Intertemporal hedging and trade in repeated games with recursive utility
Asen Kochov, Yangwei Song
| Year of publication: |
2023
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|---|---|
| Authors: | Kochov, Asen ; Song, Yangwei |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - Chichester : Wiley-Blackwell, ISSN 1468-0262, ZDB-ID 1477253-X. - Vol. 91.2023, 6, p. 2333-2369
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| Subject: | Correlation aversion | endogenous discounting | folk theorem | intertemporal trade | Hedging | Wiederholte Spiele | Repeated games | Intertemporale Entscheidung | Intertemporal choice | Folk-Theorem | Folk theorem | Diskontierung | Discounting | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Spieltheorie | Game theory | Intertemporale Allokation | Intertemporal allocation | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/ECTA17756 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014438286