Modeling nonmonotone preferences: the case of utility smoothing

DOI10.1016/J.JMATECO.2011.02.004MaRDI QIDQ553532zbMATH OpenOpenAlexFDO

Authors 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

recursive utilityreference pointdiscount factorgain/loss asymmetrynon-monotone preferencesutility smoothing

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• A Definition of Subjective Probability
• A Model of Utility Smoothing
• Discounting and optimizing: Capital accumulation problems as variational minmax problems
• Expectation and Variation in Multi-Period Decisions
• Foundations of intrinsic habit formation
• Foundations of mathematical economics
• Intertemporal Asset Pricing under Knightian Uncertainty
• Loss aversion in a multi-period model
• Maxmin expected utility over Savage acts with a set of priors
• Maxmin expected utility with non-unique prior
• Nonmonotonic Choquet integrals
• Prospect Theory: An Analysis of Decision under Risk
• Recursive multiple-priors.
• Temporal Resolution of Uncertainty and Dynamic Choice Theory

Cited in

(9)

• Characterization of variation averse preferences by present value
• scientific article; zbMATH DE number 956506 (Why is no real title available?)
• A Model of Utility Smoothing
• An infinite-horizon model of nonmonotone utility smoothing
• Gain/loss asymmetric stochastic differential utility
• An intertemporal consumption-leisure model with non-expected utility
• A monotone model of intertemporal choice
• Non-transitive smooth preferences
• Intertemporal utility smoothing under uncertainty

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