scientific article; zbMATH DE number 19679

MaRDI QIDQ3979172zbMATH OpenFDO

Authors Soo Hong Chew, Larry G. Epstein

Publication date 26 June 1992

zbMATH Keywords

temporal resolution of uncertaintyaxiomatization of recursive utility functionsinfinite horizon stochastic setting

Mathematics Subject Classification ID

Utility theory (91B16)

Recommendations

• Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility
• Recursive utility and preferences for information
• Recursive utility and optimal growth under uncertainty
• Subjective recursive expected utility
• Recursive multiple-priors.

Cited in

(15)

• Conditional preferences and updating.
• An existence theorem of intertemporal recursive utility in the presence of Lévy jumps
• Ambiguity and endogenous discounting
• Recursive utility and the rate of impatience
• On recursive utilities with non-affine aggregator and conditional certainty equivalent
• Recursive multiple-priors.
• Optimal consumption and portfolio selection with stochastic differential utility
• Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps
• Recursive utility and optimal growth under uncertainty
• Intertemporal utility smoothing under uncertainty
• Recursive utility and parameter uncertainty
• Subjective recursive expected utility
• Representation of preference orderings with an infinite horizon: time-additive separable utility in continuous time
• Intertemporal hedging and trade in repeated games with recursive utility
• scientific article; zbMATH DE number 221615 (Why is no real title available?)

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