). hassett, kevin ; Auerbach, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7035.

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  778. News About News: Information Arrival and Irreversible Investment. (1999). Sakellaris, Plutarchos ; Drazen, Allan.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0244.

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  779. Anxiety and Decision Making with Delayed Resolution of Uncertainty. (1999). Wu, George.
    In: Theory and Decision.
    RePEc:kap:theord:v:46:y:1999:i:2:p:159-199.

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  780. Optimal Consumption and Portfolio Selection with Stochastic Differential Utility. (1999). Skiadas, Costis ; Schroder, Mark .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:89:y:1999:i:1:p:68-126.

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  781. Finite sample properties of tests of the Epstein-Zin asset pricing model. (1999). Smith, David C..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:93:y:1999:i:1:p:113-148.

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  782. An intertemporal consumption-leisure model with non-expected utility. (1999). KOSKIEVIC, Jean-Max ; Jean- Max KOSKIEVIC, .
    In: Economics Letters.
    RePEc:eee:ecolet:v:64:y:1999:i:3:p:285-289.

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  783. Financial Integration in East Asia. (1999). de Brouwer, Gordon .
    In: Cambridge Books.
    RePEc:cup:cbooks:9780521651486.

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  784. Latent Variable Models for Stochastic Discount Factors. (1999). Renault, Eric ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-47.

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  785. Recursive Intergenerational Utility in Global Climate Risk Modeling. (1999). TREICH, Nicolas ; Ha-Duong, Minh.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-40.

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  786. Third Down with a Yard to Go: The Dixit-Skeath Conundrum on Equilibria in Competitive Games.. (1999). Kajii, Atsushi ; Grant, Simon ; Polak, B..
    In: ANU Working Papers in Economics and Econometrics.
    RePEc:acb:cbeeco:1999-375.

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  787. Risk Aversion, Intertemporal Substitution, and Option Pricing. (1998). Renault, Eric ; Garcia, René.
    In: Cahiers de recherche.
    RePEc:mtl:montde:9801.

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  788. Evaluating Income Streams: A Decision Analysis Approach. (1998). Smith, James E..
    In: Management Science.
    RePEc:inm:ormnsc:v:44:y:1998:i:12-part-1:p:1690-1708.

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  789. Asset Pricing in Japan,. (1998). Saito, Makoto ; Nakano, Katsura.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:12:y:1998:i:2:p:151-166.

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  790. Buffer stocks and precautionary savings with loss aversion. (1998). Aizenman, Joshua.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:6:p:931-947.

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  791. Intrinsic Preference for Information,. (1998). Kajii, Atsushi ; Grant, Simon ; Polak, Ben .
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:83:y:1998:i:2:p:233-259.

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  792. Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan. (1998). Hamori, Shigeyuki.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:15:y:1998:i:2:p:217-235.

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  801. Robust Permanent Income and Pricing. (1997). Tallarini, Thomas ; Sargent, Thomas ; Hansen, Lars.
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  804. Dynamic programming for non-additive stochastic objectives. (1996). Streufert, Peter ; Ozaki, Hiroyuki .
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  805. Unconventional preferences: do they explain foreign exchange risk premia?. (1996). Sibert, Anne.
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  806. Taxes, uncertainty, and long-term growth. (1996). Smith, William T..
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  807. Growth trends, cyclical fluctuations, and welfare with non-expected utility preferences. (1996). Pemberton, James .
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  808. Preference for Information. (1996). Kajii, Atsushi ; Grant, Simon ; Polak, Ben .
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  809. Optimal Buffer Stocks and Precautionary Savings with Disappointment Aversion. (1995). Aizenman, Joshua.
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  810. Recursive utility and optimal growth under uncertainty. (1995). JOSHI, SUMIT.
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  812. Portfolio choice with Knightian uncertainty. (1995). , Hongyang ; Orszag, Michael J. ; Yang, Hong.
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  813. Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles. (1994). Garcia, René ; Bonomo, Marco.
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  814. Prenons-nous assez de risque dans les théories du risque?. (1993). Colson, Gerard .
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  816. Precautionary Saving and Consumption Smoothing Across Time and Possibilities. (1992). Weil, Philippe ; Kimball, Miles.
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  817. Precautionary Saving and Consumption Smoothing Across Time and Possibilities. (1992). Kimball, Miles ; Weil, Philippe.
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  818. Intertemporal Asset Pricing Without Consumption Data. (1992). Campbell, John.
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  819. Precautionary Saving and Consumption Smoothing Across Time and Possibilities. (1992). Weil, Philippe ; Kimball, Miles.
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  820. Precautionary Saving and Consumption Smoothing Across Time and Possibilities. (1992). Weil, Philippe ; Kimball, Miles.
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  821. Simulating an Optimizing Model of Currency Substitution.. (1992). Bufman, G. ; Leiderman, L..
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  822. Intertemporal substitution, risk aversion, and private savings in Mexico. (1991). van Wijnbergen, Sweder ; Arrau, Patrici o.
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  824. Asset Returns and Intertemporal Preferences. (1991). Stambaugh, Robert ; Kandel, Shmuel.
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  825. The Independence Axiom and Asset Returns. (1991). Zin, Stanley ; Epstein, Larry.
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  826. THE EFFECTS OF FIRM SIZE AND PRODUCTION COST LEVELS ON DYNAMICALLY OPTIMAL AFTER-TAX COTTON STORAGE AND HEDGING DECISIONS. (1991). Tronstad, Russell.
    In: Southern Journal of Agricultural Economics.
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  827. Utility Theory and Uncertainty. (1990). Schmeidler, David ; Karni, Edi.
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  828. Risk aversion, intertemporal substitution and consumption : The CARA-LQ problem. (1989). van der Ploeg, Frederick (Rick).
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  829. Risk aversion, intertemporal substitution and consumption : The CARA-LQ problem. (1989). van der Ploeg, Frederick (Rick).
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  830. The Equity Premium Puzzle and the Riskfree Rate Puzzle. (1989). Weil, Philippe.
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  831. The Equity Premium Puzzle and the Riskfree Rate Puzzle. (1989). Weil, Philippe.
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  832. Risk Aversion and Intertemporal Substitution in the Capital Asset Pricing Model. (1989). Weil, Philippe ; Giovannini, Alberto .
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  833. The Equity Premium Puzzle and the Riskfree Rate Puzzle. (1989). Weil, Philippe.
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  834. Optimal Cash Grain Sale, Storage, and Hedging Decisions for Grain Producers: A Stochastic Dynamic Programming Analysis. (1989). Tronstad, Russell.
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  836. Substitution over Time in Work and Consumption. (1988). Hall, Robert.
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  839. Stochastic Dominance for Two-Stage Lotteries. (1986). Segal, Uzi.
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  840. Probabilistic Insurance and Anticipated Utility. (1986). Segal, Uzi.
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  841. The Ellsberg Paradox and Risk Aversion: An Anticipated Utility Approach. (1985). Segal, Uzi.
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  842. Experimental Asset Markets with An Indefinite Horizon. (0000). Duffy, John ; Xie, Huan ; Jiang, Janet Hua.
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  843. An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors. (). Wickens, Michael ; Sorensen, Steffen ; Smith, Peter.
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  844. Macroeconomic Sources of Equity Risk. (). Wickens, Michael ; Sorensen, Steffen ; Smith, Peter.
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  845. Transmission Channels and Welfare Implications of Unconventional Monetary Easing Policy in Japan. (). Ugai, Hiroshi .
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  846. Mortality Decline, Impatience and Aggregate Wealth Accumulation with Risk-Sensitive Preferences. (). Bommier, Antoine.
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  847. Social Security and the Interactions Between Aggregate and Idiosyncratic Risk. (). Ludwig, Alexander ; Harenberg, Daniel.
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  848. Accounting for Different Uncertainties: Implications for Climate Investments?. (). Hector, Svenja .
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  849. Ambiguous Business Cycles: A Quantitative Assessment. (). Ozsoylev, Han ; Mukerji, Sujoy ; Collard, Fabrice ; Çakmaklı, Cem ; Altug, Sumru.
    In: Review of Economic Dynamics.
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  850. When is Market Incompleteness Irrelevant for the Price of Aggregate Risk (joint with Dirk Krueger, UPenn). (). Lustig, Hanno.
    In: UCLA Economics Online Papers.
    RePEc:cla:uclaol:380.

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  43. Time preference, the discounted utility model and health. (1996). Gafni, Amiram ; Bleichrodt, Han.
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  44. Individual and Collective Time-Consistency. (1995). Asheim, Geir.
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  45. Can Free Choice Be Known?. (1993). Gilboa, Itzhak.
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  46. Rationality, constitutions, and the ethics of rules. (1993). McClennen, Edward .
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  47. Credible Equilibria in Games with Utilities Changing During the Play. (1992). Ferreira, José Luis.
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  48. Multiperiod Securities and the Efficient Allocation of Risk: A Comment on the Black-Scholes Option Pricing Model. (1982). Kreps, David M..
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  49. Temporal Resolution of Uncertainty and Dynamic Choice Theory. (1978). Kreps, David ; Porteus, Evan L.
    In: Levine's Working Paper Archive.
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  50. An Economic Theory of Self-Control. (1977). Thaler, Richard ; Shefrin, H. M..
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