Ambiguity and endogenous discounting
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Publication:2425190
DOI10.1016/J.JMATECO.2019.04.001zbMATH Open1417.91156OpenAlexW2940903580MaRDI QIDQ2425190FDOQ2425190
Antoine Bommier, François Le Grand, Asen Kochov
Publication date: 26 June 2019
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2019.04.001
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Cited In (5)
- Consumption Smoothing and Discounting in Infinite-Horizon, Discrete-Choice Problems
- Choquet expected discounted utility
- On a linearization of the recursion \(U(x_0,x_1,x_2,\ldots )=\varphi (x_0, U(x_1,x_2,\ldots ))\) and its application in economics
- Remarks on a linearization of Koopmans recursion
- Intertemporal hedging and trade in repeated games with recursive utility
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