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Feasible portfolios under tracking error, β, α and utility constraints
Daly, Michael, (2018)
Consumption and asset prices with recursive preferences : continous-time approximations to discrete-time models
Fisher, Mark, (1999)
Consumption and asset prices with homothetic recursive preferences
Induced preferences, non additive probabilities and multiple priors
Kelsey, David, (1996)
Induced preferences and decision-making under risk and uncertainty
Kelsey, David, (1997)
Induced preferences, dynamic consistency and Dutch books