Nonrecursive separation of risk and time preferences
Year of publication: |
2020
|
---|---|
Authors: | Fahrenwaldt, Matthias ; Jensen, Ninna Reitzel ; Steffensen, Mogens |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 90.2020, p. 95-108
|
Subject: | Certainty equivalents | Equilibrium strategies | Generalized Hamilton-Jacobi–Bellman equation | Recursive utility | Time-consistency | Time-global preferences | Intertemporale Entscheidung | Intertemporal choice | Risikopräferenz | Risk attitude | Erwartungsnutzen | Expected utility | Nutzenfunktion | Utility function | Nutzen | Utility | Zeitkonsistenz | Time consistency | Risikoaversion | Risk aversion | Präferenztheorie | Theory of preferences |
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