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Structure of Pareto optima when agents have stochastic recursive preferences

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Publication:1906466
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DOI10.1006/JETH.1995.1061zbMath0843.90021OpenAlexW2059590043MaRDI QIDQ1906466

Rui Kan

Publication date: 12 February 1996

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

Full work available at URL: https://doi.org/10.1006/jeth.1995.1061


zbMATH Keywords

Pareto optimal allocationsstochastic recursive preferences


Mathematics Subject Classification ID

Economic growth models (91B62)


Related Items (4)

Recursive allocations and wealth distribution with multiple goods: Existence, survivorship, and dynamics ⋮ Efficient intertemporal allocations with recursive utility. ⋮ The dynamics of risk-sensitive allocations ⋮ Efficient and equilibrium allocations with stochastic differential utility







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