Intertemporal Preferences
Mostrando 1-2 de 2 artigos, teses e dissertações.
-
1. Testing the consumption-based CAPM using the stochastic discount factor
Abstract This article investigates the problem of optimal intertemporal consumption in the CCAPM setup from a new empirical perspective. The econometric analysis is based on use of the equality between the stochastic discount factor (SDF) and the marginal rate of intertemporal substitution of consumption, which in the CCAPM is equivalent to the Euler equatio
Revista Brasileira de Economia. Publicado em: 2022
-
2. Aspectos intuitivos, preferências intertemporais e decisões orçamentárias: um estudo quase-experimental envolvendo práticas de alocação de recursos. / Aspectos intuitivos, preferências intertemporais e decisões orçamentárias: um estudo quase-experimental envolvendo práticas de alocação de recursos.
Behavioral biases, such as those generated by asymmetric information, permeate the process of resource allocation to organizational activities, as well as numbers, the budget requires people with cognitive, affective and emotional limitations and therefore subject to being impelled to "errors" in their daily activities. With the aim to identify how the intui
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 01/07/2011