Subjective recursive expected utility

DOI10.1007/s00199-005-0041-yzbMath1109.91017OpenAlexW3122147227MaRDI QIDQ852327

Peter Klibanoff, Emre Ozdenoren

Publication date: 29 November 2006

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

Full work available at URL: http://hdl.handle.net/2027.42/45855

zbMATH Keywords

UncertaintyRisk information

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (5)

Nest-monotonic two-stage acts and exponential probability capacities ⋮ Relative concave utility for risk and ambiguity ⋮ On recursive utilities with non-affine aggregator and conditional certainty equivalent ⋮ Preferences over location-scale family ⋮ Uncertainty and compound lotteries: calibration

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