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  • Search: subject:"récursive utility"
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Year of publication
Subject
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recursive utility 120 Recursive utility 93 Theorie 81 Theory 76 Nutzen 65 Utility 65 Nutzenfunktion 61 Utility function 60 Risiko 44 Risk 44 Intertemporal choice 37 Intertemporale Entscheidung 37 Portfolio-Management 35 Risk aversion 35 CAPM 34 Portfolio selection 34 Risikoaversion 34 Risikoprämie 29 Risk premium 28 risk aversion 28 Erwartungsnutzen 27 Stochastischer Prozess 27 Expected utility 26 Stochastic process 26 Präferenztheorie 19 Theory of preferences 19 uncertainty 19 Recursive Utility 17 Decision under uncertainty 14 Entscheidung unter Unsicherheit 14 Mathematical programming 12 Mathematische Optimierung 12 Konsumtheorie 11 Nutzentheorie 11 Utility theory 11 Volatility 11 Volatilität 11 climate change 11 dynamic programming 11 expected utility 11
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Online availability
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Free 131 Undetermined 85 CC license 6
Type of publication
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Book / Working Paper 128 Article 114
Type of publication (narrower categories)
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Article in journal 82 Aufsatz in Zeitschrift 82 Working Paper 60 Arbeitspapier 38 Graue Literatur 38 Non-commercial literature 38 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 169 Undetermined 72 French 1
Author
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Aase, Knut K. 19 Kraft, Holger 13 Meinerding, Christoph 8 Traeger, Christian P. 8 Bommier, Antoine 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 Stanca, Lorenzo 4 Branger, Nicole 3 Chen, Jian 3 De Groot, Oliver 3 Grüning, Patrick 3 Ji, Shaolin 3 Kochov, Asen 3 Marinacci, Massimo 3 Merella, Vincenzo 3 Park, Joon Y. 3 Richter, Alexander W. 3 Shaliastovich, Ivan 3 Wakai, Katsutoshi 3 Weiss, Farina 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 Journal of economic theory 7 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 Paper 4 CUDARE Working Paper Series 4 Discussion paper / Department of Business and Management Science 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 CESifo working papers 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 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 / Mathematics & economics 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 Mathematical social sciences 2 RCER Working Papers 2
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Source
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ECONIS (ZBW) 123 RePEc 90 EconStor 27 BASE 2
Showing 11 - 20 of 242
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An approximation approach to dynamic programming with unbounded returns
Bloise, Gaetano; Cuong Le Van; Vailakis, Y. - In: Journal of mathematical economics 111 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10015071665
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Do not blame Bellman : it is Koopmans' fault
Bloise, Gaetano; Cuong Le Van; Vailakis, Yiannis - In: Econometrica : journal of the Econometric Society, an … 92 (2024) 1, pp. 111-140
Persistent link: https://www.econbiz.de/10014486674
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Ellsberg meets Keynes at an urn
Chew, Soo-Hong; Miao, Bin; Zhong, Songfa - In: Quantitative Economics 14 (2023) 3, pp. 1133-1162
Keynes (1921) and Ellsberg (1961) have articulated an aversion toward betting on an urn containing balls of two colors of unknown proportion to one with a 50-50 composition. Keynes views this as reflecting different preferences for bets arising from different sources of uncertainty. Ellsberg...
Persistent link: https://www.econbiz.de/10014536998
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Ellsberg meets Keynes at an urn
Chew, Soo-Hong; Miao, Bin; Zhong, Songfa - In: Quantitative economics : QE ; journal of the … 14 (2023) 3, pp. 1133-1162
Keynes (1921) and Ellsberg (1961) have articulated an aversion toward betting on an urn containing balls of two colors of unknown proportion to one with a 50-50 composition. Keynes views this as reflecting different preferences for bets arising from different sources of uncertainty. Ellsberg...
Persistent link: https://www.econbiz.de/10014362573
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Recursive preferences, correlation aversion, and the temporal resolution of uncertainty
Stanca, Lorenzo - 2023
Persistent link: https://www.econbiz.de/10014321143
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Recursive preferences and ambiguity attitudes
Marinacci, Massimo; Principi, Giulio; Stanca, Lorenzo - 2023
Persistent link: https://www.econbiz.de/10014321158
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Recursive preferences and ambiguity attitudes
Marinacci, Massimo; Principi, Giulio; Stanca, Lorenzo - 2023
Persistent link: https://www.econbiz.de/10014279842
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Recursive preferences, correlation aversion, and the temporal resolution of uncertainty
Stanca, Lorenzo - 2023
Persistent link: https://www.econbiz.de/10014279845
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Optimal spending of a wealth fund in the discrete time life cycle model
Aase, Knut K. - 2023
Persistent link: https://www.econbiz.de/10014289190
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Test for trading costs effect in a portfolio selection problem with recursive utility
Carrasco, Marine; Koné, N’Golo - 2023
Persistent link: https://www.econbiz.de/10013499446
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