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Ambiguity and endogenous discounting

Published:2019-08 Issue: Volume:83 Page:48-62
ISSN:0304-4068
Container-title:Journal of Mathematical Economics
language:en
Short-container-title:Journal of Mathematical Economics

Author:

Bommier Antoine,Kochov Asen,Le Grand François

Funder

Swiss Re Foundation, Switzerland

ETH Zurich Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference31 articles.

1. Infinite Dimensional Analysis;Aliprantis,1999

2. Exotic preferences for macroeconomists;Backus,2004

3. On monotone recursive preferences;Bommier;Econometrica,2017

4. Uncertainty averse preferences;Cerreia-Vioglio;J. Econom. Theory,2011

5. Recursive utility under uncertainty;Chew,1991

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Remarks on a linearization of Koopmans recursion;Aequationes mathematicae;2023-10-20

2. Intertemporal Hedging and Trade in Repeated Games With Recursive Utility;Econometrica;2023

3. Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty;SSRN Electronic Journal;2023

4. Choquet expected discounted utility;Economic Theory;2022-06-30

5. Consumption Smoothing and Discounting in Infinite-Horizon, Discrete-Choice Problems;Mathematics of Operations Research;2021-12-09

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