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ArticleRecursive utility and preferences for information

Costis Skiadas1998

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Articlegreen1998

Recursive utility and preferences for information

78 citations·0/0 files stored·Economic Theory

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

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References

1971Utility Theory for Decision Making 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory 1960Stationary Ordinal Utility and Impatience 1992Stochastic Differential Utility 1972Consumption decisions under uncertainty 1988Additive Representations of Preferences: A New Foundation of Decision Analysis 1999Optimal Consumption and Portfolio Selection with Stochastic Differential Utility 1991Utility theory with uncertainty

Cited by

2000Continuous‐Time Methods in Finance: A Review and an Assessment 2003Robust control and recursive utility 2007VALUATIONS AND DYNAMIC CONVEX RISK MEASURES 2003Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences 2003A Generalized Stochastic Differential Utility 2012Consumption-portfolio optimization with recursive utility in incomplete markets

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Details

Year1998

Typearticle

Published1998-08-17

VenueEconomic Theory

ISSN-L0938-2259

Languageen

Citations78

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1007/s001990050222

openalex_workW2018310781

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