An alternative axiomatization of intertemporal utility smoothing

DOI10.1016/J.ECONLET.2013.02.025MaRDI QIDQ2437207zbMATH OpenOpenAlexFDO

Authors Katsutoshi Wakai

Publication date 3 March 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2013.02.025

zbMATH Keywords

recursive utilitydiscount factorutility smoothing

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Utility theory (91B16)

Cites work

• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• A Model of Utility Smoothing
• A Subjective Spin on Roulette Wheels
• Expectation and Variation in Multi-Period Decisions
• Loss aversion in a multi-period model
• Maxmin expected utility with non-unique prior
• Risk, Ambiguity, and the Separation of Utility and Beliefs
• Stationary Ordinal Utility and Impatience

Cited in

(2)

• Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling
• A Model of Utility Smoothing

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