Few years after the seminal works of von Neumann & Morgenstern (1944) and Savage (1954) that established the formal and logical basis of expected utility (EU), it was observed that this model failed to recognize that decision makers might be non-neutral towards the timing of resolution of uncertainty (TRU). For instance, Markowitz (1959) and Mossin (1969) pointed out that choice between lotteries should take into account when the outcomes will become known (Machina, 1984). In fact, most economically important decisions such as investment, portfolio / risk management, and production, among others, typically involve delayed resolution of uncertainty. For many decisions, the TRU may generate anxiety or hopefulness about the final outcomes (e.g. prenatal diagnosis, stock owners selling decisions during a financial crisis). We propose an empirical investigation on non-neutrality towards the TRU where uncertainty is allowed to be resolved at a variable date t laying between now and a fixed horizon T, in which monetary gains are received. Non-neutral attitude towards the TRU is captured through three approaches. The first approach accounts for preference for early resolution through probability discounting. The second assumes Kreps & Porteus (1978) recursive expected utility. The third postulates a temporal version of rank-dependent utility, assuming that delayed resolution of uncertainty impact probability weighting rather than utility (as under Kreps and Porteus, 1978). Our data show that a combination of the first and the third approaches fits data in a satisfactory fashion.