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	Provedor de dados AgEcon (4) Autor Traeger, Christian P. (4) Palavra-chave Expected utility (4) Intertemporal risk aversion (4) Intertemporal substitutability (4) Risk and Uncertainty (4) Uncertainty (4) Ambiguity (3) D81 (3) D90 (3) Q54 (3) Recursive utility (3) Climate change (2) D61 (2) Discounting (2) Risk aversion (2) Subjective beliefs (2) Certainty additivity (1) Confidence (1) Gauge-freedom (1) H43 (1) Pessimism (1) Mais... Tipo do documento Working or Discussion Paper (3) Working Paper (1) Ano 2011 (1) 2010 (2) 2009 (1) País United States (4) Idioma Inglês (4)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 4 Primeira ... 1 ... Última Discounting and confidence AgEcon Traeger, Christian P.. Revision of CUDARE Working Paper 1117 issued June 2011 Tipo: Working Paper Palavras-chave: Uncertainty; Discounting; Climate change; Ambiguity; Confidence; Subjective beliefs; Prudence; Pessimism; Expected utility; Intertemporal substitutability; Intertemporal risk aversion; Risk and Uncertainty; D61; Q54; D81; D90. Ano: 2011 URL: http://purl.umn.edu/120418 The Social Discount Rate under Intertemporal Risk Aversion and Ambiguity AgEcon Traeger, Christian P.. The social discount rate crucially determines optimal mitigation policies. This paper examines two shortcomings of the recent debate and the models on climate change assessment. First, removing an implicit assumption of (intertemporal) risk neutrality reduces the growth effect in social discounting and significantly amplifies the importance of risk and correlation. Second, debate and models largely overlook the difference in attitude with respect to risk and with respect to non-risk uncertainty. The paper derives the resulting changes of the risk-free and the stochastic social discount rate and points out the importance of even thin tailed uncertainty for climate change evaluation. Tipo: Working or Discussion Paper Palavras-chave: Ambiguity; Discounting; Expected utility; Intertemporal substitutability; Intertemporal risk aversion; Recursive utility; Risk aversion; Social discount rate; Uncertainty; Political Economy; Risk and Uncertainty; D61; D81; D90; H43; Q00; Q54. Ano: 2009 URL: http://purl.umn.edu/55785 Subjective Risk, Confidence, and Ambiguity AgEcon Traeger, Christian P.. Tipo: Working or Discussion Paper Palavras-chave: Ambiguity; Subjective beliefs; Expected utility; Intertemporal substitutability; Intertemporal risk aversion; Recursive utility; Uncertainty; Climate change; Risk and Uncertainty; D81; Q54; D90; Q01. Ano: 2010 URL: http://purl.umn.edu/90461 Intertemporal risk aversion – or – wouldn’t it be nice to tell whether Robinson Crusoe is risk averse? AgEcon Traeger, Christian P.. The paper introduces a new notion of risk aversion that is independent of the good under observation and its measure scale. The representational framework builds on a time consistent combination of additive separability on certain consumption paths and the von Neumann & Morgenstern (1944) assumptions. In the one-commodity special case, the new notion of risk aversion closely relates to a disentanglement of standard risk aversion and intertemporal substitutability. Tipo: Working or Discussion Paper Palavras-chave: Uncertainty; Expected utility; Recursive utility; Risk aversion; Intertemporal substitutability; Certainty additivity; Temporal lotteries; Gauge-freedom; Intertemporal risk aversion; Risk and Uncertainty. Ano: 2010 URL: http://purl.umn.edu/90421 Registros recuperados: 4 Primeira ... 1 ... Última

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