Intertemporal hedging and trade in repeated games with recursive utility

DOI10.3982/ECTA17756MaRDI QIDQ6536788zbMATHFDO

Authors Asen Kochov, Yangwei Song

Publication date 14 May 2024

Published in Econometrica (Search for Journal in Brave)

zbMATH Keywords

folk theoremcorrelation aversionendogenous discountingintertemporal trade

Mathematics Subject Classification ID

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

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Cites work

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• Intertemporal hedging and trade in repeated games with recursive utility

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