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In many countries financial service providers have to elicit their customers risk preferences, when offering products and services. For instance, in the Netherlands pension funds will be legally obliged to factor in their clients risk…

Computational Engineering, Finance, and Science · Computer Science 2023-11-08 Onaopepo Adekunle , Arno Riedl , Michel Dumontier

Understanding how people actually trade off time for money is perhaps the major question in the field of time discounting. There is indeed a vast body of work devoted to explore the underlying mechanisms of the individual decision making…

General Economics · Economics 2023-09-26 Salvatore Greco , Diego Rago

This paper investigates a novel behavioral feature of recursive preferences: aversion to risks that persist over time, or simply \textit{correlation aversion}. Greater persistence provides information about future consumption but reduces…

Theoretical Economics · Economics 2026-03-24 Lorenzo Maria Stanca

Economists modeled self-control problems in decisions of people with the time-inconsistence preferences model. They argued that the source of self-control problems could be uncertainty and temptation. This paper uses an experimental test…

General Economics · Economics 2024-02-20 Mohammad Mehdi Mousavi , Mahdi Kohan Sefidi , Shirin Allahyarkhani

The rapid growth of e-commerce has made people accustomed to shopping online. Before making purchases on e-commerce websites, most consumers tend to rely on rating scores and review information to make purchase decisions. With this…

Information Retrieval · Computer Science 2020-07-07 Yingqiang Ge , Shuyuan Xu , Shuchang Liu , Zuohui Fu , Fei Sun , Yongfeng Zhang

We are living in an uncertain and dynamically changing world, where optimal decision-making under uncertainty is directly linked to the survival of species. However, evolutionary selection pressures that shape value-based decision-making…

Populations and Evolution · Quantitative Biology 2018-04-04 Erdem Pulcu

This paper examines the extent to which individual time preferences are associated with the willingness to accept different tax burdens. The first is an intertemporal redistribution in which a current consumption tax increase is exchanged…

General Economics · Economics 2026-04-20 Eiji Yamamura , Fumio Ohtake

Large Language Models (LLMs) are increasingly used in decision-making scenarios that involve risk assessment, yet their alignment with human economic rationality remains unclear. In this study, we investigate whether LLMs exhibit risk…

General Economics · Economics 2025-09-16 Jiaxin Liu , Yixuan Tang , Yi Yang , Kar Yan Tam

This article is a presentation of specific recent results describing scaling limits of individual-based models. Thanks to them, we wish to relate the time-scales typical of demographic dynamics and natural selection to the parameters of the…

Probability · Mathematics 2023-08-01 Aurélien Velleret

This paper studies relations among axioms on individuals' intertemporal choices under risk. The focus is on Risk Averse over Time Lotteries (RATL), meaning that a fixed prize is preferred to a lottery with the same monetary prize but a…

Theoretical Economics · Economics 2022-09-07 Minghao Pan

People often deviate from expected utility theory when making risky and intertemporal choices. While the effects of probabilistic risk and time delay have been extensively studied in isolation, their interplay and underlying theoretical…

Theoretical Economics · Economics 2025-04-10 Ho Ka Chan , Taro Toyoizumi

When decision makers evaluate a sequence of rewards, they may pay more attention to larger rewards and, given attention is limited, less attention to smaller rewards. They may also become less attentive to each reward when attention is…

Theoretical Economics · Economics 2025-05-20 Zijian Zark Wang

Strong empirical evidence from laboratory experiments, and more recently from population surveys, shows that individuals, when evaluating their situations, pay attention to whether they experience gains or losses, with losses weighing more…

Theoretical Economics · Economics 2025-10-17 Martyna Kobus , Radosław Kurek , Thomas Parker

Many biological, psychological and economic experiments have been designed where an organism or individual must choose between two options that have the same expected reward but differ in the variance of reward received. In this way,…

Quantitative Methods · Quantitative Biology 2018-09-20 Jared M. Field , Michael B. Bonsall

Portfolio diversification is a cornerstone of modern finance, while risk aversion is central to decision theory; both concepts are long-standing and foundational. We investigate their connections by studying how different forms of…

Theoretical Economics · Economics 2026-03-26 Xiangxin He , Fangda Liu , Ruodu Wang

This paper attempts to find a relationship between agents' risk aversion and inequality of incomes. Specifically, a model is proposed for the evolution in time of surplus/deficit distribution, and the long-time distributions are…

Economics · Quantitative Finance 2016-05-12 Eleonora Perversi , Eugenio Regazzini

The Brain Drain phenomenon is particularly heterogeneous and is characterized by peculiar specifications. It influences the economic fundamentals of both the country of origin and the host one in terms of human capital accumulation. Here,…

Physics and Society · Physics 2014-05-22 A. E. Biondo , A. Pluchino , A. Rapisarda

We propose a novel approach to infer investors' risk preferences from their portfolio choices, and then use the implied risk preferences to measure the efficiency of investment portfolios. We analyze a dataset spanning a period of six…

Portfolio Management · Quantitative Finance 2020-10-28 Agostino Capponi , Zhaoyu Zhang

Risk aversion is a common behavior universal to humans and animals alike. Economists have traditionally defined risk preferences by the curvature of the utility function. Psychologists and behavioral economists also make use of concepts…

Populations and Evolution · Quantitative Biology 2015-11-18 Arend Hintze , Randal S. Olson , Christoph Adami , Ralph Hertwig

We use a controlled laboratory experiment to study the causal impact of income decreases within a time period on redistribution decisions at the end of that period, in an environment where we keep fixed the sum of incomes over the period.…

General Economics · Economics 2021-07-08 Nickolas Gagnon , Riccardo D. Saulle , Henrik W. Zaunbrecher
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