@techreport{NBERw10597,
 title = "Exotic Preferences for Macroeconomists",
 author = "David Backus and Bryan Routledge and Stanley Zin",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "10597",
 year = "2004",
 month = "June",
 URL = "http://www.nber.org/papers/w10597",
 abstract = {We provide a user's guide to  exotic' preferences: nonlinear time aggregators, departures from expected utility, preferences over time with known and unknown probabilities, risk-sensitive and robust control,  hyperbolic' discounting, and  preferences over sets ( temptations'). We apply each to a number of classic problems in macroeconomics and finance, including consumption and saving, portfolio choice, asset pricing, and Pareto optimal allocations.},
}