Intertemporal hedging and trade in repeated games with recursive utility

DOI10.3982/ECTA17756MaRDI QIDQ6536788zbMATH OpenFDO

Authors Asen Kochov, Yangwei Song

Publication date 14 May 2024

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ECTA17756

zbMATH Keywords

folk theoremcorrelation aversionendogenous discountingintertemporal trade

Mathematics Subject Classification ID

Utility theory (91B16) Multistage and repeated games (91A20)

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Cited in

(2)

• A folk theorem with unobservable mixtures and endogenous discounting
• Intertemporal hedging and trade in repeated games with recursive utility

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