Search Results - subject:"SIE value functions"

A general theory of time discounting: The reference-time theory of intertemporal choice

Dhami, Sanjit; al-Nowaihi, Ali - Department of Economics, Leicester University - 2008

: Anomalies of the discounted utility model, Hyperbolic discounting, Prospect theory, -delay, -subadditivity, SIE value … functions. JEL Classi�cation Codes: C60(General: Mathematical methods and program- ming); D91(Intertemporal consumer choice …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005422725

A value function that explains the magnitude and sign effects

Dhami, Sanjit; al-Nowaihi, Ali - Department of Economics, Leicester University - 2008

: Anomalies of the exponentially discounted utility model, the magnitude e�ect, the sign e�ect, SIE value functions. JEL Classi …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005385056

A general theory of time discounting: The reference-time theory of intertemporal choice

al-Nowaihi, Ali; Dhami, Sanjit - Department of Economics, Leicester University - 2008

model, Hyperbolic discounting, Prospect theory, -delay, -subadditivity, SIE value functions. JEL Classi�cation Codes: C60 …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005385062

Explaining the anomalies of the exponential discounted utility model

al-Nowaihi, Ali; Dhami, Sanjit - Department of Economics, Leicester University - 2007

discounting, loss aversion, HARA utility functions, SIE value functions. JEL Classi�cation Codes: C60(General: Mathematical … constant relative risk aversion function (CRRA). We call this class the class of simple increasing elasticity (SIE) value … functions, because they are the simplest class compatible with the (reformulated) LP theory that we could �nd. Their main …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005561916