Pages that link to "Item:Q4160624"

The following pages link to Temporal Resolution of Uncertainty and Dynamic Choice Theory (Q4160624):

Displaying 50 items.

• The impact of ambiguity and prudence on prevention decisions (Q266509) (← links)
• Conditional preference orders and their numerical representations (Q268632) (← links)
• Lattice-based monotone comparative statics on saving with Selden/Kreps-Porteus preferences (Q306751) (← links)
• Optimal consumption and savings with stochastic income and recursive utility (Q308631) (← links)
• Asset demands and consumption with longevity risk (Q315805) (← links)
• Building up time-consistency for risk measures and dynamic optimization (Q320898) (← links)
• Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
• Stochastic differential utility as the continuous-time limit of recursive utility (Q402100) (← links)
• Why uncertainty matters: discounting under intertemporal risk aversion and ambiguity (Q403714) (← links)
• Expectation values and variance based on \(\mathcal L^p\)-norms (Q406224) (← links)
• Nest-monotonic two-stage acts and exponential probability capacities (Q420987) (← links)
• Relative concave utility for risk and ambiguity (Q423712) (← links)
• Comparative risk aversion: a formal approach with applications to saving behavior (Q435921) (← links)
• Examining macroeconomic models through the lens of asset pricing (Q472750) (← links)
• On variable discounting in dynamic programming: applications to resource extraction and other economic models (Q475309) (← links)
• Shock elasticities and impulse responses (Q475311) (← links)
• Sequential decision making without independence: a new conceptual approach (Q483633) (← links)
• Learning, confidence, and option prices (Q494363) (← links)
• Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
• Optimal consumption and investment with Epstein-Zin recursive utility (Q503395) (← links)
• Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
• Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
• Pricing of the time-change risks (Q543799) (← links)
• Price uncertainty, saving, and welfare (Q545193) (← links)
• Robustness and ambiguity in continuous time (Q548261) (← links)
• Modeling nonmonotone preferences: the case of utility smoothing (Q553532) (← links)
• Intertemporal asset pricing and the marginal utility of wealth (Q553533) (← links)
• Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour (Q582184) (← links)
• Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
• Paying for confidence: an experimental study of the demand for non-instrumental information (Q608538) (← links)
• Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available (Q622236) (← links)
• A measure of the sensitivity of saving to interest rate uncertainty with non-expected preferences (Q672907) (← links)
• Recursive utility, martingales, and the asymptotic behaviour of optimal processes (Q673261) (← links)
• Portfolio choice with Knightian uncertainty (Q673678) (← links)
• A simplified axiomatic approach to ambiguity aversion (Q707881) (← links)
• Agricultural arbitrage and risk preferences (Q737872) (← links)
• Costly information acquisition and the temporal resolution of uncertainty (Q745013) (← links)
• Temporal risk and the nature of induced preferences (Q792197) (← links)
• Endogenous risk and protection premiums (Q806833) (← links)
• Equivalence between time consistency and nested formula (Q827137) (← links)
• The ostrich effect: Selective attention to information (Q833110) (← links)
• Term structure of interest rates under recursive preferences in continuous time (Q842835) (← links)
• Continuous time one-dimensional asset-pricing models with analytic price-dividend functions (Q847865) (← links)
• The tradeoff between risk sharing and information production in financial markets (Q848610) (← links)
• Subjective recursive expected utility (Q852327) (← links)
• Inter-temporal preference for flexibility and risky choice (Q855367) (← links)
• The recursive approach to time inconsistency (Q860350) (← links)
• History-dependent risk attitude (Q894032) (← links)
• Portfolio choice with non-expected utility in continuous time (Q902699) (← links)
• Dynamic decision making when risk perception depends on past experience (Q928764) (← links)