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Smooth Ambiguity Aversion toward Small Risks and Continuous-Time Recursive Utility
16 references·16 citing·32 second hopsampled
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References

  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1937The General Theory of Employment5,168 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 2005Stochastic Integration and Differential Equations4,594 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 2003Financial Modelling with Jump Processes3,217 cited
  • 1993Dynamic Asset Pricing Theory.2,891 cited
  • 1987Aggregation and Linearity in the Provision of Intertemporal Incentives2,870 cited
  • 1990Adapted solution of a backward stochastic differential equation2,676 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1997Backward Stochastic Differential Equations in Finance

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2,339 cited

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