Modeling nonmonotone preferences: the case of utility smoothing

DOI10.1016/j.jmateco.2011.02.004zbMath1229.91120MaRDI QIDQ553532

Katsutoshi Wakai

Publication date: 27 July 2011

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2011.02.004

zbMATH Keywords

reference point; recursive utility; discount factor; gain/loss asymmetry; non-monotone preferences; utility smoothing

Mathematics Subject Classification ID

91B16: Utility theory

Related Items

An infinite-horizon model of nonmonotone utility smoothing, Intertemporal utility smoothing under uncertainty, Gain/loss asymmetric stochastic differential utility

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