Pessimistic optimal choice for risk-averse agents : the continuous-time limit
Paolo Vitale
| Year of publication: |
January 2017
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|---|---|
| Authors: | Vitale, Paolo |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 49.2017, 1, p. 17-65
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| Subject: | Pessimistic agents | Time-discounting | Linear exponential quadratic Gaussian | Theorie | Theory | Risikoaversion | Risk aversion | Agentenbasierte Modellierung | Agent-based modeling | Stochastischer Prozess | Stochastic process | Prinzipal-Agent-Theorie | Agency theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-015-9547-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011751813