Recursive preferences and ambiguity attitudes

DOI10.1016/J.JET.2026.106224MaRDI QIDQ7320816zbMATH OpenFDO

Authors Massimo Marinacci, Giulio Principi, Lorenzo Stanca

Publication date 27 August 2026

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JET.2026.106224

Mathematics Subject Classification ID

Decision theory (91B06) Individual preferences (91B08) Utility theory (91B16)

Cites work

• Ambiguity and endogenous discounting
• Ambiguity aversion and wealth effects
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• Ambiguity, learning, and asset returns
• Choquet expected discounted utility
• Dual‐Self Representations of Ambiguity Preferences
• Dynamic consistency and rectangularity for the smooth ambiguity model
• Dynamic variational preferences
• IID: Independently and indistinguishably distributed.
• Maxmin expected utility with non-unique prior
• Mean-dispersion preferences and constant absolute uncertainty aversion
• Niveloids and their extensions: risk measures on small domains
• On monotone recursive preferences
• Preferences with changing ambiguity aversion
• Rational preferences under ambiguity
• Recursive multiple-priors.
• Static and dynamic quantile preferences
• Temporal resolution of uncertainty and recursive models of ambiguity aversion
• Time and no lotteries: an axiomatization of maxmin expected utility
• Uncertainty averse preferences

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