Efficient intertemporal allocations with recursive utility.
From MaRDI portal
(Redirected from Publication:1587641)
Recommendations
- Interim efficient allocations under uncertainty
- The dynamics of efficient intertemporal allocations with many agents, recursive preferences, and production
- Efficient and equilibrium allocations with stochastic differential utility
- Optimal intertemporal allocation mechanisms and decentralization of decisions
- The Global Stability of Efficient Intertemporal Allocations
- Discrete-Time Recursive Utility
- Efficient allocations under ambiguity
- The dynamics of optimal wealth distributions with recursive utility
- Efficient combinatorial allocations: individual rationality versus stability
- Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach
Cites work
- scientific article; zbMATH DE number 45955 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 52448 (Why is no real title available?)
- Backward Stochastic Differential Equations in Finance
- Discounting and optimizing: Capital accumulation problems as variational minmax problems
- Efficient and equilibrium allocations with stochastic differential utility
- Optimal consumption and portfolio selection with stochastic differential utility
- Optimal growth and Pareto optimality
- Optimal growth with many consumers
- Portfolio choice with non-expected utility in continuous time
- Recursive utility and preferences for information
- Stochastic Differential Utility
- Structure of Pareto optima in an infinite-horizon economy where agents have recursive preferences
- Structure of Pareto optima when agents have stochastic recursive preferences
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- The Global Stability of Efficient Intertemporal Allocations
Cited in
(18)- The Global Stability of Efficient Intertemporal Allocations
- Optimal consumption and portfolio selection with stochastic differential utility
- Efficient allocations in dynamic private information economies with persistent shocks: a first-order approach
- Optimal contracts in continuous-time models
- Dynamic choice with constant source-dependent relative risk aversion
- scientific article; zbMATH DE number 4091153 (Why is no real title available?)
- Optimal risk-sharing with effort and project choice
- Non-parametric counterfactual analysis in dynamic general equilibrium
- Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available
- A two-person dynamic equilibrium under ambiguity
- Recursive allocations and wealth distribution with multiple goods: existence, survivorship, and dynamics
- The dynamics of risk-sensitive allocations
- The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations
- Brownian equilibria under Knightian uncertainty
- Stochastic growth: a duality approach.
- The dynamics of efficient intertemporal allocations with many agents, recursive preferences, and production
- Intertemporal equity and efficient allocation of resources.
- Subjective recursive expected utility
This page was built for publication: Efficient intertemporal allocations with recursive utility.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1587641)
