Foundations of Continuous-time Recrusive Utility: Differentiability and Normalization of Certainty Equivalents
| Year of publication: |
2010
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| Authors: | Kraft, Holger ; Seifried, Frank |
| Institutions: | Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 196 |
| Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
| Source: |
Persistent link: https://www.econbiz.de/10004988564