Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
DOI10.2307/2951566zbMATH Open0764.90010OpenAlexW1985083316MaRDI QIDQ4013231FDOQ4013231
Authors: Ayman Hindy, Chi-fu Huang
Publication date: 27 September 1992
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/48656
Recommendations
uncertaintymartingalesBrownian motioncontinuous timetopologieslocal substitutionItô processesnon-time-additive utility functionsspace of consumption patterns
Individual preferences (91B08) Consumer behavior, demand theory (91B42) Economic growth models (91B62)
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- Existence and structure of stochastic equilibria with intertemporal substitution
- On equilibrium prices in continuous time
- Finite horizon portfolio selection with durable goods
- General equilibrium analysis in ordered topological vector spaces
- Externalities and nonlinear discounting: Indeterminacy
- Generic determinacy among stationary overlapping generations
- An empirical application of the information-structures model: The postal authority case
- Existence and uniqueness of recursive utilities without boundedness
- Intertemporal preference with loss aversion: consumption and risk-attitude
- Continuous-time security pricing. A utility gradient approach
- Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations
- Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
- On irreversible investment
- Viable prices in financial markets with solvency constraints
- Time-additive representations of preferences when consumption grows without bound
- Non-market reopening, time-consistent plans and the structure of intertemporal preferences
- On intertemporal preferences in continuous time. The case of certainty
- Modeling the inconsistency in intertemporal choice: the generalized Weibull discount function and its extension
- The Structure of Intertemporal Preferences under Uncertainty and Time Consistent Plans
- Generic determinacy of equilibria with local substitution
- A topological approach to delay aversion
- Increasing marginal impatience and intertemporal substitution
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets
- Intertemporal choice with continuity constraints
- Preservation and exogeneous uncertain future preferences
- Stochastic equilibria for economies under uncertainty with intertemporal substitution
- Optimal consumption and portfolio rules with durability and habit formation
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