EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"quantile preferences"
Narrow search

Narrow search

Year of publication
Subject
All
Quantile preferences 7 Risikopräferenz 5 Risk attitude 5 Präferenztheorie 4 Theory of preferences 4 Intertemporal choice 3 Intertemporale Entscheidung 3 Dynamic programming 2 Dynamische Optimierung 2 Elasticity of substitution 2 Erwartungsnutzen 2 Expected utility 2 Experiment 2 Optimal asset allocation 2 Portfolio selection 2 Portfolio theory 2 Portfolio-Management 2 Risikomaß 2 Risk measure 2 Substitutionselastizität 2 Theorie 2 Theory 2 Arbeitslosigkeit 1 Arbeitsuche 1 Axioms 1 Consumer behaviour 1 Consumption 1 Decision 1 Decision theory 1 Discounting 1 Diskontierung 1 EIS 1 Elasticity of intertemporal substitution 1 Entscheidung 1 Entscheidungstheorie 1 Estimation 1 Estimation theory 1 IV-Schätzung 1 Instrumental variables 1 Intertemporal allocation 1
more ... less ...
Online availability
All
Undetermined 6 Free 2 CC license 1
Type of publication
All
Article 8
Type of publication (narrower categories)
All
Article in journal 8 Aufsatz in Zeitschrift 8
Language
All
English 8
Author
All
Castro, Luciano I. de 8 Galvao, Antonio Fialho <Jr.> 6 Montes-Rojas, Gabriel 4 Olmo, Jose 3 Galvao, Antonio F. 2 Cundy, Lance D. 1 Kim, Jeong Yeol 1 Muchon, Andre 1 Nunes, Daniel 1 Westenberger, Rafael 1
more ... less ...
Published in...
All
Annals of finance 1 Economic theory 1 Economics letters 1 European economic review : EER 1 Journal of behavioral and experimental economics 1 Journal of economic dynamics & control 1 Theoretical economics : TE ; an open access journal in economic theory 1
more ... less ...
Source
All
ECONIS (ZBW) 8
Showing 1 - 8 of 8
Cover Image
Dynamic economics with quantile preferences
Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - In: Theoretical economics : TE ; an open access journal in … 20 (2025) 1, pp. 353-425
This paper studies a dynamic quantile model for intertemporal decisions under uncertainty, in which the decision maker maximizes the τ-quantile of the stream of future utilities, for τ ∈ (0,1). We present two sets of contributions. First, we generalize existing results in directions that are...
Persistent link: https://www.econbiz.de/10015332600
Saved in:
Cover Image
Joint elicitation of elasticity of intertemporal substitution, risk and time preferences
Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - 2024
Persistent link: https://www.econbiz.de/10015337798
Saved in:
Cover Image
Numerical solution of dynamic quantile models
Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - In: Journal of economic dynamics & control 148 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014240037
Saved in:
Cover Image
A dynamic quantile model for distinguishing intertemporal substitution from risk aversion
Castro, Luciano I. de; Cundy, Lance D.; Galvao, Antonio … - In: European economic review : EER 159 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014441693
Saved in:
Cover Image
Static and dynamic quantile preferences
Castro, Luciano I. de; Galvao, Antonio F. - In: Economic theory 73 (2022) 2/3, pp. 747-779
Persistent link: https://www.econbiz.de/10013277393
Saved in:
Cover Image
Portfolio selection in quantile decision models
Castro, Luciano I. de; Galvao, Antonio F.; … - In: Annals of finance 18 (2022) 2, pp. 133-181
Persistent link: https://www.econbiz.de/10013278978
Saved in:
Cover Image
Experiments on portfolio selection : a comparison between quantile preferences and expected utility decision models
Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - In: Journal of behavioral and experimental economics 97 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013398010
Saved in:
Cover Image
Quantile selection in non-linear GMM quantile models
Castro, Luciano I. de; Galvao, Antonio Fialho <Jr.>; … - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509605
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...