Can the well-known experimental phenomenon of present-bias in intertemporal choice be confounded with the risks associated with receiving payment? Can measurements of risk preferences be used to represent desires for smoothness in intertemporal payments? In our two 2012 papers in this journal we explored these two questions and found the answer to the first to be yes and the second to be no. We feel the three papers inspired by our work and published here underscore these arguments and point to interesting new possibilities for modeling and measuring risk over time
A model of decision making is introduced that provides a unified approach for predicting choices und...
This paper examines separation of risk aversion from intertemporal substitution as in Epstein and Zi...
Abstract This paper argues that observations of non-stationary choice behavior need not necessarily ...
Abstract Andreoni and Sprenger (2012) report evidence that distinct utility functions govern choices...
We reconcile �findings from the Multiple Price List method (Andersen et al., 2008) and the Convex Ti...
The most popular experimental method for eliciting time preferences involves subjects making choices...
We investigate time discounting under risk. To this end, we modify a popular multiple price list (MP...
This paper investigates two assumptions of the exponential discounted utility theory (EDU) to which ...
The preferences assumed to govern intertemporal trade-offs are generally considered to be stable eco...
Many factors point to the underlying instability of preferences in choice behavior. In particular, d...
The aim of this study was to investigate individual behavior in choosing symmetric monetary gains an...
This thesis studies individual choice in both individualistic and interactive decisions, under diffe...
Growing evidence indicates that utility over time is different from utility under risk. Hence, measu...
We design experiments to jointly elicit risk and time preferences for the adult Danish population. S...
Decisions where costs and benefits are spread over time are both common and important. Delayed outco...
A model of decision making is introduced that provides a unified approach for predicting choices und...
This paper examines separation of risk aversion from intertemporal substitution as in Epstein and Zi...
Abstract This paper argues that observations of non-stationary choice behavior need not necessarily ...
Abstract Andreoni and Sprenger (2012) report evidence that distinct utility functions govern choices...
We reconcile �findings from the Multiple Price List method (Andersen et al., 2008) and the Convex Ti...
The most popular experimental method for eliciting time preferences involves subjects making choices...
We investigate time discounting under risk. To this end, we modify a popular multiple price list (MP...
This paper investigates two assumptions of the exponential discounted utility theory (EDU) to which ...
The preferences assumed to govern intertemporal trade-offs are generally considered to be stable eco...
Many factors point to the underlying instability of preferences in choice behavior. In particular, d...
The aim of this study was to investigate individual behavior in choosing symmetric monetary gains an...
This thesis studies individual choice in both individualistic and interactive decisions, under diffe...
Growing evidence indicates that utility over time is different from utility under risk. Hence, measu...
We design experiments to jointly elicit risk and time preferences for the adult Danish population. S...
Decisions where costs and benefits are spread over time are both common and important. Delayed outco...
A model of decision making is introduced that provides a unified approach for predicting choices und...
This paper examines separation of risk aversion from intertemporal substitution as in Epstein and Zi...
Abstract This paper argues that observations of non-stationary choice behavior need not necessarily ...