Intertemporal substitution, risk aversion and ambiguity aversion
From MaRDI portal
Publication:813236
DOI10.1007/s00199-004-0508-2zbMath1088.91024OpenAlexW2057116139MaRDI QIDQ813236
Publication date: 31 January 2006
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-004-0508-2
Related Items
Dynamic consistency, valuable information and subjective beliefs, Subjective recursive expected utility, Robust comparative statics for the elasticity of intertemporal substitution, Intertemporal utility smoothing under uncertainty, Backward nonlinear expectation equations, Risk, ambiguity, and state-preference theory, Recursive multiple-priors., Dynamic decision making when risk perception depends on past experience, Sequential auctions with ambiguity, Dynamic variational preferences, Recursive smooth ambiguity preferences