On intertemporal preferences in continuous time. The case of certainty

DOI10.1016/0304-4068(92)90032-3zbMath0765.90023OpenAlexW4250637892MaRDI QIDQ1196127

David M. Kreps, Ayman Hindy, Chi-fu Huang

Publication date: 23 November 1992

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(92)90032-3

Mathematics Subject Classification ID

Economic growth models (91B62) Individual preferences (91B08)

Related Items (30)

Optimal consumption choice with intertemporal substitution ⋮ Existence and uniqueness of recursive utilities without boundedness ⋮ General equilibrium analysis in ordered topological vector spaces ⋮ A stochastic representation theorem with applications to optimization and obstacle problems. ⋮ Memorable consumption ⋮ On the Optimal Management of Public Debt: a Singular Stochastic Control Problem ⋮ Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations ⋮ Generic determinacy among stationary overlapping generations ⋮ Generic determinacy of equilibria with local substitution ⋮ Singular recursive utility ⋮ Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players ⋮ Optimal consumption for recursive preferences with local substitution -- the case of certainty ⋮ Ratchet consumption over finite and infinite planning horizons ⋮ On irreversible investment ⋮ Stochastic equilibria for economies under uncertainty with intertemporal substitution ⋮ Finite horizon portfolio selection with durable goods ⋮ Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies ⋮ Optimal consumption and portfolio rules with durability and habit formation ⋮ Optimal consumption and portfolio rules with intertemporally dependent utility of consumption ⋮ On equilibrium prices in continuous time ⋮ Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets ⋮ ON SUNSPOTS, HABITS, AND MONETARY FACTS ⋮ Externalities and nonlinear discounting: Indeterminacy ⋮ Non-time additive utility optimization -- the case of certainty ⋮ On a Class of Infinite-Dimensional Singular Stochastic Control Problems ⋮ On variant reflected backward SDEs, with applications ⋮ Robust Portfolio Choice and Indifference Valuation ⋮ Optimal portfolio choice and consistent performance ⋮ Increasing marginal impatience and intertemporal substitution ⋮ Continuous-time security pricing. A utility gradient approach

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