On Intertemporal Preferences in Continuous Time: The Case of Certainty

Ayman Hindy · Chi-fu Huang · David M. Kreps

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Stochastic processes and financial applications Decision-Making and Behavioral Economics Economic theories and models

Abstract

"This paper merges results reported in two earlier papers, a paper with the same title by Huang and Kreps and a paper titled 'Optimal Consumption with Intertemporal Substitution I: The Case of Certainty' by Hindy and Huang"--P. 1.

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References

1971Utility Theory for Decision Making 1990Habit Formation: A Resolution of the Equity Premium Puzzle 1973Optimal Growth with Intertemporally Dependent Preferences 1989Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth 1986The Price Equilibrium Existence Problem in Topological Vector Lattices 1975A model of equilibrium with differentiated commodities 2012Realization Utility with Reference-Dependent Preferences 2010On irreversible investment

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2001Evolutionary dynamics on infinite strategy spaces 2008Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets 1993Optimal Consumption and Portfolio Rules with Durability and Local Substitution 2001Risk Aversion in International Relations Theory 2004High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice 2003American Options, Multi–armed Bandits, and Optimal Consumption Plans: A Unifying View

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