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ArticleContinuous-time smooth ambiguity preferences

Masataka Suzuki2018

Article2018

Continuous-time smooth ambiguity preferences

Masataka Suzuki

10 citations·0/0 files stored·Journal of Economic Dynamics and Control

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

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References

1961Risk, Ambiguity, and the Savage Axioms 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1989Maxmin expected utility with non-unique prior 2004Subjective probability and expected utility without additivity 1987The Dual Theory of Choice under Risk 1989Subjective Probability and Expected Utility without Additivity 2005A Smooth Model of Decision Making under Ambiguity 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory

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2017Time-Consistency of Optimal Investment under Smooth Ambiguity

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Year2018

Typearticle

Published2018-02-03

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations10

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1016/j.jedc.2018.01.042

openalex_workW2787999929

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