{"id":"https://openalex.org/W2076061365","doi":"https://doi.org/10.3929/ethz-a-010574890","title":"Risk Aversion, Intertemporal Elasticity of Substitution and Correlation Aversion","display_name":"Risk Aversion, Intertemporal Elasticity of Substitution and Correlation Aversion","publication_year":2005,"publication_date":"2005-01-01","ids":{"openalex":"https://openalex.org/W2076061365","doi":"https://doi.org/10.3929/ethz-a-010574890","mag":"2076061365"},"language":"en","primary_location":{"id":"pmh:oai:www.research-collection.ethz.ch:20.500.11850/155362","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/20.500.11850/155362","pdf_url":"http://hdl.handle.net/20.500.11850/155362","source":{"id":"https://openalex.org/S4306402302","display_name":"Repository for Publications and Research Data (ETH Zurich)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I35440088","host_organization_name":"ETH Zurich","host_organization_lineage":["https://openalex.org/I35440088"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/report"},"volume":null,"type":"report","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/20.500.11850/155362","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5102738878","display_name":"Antoine Bommier","orcid":"https://orcid.org/0000-0003-4691-1507","observed_orcids":["https://orcid.org/0000-0003-4691-1507"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Bommier, Antoine","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5102738878"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":47,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":"4","issue":"29","first_page":"1","last_page":"8"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10315","display_name":"Decision-Making and Behavioral Economics","score":0.9702000021934509,"subfield":{"id":"https://openalex.org/subfields/1800","display_name":"General Decision Sciences"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10315","display_name":"Decision-Making and Behavioral Economics","score":0.9702000021934509,"subfield":{"id":"https://openalex.org/subfields/1800","display_name":"General Decision Sciences"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10517","display_name":"Financial Literacy, Pension, Retirement Analysis","score":0.012400000356137753,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.006300000008195639,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/relative-risk-aversion","display_name":"relative risk aversion","score":0.8190000057220459},{"id":"https://openalex.org/keywords/elasticity-of-intertemporal-substitution","display_name":"intertemporal elasticity of substitution","score":0.9950000047683716},{"id":"https://openalex.org/keywords/risk-aversion","display_name":"risk aversion","score":0.7369999885559082},{"id":"https://openalex.org/keywords/time-preference","display_name":"time preference","score":0.4620000123977661},{"id":"https://openalex.org/keywords/intertemporal-choice","display_name":"intertemporal choice","score":0.4659999907016754}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7721843719482422},{"id":"https://openalex.org/C129915516","wikidata":"https://www.wikidata.org/wiki/Q17083550","display_name":"Risk aversion (psychology)","level":3,"score":0.7334546446800232},{"id":"https://openalex.org/C97684219","wikidata":"https://www.wikidata.org/wiki/Q897261","display_name":"Elasticity of substitution","level":3,"score":0.637680172920227},{"id":"https://openalex.org/C2778220771","wikidata":"https://www.wikidata.org/wiki/Q1522579","display_name":"Substitution (logic)","level":2,"score":0.5660742521286011},{"id":"https://openalex.org/C2776195949","wikidata":"https://www.wikidata.org/wiki/Q5353576","display_name":"Elasticity of intertemporal substitution","level":3,"score":0.554456353187561},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5256484746932983},{"id":"https://openalex.org/C121854251","wikidata":"https://www.wikidata.org/wiki/Q62932","display_name":"Elasticity (physics)","level":2,"score":0.4534769356250763},{"id":"https://openalex.org/C30772137","wikidata":"https://www.wikidata.org/wiki/Q5164762","display_name":"Consumption (sociology)","level":2,"score":0.45213407278060913},{"id":"https://openalex.org/C117220453","wikidata":"https://www.wikidata.org/wiki/Q5172842","display_name":"Correlation","level":2,"score":0.4434201419353485},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.33986377716064453},{"id":"https://openalex.org/C205706631","wikidata":"https://www.wikidata.org/wiki/Q2319304","display_name":"Expected utility hypothesis","level":2,"score":0.16443204879760742},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.1478879153728485},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.12475785613059998},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.12023720145225525},{"id":"https://openalex.org/C2983335520","wikidata":"https://www.wikidata.org/wiki/Q47537570","display_name":"Growth model","level":2,"score":0.08473944664001465},{"id":"https://openalex.org/C2778348673","wikidata":"https://www.wikidata.org/wiki/Q739302","display_name":"Production (economics)","level":2,"score":0.05519402027130127},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.05048224329948425},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C144024400","wikidata":"https://www.wikidata.org/wiki/Q21201","display_name":"Sociology","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C36289849","wikidata":"https://www.wikidata.org/wiki/Q34749","display_name":"Social science","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:www.research-collection.ethz.ch:20.500.11850/155362","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/20.500.11850/155362","pdf_url":"http://hdl.handle.net/20.500.11850/155362","source":{"id":"https://openalex.org/S4306402302","display_name":"Repository for Publications and Research Data (ETH Zurich)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I35440088","host_organization_name":"ETH Zurich","host_organization_lineage":["https://openalex.org/I35440088"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/report"},{"id":"mag:2076061365","doi":null,"is_oa":false,"landing_page_url":"http://e-collection.library.ethz.ch/eserv/eth:48427/eth-48427-01.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S134953813","display_name":"Economics bulletin","issn_l":"1545-2921","issn":["1545-2921"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","anvur-scientific","cwts-core","jufo-1","norway-1","poland-20","russia-white-list-3","vabb-shw"],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Economics bulletin","raw_type":null},{"id":"doi:10.3929/ethz-a-010574890","doi":"https://doi.org/10.3929/ethz-a-010574890","is_oa":true,"landing_page_url":"https://doi.org/10.3929/ethz-a-010574890","pdf_url":null,"source":{"id":"https://openalex.org/S7407051236","display_name":"ETH Z\u00fcrich Research Collection","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"report"}],"best_oa_location":{"id":"pmh:oai:www.research-collection.ethz.ch:20.500.11850/155362","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/20.500.11850/155362","pdf_url":"http://hdl.handle.net/20.500.11850/155362","source":{"id":"https://openalex.org/S4306402302","display_name":"Repository for Publications and Research Data (ETH Zurich)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I35440088","host_organization_name":"ETH Zurich","host_organization_lineage":["https://openalex.org/I35440088"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/report"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2076061365.pdf","grobid_xml":"https://content.openalex.org/works/W2076061365.grobid-xml"},"referenced_works_count":9,"referenced_works":["https://openalex.org/W181282214","https://openalex.org/W1574786337","https://openalex.org/W1992236495","https://openalex.org/W1994702748","https://openalex.org/W1998518767","https://openalex.org/W2019265923","https://openalex.org/W2041192133","https://openalex.org/W2052205513","https://openalex.org/W2053555145"],"related_works":["https://openalex.org/W7095628174","https://openalex.org/W1579179372","https://openalex.org/W2552538113","https://openalex.org/W4225356799","https://openalex.org/W650192023","https://openalex.org/W2211228691","https://openalex.org/W1984908003","https://openalex.org/W7095829737","https://openalex.org/W2131643824","https://openalex.org/W1497523443"],"abstract_inverted_index":{"Intertemporal":[0],"correlation":[1,57],"aversion":[2,36],"is":[3,46],"an":[4,9],"intuitive":[5],"concept":[6],"indicating":[7],"whether":[8],"individual":[10],"prefers":[11],"lotteries":[12],"concerning":[13],"consumption":[14],"at":[15],"different":[16],"moments":[17],"in":[18,48],"time":[19],"to":[20,52],"be":[21],"positively":[22],"or":[23],"negatively":[24],"correlated.I":[25],"show":[26],"that":[27],"the":[28,31,38,41,53],"difference":[29],"between":[30],"coefficient":[32],"of":[33,40,44,55],"relative":[34],"risk":[35],"and":[37],"inverse":[39],"intertemporal":[42,56],"elasticity":[43],"substitution":[45],"related,":[47],"a":[49],"simple":[50],"way,":[51],"index":[54],"aversion.":[58]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":6},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":5}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2016-06-24T00:00:00"}
