WP 2011-04 Multiattribute Utility Theory, Intertemporal Utility and Correlation Aversion

Posted On January 4, 2011
Categories Working Papers, WP 2011 Tags ,

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Published in 2018 in International Economic Review, Volume 59, Number 2.

AUTHORS: Steffen Andersen, Glenn W. Harrison, Morten Igel Lau, and E. Elisabet Rutström

ABSTRACT: Convenient assumptions about qualitative properties of the intertemporal utility function have generated counterintuitive implications for the relationship between atemporal risk aversion and… more »