Econ Theory
DOI 10.1007/s00199-016-1020-1
RESEARCH ARTICLE
Temporal dominance and relative patience
in intertemporal choice
Pavlo Blavatskyy
1
Received: 19 April 2016 / Accepted: 28 November 2016
© Springer-Verlag Berlin Heidelberg 2016
Abstract A stream of intertemporal payoffs X first-order (second-order) temporarily
dominates another stream Y if (the area below) the cumulative payoff function of X
up till any moment of time is always at least as high as that of Y; or, equivalently,
any rank-dependent discounted utility maximizer with a strictly increasing (concave)
utility function and a strictly decreasing (convex) discount function prefers X over
Y. An individual A is relatively more patient than an individual B if, whenever B is
willing to undertake some investment project, A is moreover so; or, equivalently, for
any stream of payoffs, A’s present-day equivalent is at least as high as that of B; or,
equivalently, A’s discount factor is at least as high as that of B and B’s utility function is
“more concave” than that of A. Related concepts of absolute patience and comparative
probabilistic patience are briefly discussed.
Keywords Intertemporal choice · Time preference · Discounted utility · Temporal
dominance · Relative patience · Dynamic inconsistency · Hyperbolic discounting
JEL Classification D90
1 Introduction
Intertemporal choice involves outcomes that are received at different moments in time.
Intertemporal choice arises in many economic situations such as consumption/savings
decisions, financial investment, education planning and career choice. In such situ-
B Pavlo Blavatskyy
p.blavatskyy@montpellier-bs.com
1
Montpellier Research in Management, Montpellier Business School, 2300 Avenue des Moulins,
34185 Montpellier Cedex 4, France
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