scientific article; zbMATH DE number 19679

zbMATH Open0742.90016MaRDI QIDQ3979172FDOQ3979172

Authors: Soo Hong Chew, Larry G. Epstein 

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

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.

zbMATH Keywords

temporal resolution of uncertaintyaxiomatization of recursive utility functionsinfinite horizon stochastic setting

Mathematics Subject Classification ID

Utility theory (91B16)

Cited In (15)

• Ambiguity and endogenous discounting
• On recursive utilities with non-affine aggregator and conditional certainty equivalent
• Recursive utility and the rate of impatience
• 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
• Representation of preference orderings with an infinite horizon: time-additive separable utility in continuous time
• Recursive utility and parameter uncertainty
• Subjective recursive expected utility
• Intertemporal hedging and trade in repeated games with recursive utility
• Title not available (Why is that?)
• Conditional preferences and updating.
• An existence theorem of intertemporal recursive utility in the presence of Lévy jumps

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