MULTIATTRIBUTE UTILITY THEORY, INTERTEMPORAL UTILITY, AND CORRELATION AVERSION

Andersen Steffen; Harrison Glenn W.; Lau Morten I.; Rutstrom E. Elisabet

首页> 外文期刊>International economic review >MULTIATTRIBUTE UTILITY THEORY, INTERTEMPORAL UTILITY, AND CORRELATION AVERSION

【24h】

MULTIATTRIBUTE UTILITY THEORY, INTERTEMPORAL UTILITY, AND CORRELATION AVERSION

机译：多属性效用理论，跨时效用和相关转换

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

Convenient assumptions about qualitative properties of the intertemporal utility function have generated counterintuitive implications for the relationship between atemporal risk aversion and the intertemporal elasticity of substitution. If the intertemporal utility function is additively separable, then the latter two concepts are the inverse of each other. We review a theoretical specification with a long lineage in the literature on multi-attribute utility and use this theoretical structure to guide the design of a series of experiments that allow us to identify and estimate intertemporal correlation aversion. Our results show that subjects are correlation averse over lotteries with intertemporal income profiles.

机译：关于跨期效用函数的定性性质的简便假设，对跨期风险规避与跨期替代弹性之间的关系产生了反直觉的暗示。如果时间跨度效用函数是可加的可分离的，则后两个概念是彼此相反的。我们复习了有关多属性效用的文献，其中有很长一段话的理论规范，并使用这一理论结构来指导一系列实验的设计，这些实验使我们能够识别和估计时间间相关的反感。我们的结果表明，与跨期收入概况的彩票相比，主题具有相关性。

著录项

来源
《International economic review》 |2018年第2期|537-555|共19页
作者
Andersen Steffen; Harrison Glenn W.; Lau Morten I.; Rutstrom E. Elisabet;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类
关键词

相似文献

外文文献
中文文献
专利

1. Utility independence of multiattribute utility theory is equivalent to standard sequence invariance of conjoint measurement [J] . Bleichrodt H., Doctor J.N., Filko M., Journal of Mathematical Psychology . 2011,第6期

机译：多属性效用理论的效用无关性等同于联合测量的标准序列不变性
2. Disentangling Intertemporal Substitution and Risk Aversion Under the Expected Utility Theorem [J] . Lau C. Oscar The BE Journal of Theoretical Economics . 2019,第2期

机译：期望效用定理下的跨期替代与风险规避
3. Disentangling Intertemporal Substitution and Risk Aversion Under the Expected Utility Theorem [J] . Lau C. Oscar The BE Journal of Theoretical Economics . 2019,第2期

机译：在预期效用定理下解开跨黑步替代和风险厌恶
4. USING MULTIATTRIBUTE UTILITY THEORY TO INCORPORATE STUDENTPREFERENCES INTO CLASSROOM PERFORMANCE ASSESSMENT: THE CASEOF INTRODUCTORY ACCOUNTING STUDENTS [C] . Inshik Seol, Joseph Sarkis Annual meeting of the Decision Sciences Institute . 2004

机译：使用多属性实用性理论将学生的学习偏好纳入课堂绩效评估：案例会计入门
5. Candidate evaluation: A task-specific architecture using multiattribute utility theory with applications in international marketing. [D] . Mitri, Michel. 1992

机译：候选评估：使用多属性效用理论的特定任务架构及其在国际营销中的应用。
6. Comparison of the Multiattribute Utility Instruments EQ-5D and SF-6D in a Europe-Wide Population-Based Cohort of Patients with Inflammatory Bowel Disease 10 Years after Diagnosis [O] . Gert Huppertz-Hauss, Eline Aas, Marte Lie Høivik, 2016

机译：诊断后10年欧洲人群广泛性炎症性肠病患者的多属性实用工具EQ-5D和SF-6D的比较
7. Multiattribute utility theory, intertemporal utility and correlation aversion. [O] . Andersen S., Harrison G.W., Lau M., 2016

机译：多属性效用理论，跨期效用和相关厌恶。
8. An Index of Trauma Severity Based on Multiattribute Utility: An Illustration of Complex Utility Modeling [R] . Fryback, D. G., Keeney, R. L. 1981

机译：基于多属性效用的创伤严重性指数：复杂效用建模的一个例证

MULTIATTRIBUTE UTILITY THEORY, INTERTEMPORAL UTILITY, AND CORRELATION AVERSION

摘要

著录项

相似文献

相关主题

期刊订阅