State-Dependent Utility
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Publication:3621147
DOI10.1239/jap/1238592116zbMath1159.91393arXivmath/0603316OpenAlexW2038221057MaRDI QIDQ3621147
Publication date: 14 April 2009
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0603316
Related Items (5)
Optimal consumption, investment, and life insurance purchase: a state-dependent utilities approach ⋮ An expected utility theory for state-dependent preferences ⋮ Equilibrium investment with random risk aversion ⋮ Duesenberry Equilibrium and Heterogenous Agents ⋮ State-dependent utilities and incomplete markets
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