Recursive utility in a Markov environment with stochastic growth: Fig. 1.
Author:
Publisher
Proceedings of the National Academy of Sciences
Subject
Multidisciplinary
Reference22 articles.
1. Temporal Resolution of Uncertainty and Dynamic Choice Theory
2. Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
3. Unique solutions for stochastic recursive utilities
4. On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle
5. Multiplicative ergodicity and large deviations for an irreducible Markov chain
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