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  • Search: subject:"Recursive utility"
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Year of publication
Subject
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recursive utility 132 Recursive utility 95 Theorie 87 Theory 82 Nutzen 73 Utility 73 Nutzenfunktion 68 Utility function 67 Risiko 50 Risk 50 Intertemporal choice 38 Intertemporale Entscheidung 38 CAPM 37 Portfolio-Management 37 Portfolio selection 36 Risk aversion 36 Risikoaversion 35 Stochastischer Prozess 32 Stochastic process 31 Risikoprämie 30 Risk premium 29 Erwartungsnutzen 28 risk aversion 28 Expected utility 27 Präferenztheorie 19 Theory of preferences 19 uncertainty 19 Recursive Utility 17 Decision under uncertainty 14 Entscheidung unter Unsicherheit 14 Mathematical programming 14 Mathematische Optimierung 14 Nutzentheorie 13 Utility theory 13 Konsumtheorie 12 Volatility 12 Volatilität 12 the stochastic maximum principle 12 Consumption theory 11 climate change 11
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Online availability
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Free 143 Undetermined 87 CC license 6
Type of publication
All
Book / Working Paper 140 Article 116
Type of publication (narrower categories)
All
Article in journal 84 Aufsatz in Zeitschrift 84 Working Paper 72 Arbeitspapier 48 Graue Literatur 48 Non-commercial literature 48 Article 5 Aufsatz im Buch 2 Book section 2 Conference paper 2 Konferenzbeitrag 2 Thesis 2
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Language
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English 183 Undetermined 72 French 1
Author
All
Aase, Knut K. 24 Kraft, Holger 13 Meinerding, Christoph 8 Traeger, Christian P. 8 Bommier, Antoine 7 Kochov, Asen 7 Riedel, Frank 7 Traeger, Christian 7 Rincón-Zapatero, Juan Pablo 6 Seifried, Frank Thomas 6 Becker, Robert Allen 5 Dergunov, Ilya 5 Epstein, Larry G. 5 Heyen, Daniel 5 Kakeu, Johnson 5 Le Grand, François 5 Li, Hanwu 5 Schlag, Christian 5 Bjerksund, Petter 4 Dong, Jinyue 4 Garcia, René 4 Hansen, Lars Peter 4 Hayashi, Takashi 4 Karantounias, Anastasios G. 4 Ma, Chenghu 4 Miao, Jianjun 4 Satchell, Stephen 4 Song, Yangwei 4 Stanca, Lorenzo 4 Branger, Nicole 3 Chen, Jian 3 De Groot, Oliver 3 Grüning, Patrick 3 Ji, Shaolin 3 Marinacci, Massimo 3 Merella, Vincenzo 3 Park, Joon Y. 3 Richter, Alexander W. 3 Shaliastovich, Ivan 3 Steffensen, Mogens 3
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Institution
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Department of Agricultural and Resource Economics, University of California-Berkeley 9 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 9 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 6 C.E.P.R. Discussion Papers 4 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 CESifo 2 Finance Discipline Group, Business School 2 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 2 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 2 Society for Economic Dynamics - SED 2 Swiss Finance Institute 2 University of Rochester - Center for Economic Research (RCER) 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Agricultural and Applied Economics Association - AAEA 1 Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften 1 Barcelona Graduate School of Economics (Barcelona GSE) 1 Becker Friedman Institute for Research in Economics, University of Chicago 1 CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC) 1 Collegio Carlo Alberto, Università degli Studi di Torino 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, Boston University 1 Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ) 1 Duke University, Department of Economics 1 Département de Sciences Économiques, Université de Montréal 1 Facultat d'Economia i Empresa, Universitat de Barcelona 1 Federal Reserve Bank of Atlanta 1 Institute for Financial Research (SIFR) 1 Risk and Insurance Archive 1 School of Economics, University of Edinburgh 1 Society for Computational Economics - SCE 1
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Published in...
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Discussion Papers / Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 9 Discussion paper / Department of Business and Management Science 9 Journal of economic theory 7 CESifo Working Paper 6 CIRANO Working Papers 6 Journal of mathematical economics 6 SAFE Working Paper 6 Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series 5 Journal of economic dynamics & control 5 CAEPR working papers 4 CEPR Discussion Papers 4 CESifo working papers 4 CUDARE Working Paper Series 4 Quantitative economics : QE ; journal of the Econometric Society 4 SAFE working paper 4 CORE Discussion Papers 3 Center for Mathematical Economics Working Papers 3 Economics letters 3 Quantitative Economics 3 Working Paper 3 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 3 CESifo Working Paper Series 2 Carlo Alberto notebooks 2 Department of Economics and Statistics working paper series 2 Discussion Papers (ECON - Département des Sciences Economiques) 2 Discussion paper 2 Discussion papers / CEPR 2 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 2 Economic Theory 2 Economics Letters 2 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 2 FAME Research Paper Series 2 Fisher College of Business working paper series 2 Insurance 2 International review of economics & finance : IREF 2 Journal of Mathematical Economics 2 Journal of financial economics 2 MPRA Paper 2 Macroeconomic dynamics 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2
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Source
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ECONIS (ZBW) 135 RePEc 90 EconStor 29 BASE 2
Showing 1 - 10 of 256
Cover Image
On the Existence of Recursive Utility
Kochov, Asen - 2025
Recursive utility functions are often defined implicitly, as the solution of a functional equation known as the …
Persistent link: https://www.econbiz.de/10015461476
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Cover Image
The Folk Theorem with Endogenous Discounting and Unobserved Mixtures
Kochov, Asen; Song, Yangwei - 2025
We study infinitely repeated games in which the players' rates of time preference may evolve endogenously in the course of the game. Our goal is to strengthen the folk theorem of Kochov and Song (2023) by relaxing the assumption of observable mixtures. To that end, we identify and impose a new...
Persistent link: https://www.econbiz.de/10015461507
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Mean-field price formation on trees : with multi-population and non-rational agents
Fujii, Masaaki - 2025 - This version: November 4, 2025
Persistent link: https://www.econbiz.de/10015467237
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Optimal risk sharing with translation invariant recursive utility for jump-diffusions
Aase, Knut K. - 2025
Persistent link: https://www.econbiz.de/10015471575
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Recursive utility and jumpdiffusions
Aase, Knut K. - 2025
Persistent link: https://www.econbiz.de/10015471593
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Optimal insurance policies and saving in a temporal world
Aase, Knut K. - 2025
Persistent link: https://www.econbiz.de/10015471597
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The economics of risk sharing in discrete time with translation invariant recursive utility
Aase, Knut K. - 2025
Persistent link: https://www.econbiz.de/10015473078
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Optimal risk sharing with translation invariant recursive utility in continuous time
Aase, Knut K. - 2025
Persistent link: https://www.econbiz.de/10015473080
Saved in:
Cover Image
Mean-field price formation on trees
Fujii, Masaaki - 2025
Persistent link: https://www.econbiz.de/10015492642
Saved in:
Cover Image
On the existence of recursive utility
Kochov, Asen - 2025
Recursive utility functions are often defined implicitly, as the solution of a functional equation known as the …
Persistent link: https://www.econbiz.de/10015455037
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