First Order Certainty Equivalence
From MaRDI portal
Publication:5576702
Recommendations
- scientific article; zbMATH DE number 3928863
- CERTAINTY EQUIVALENCE AND LOGARITHMIC UTILITIES IN CONSUMPTION/INVESTMENT PROBLEMS
- The stochastic interdependence of dynamic risk-sensitive decision rules
- Certainty-Equivalence and the Theory of the Firm under Uncertainty
- scientific article; zbMATH DE number 4207185
Cited in
(13)- The First-Order Nominal Link
- The stochastic interdependence of dynamic risk-sensitive decision rules
- scientific article; zbMATH DE number 3928863 (Why is no real title available?)
- Stationary sunspot equilibria in an N commodity world
- Stochastic growth with irreversible investment
- Certainty-Equivalence and the Theory of the Firm under Uncertainty
- Certainty equivalence in expected profit maximization implies impossibility of loss
- Risk matters: breaking certainty equivalence in linear approximations
- Irreversibility and the behavior of aggregate stochastic growth models
- scientific article; zbMATH DE number 1748672 (Why is no real title available?)
- scientific article; zbMATH DE number 3930115 (Why is no real title available?)
- Constructing a quasi-concave quadratic objective function from interviewing a decision maker
- Constructing a monotonic quadratic objective function in \(n\) variables from a few two-dimensional indifferences.
This page was built for publication: First Order Certainty Equivalence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5576702)