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Optimal consumption and savings with stochastic income and recursive utility
Wang, Chong; Wang, Neng; Yang, Jinqiang - In: Journal of economic theory 165 (2016), pp. 292-331
Persistent link: https://www.econbiz.de/10011650110
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Intertemporal preference with loss aversion : consumption and risk-attitude
Choi, Kyoung Jin; Jeon, Junkee; Koo, Hyeng-keun - In: Journal of economic theory 200 (2022), pp. 1-47
Persistent link: https://www.econbiz.de/10013192537
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An intertemporal model of growing awareness
Vierø, Marie-Louise - In: Journal of economic theory 197 (2021), pp. 1-41
Persistent link: https://www.econbiz.de/10012815437
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A two-parameter model of dispersion aversion
Chambers, Robert G.; Grant, Simon; Polak, Ben; Quiggin, … - In: Journal of economic theory 150 (2014), pp. 611-641
Persistent link: https://www.econbiz.de/10010360468
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When can expected utility handle first-order risk aversion?
Dionne, Georges; Li, Jingyuan - In: Journal of economic theory 154 (2014), pp. 403-422
Persistent link: https://www.econbiz.de/10010481337
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On Ramseyś conjecture : efficient allocations in the neoclassical growth model with private information
Espino, Emilio - In: Journal of economic theory 121 (2005) 2, pp. 192-213
Persistent link: https://www.econbiz.de/10002824765
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A characterization of Cesàro average utility
Pivato, Marcus - In: Journal of economic theory 201 (2022), pp. 1-26
Persistent link: https://www.econbiz.de/10013373139
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The effect of decision weights in bargaining problems
Köbberling, Veronika; Peters, Hans J. M. - In: Journal of economic theory 110 (2003) 1, pp. 154-175
Persistent link: https://www.econbiz.de/10001767027
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Ambiguity made precise : a comparative foundation
Ghirardato, Paolo; Marinacci, Massimo - In: Journal of economic theory 102 (2002) 2, pp. 251-289
Persistent link: https://www.econbiz.de/10001650113
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Comment on "A theoretical foundation of ambiguity measurement" [J. Econ. Theory 187 (2020) 105001]
Fu, Ruonan; Melenberg, Bertrand; Schweizer, Nikolaus - In: Journal of economic theory 207 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10013555099