Intertemporal utility smoothing under uncertainty

DOI10.1007/S11238-012-9304-9zbMath1282.91107OpenAlexW2160203248MaRDI QIDQ1936327

Katsutoshi Wakai

Publication date: 4 February 2013

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11238-012-9304-9

zbMATH Keywords

ambiguity aversionrecursive utilitygain/loss asymmetryutility smoothingdiscount factors

Mathematics Subject Classification ID

Utility theory (91B16) Individual preferences (91B08)

Cites Work

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