Search Results - subject:"Multiplier Preferences"

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Risk, ambiguity, and Giffen assets

Lanier, Joshua - In: Journal of economic theory 186 (2020), pp. 1-23

Persistent link: https://www.econbiz.de/10012415807

Risk aversion, risk premia, and the labor margin with generalized recursive preferences

Swanson, Eric T. - In: Review of economic dynamics 28 (2018), pp. 290-321

Persistent link: https://www.econbiz.de/10012041480

On the computation of detection error probabilities under normality assumptions

Okubo, Masakatsu - In: Economics letters 171 (2018), pp. 106-109

Persistent link: https://www.econbiz.de/10012021850

Dynamically Stable Preferences

Gumena, Anna; Savochkin, Andrei - Collegio Carlo Alberto, Università degli Studi di Torino - 2012

contain only expected utility preferences. Dynamic stability also turns out to be a defining characteristic of the multiplier … preferences of Hansen and Sargent (2001) within the scope of variational preferences. Restrictions imposed by dynamic stability …

Persistent link: https://www.econbiz.de/10010570318

Measuring ambiguity attitude : (extended) multiplier preferences for the American and the Dutch population

Baillon, Aurélien; Bleichrodt, Han; Huang, Zhenxing; … - In: Journal of risk and uncertainty : JRU 54 (2017) 3, pp. 269-281

Persistent link: https://www.econbiz.de/10011804662

Dynamically stable preferences

Gumen, Anna; Savochkin, Andrei - In: Journal of Economic Theory 148 (2013) 4, pp. 1487-1508

ante ones. Dynamic stability also turns out to be a defining characteristic of the multiplier preferences of Hansen and …

Persistent link: https://www.econbiz.de/10011042961

Ambiguity Aversion, Robustness, and the Variational Representation of Preferences

Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo - Collegio Carlo Alberto, Università degli Studi di Torino - 2004

Persistent link: https://www.econbiz.de/10005094087