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The Structure of Intertemporal Preferences under Uncertainty and Time Consistent Plans

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  • Johnsen, Thore H
  • Donaldson, John B
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    Bibliographic Info

    Article provided by Econometric Society in its journal Econometrica.

    Volume (Year): 53 (1985)
    Issue (Month): 6 (November)
    Pages: 1451-58

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    Handle: RePEc:ecm:emetrp:v:53:y:1985:i:6:p:1451-58

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    Cited by:
    1. Joshi, Sumit, 1995. "Recursive utility and optimal growth under uncertainty," Journal of Mathematical Economics, Elsevier, vol. 24(6), pages 601-617.
    2. Aase, Knut K., 2014. "Heterogeniety and limited stock market Participation," Discussion Papers 2014/5, Department of Business and Management Science, Norwegian School of Economics.
    3. Sebastian Koehne & Moritz Kuhn, 2014. "Optimal Taxation in a Habit Formation Economy," CESifo Working Paper Series 4581, CESifo Group Munich.
    4. Stéphane Zuber, 2011. "The aggregation of preferences: can we ignore the past?," Theory and Decision, Springer, vol. 70(3), pages 367-384, March.
    5. Johanna Etner, 2006. "A Note on the Relation between Risk Aversion, Intertemporal Substitution and Timing of the Resolution of Uncertainty," Annals of Economics and Finance, Society for AEF, vol. 7(2), pages 251-256, November.
    6. David Cass, 2007. "Utility-Based Utility," PIER Working Paper Archive 08-001, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Jan 2008.
    7. David K. Backus & Bryan R. Routledge & Stanley E. Zin, 2005. "Exotic Preferences for Macroeconomists," NBER Chapters, in: NBER Macroeconomics Annual 2004, Volume 19, pages 319-414 National Bureau of Economic Research, Inc.
    8. Suleyman Basak & Georgy Chabakauri, 2010. "Dynamic Mean-Variance Asset Allocation," Review of Financial Studies, Society for Financial Studies, vol. 23(8), pages 2970-3016, August.
    9. Simon Grant & Atsushi Kajii & Ben Polak, 2000. "Preference for Information and Dynamic Consistency," Theory and Decision, Springer, vol. 48(3), pages 263-286, May.
    10. Liu, Hening, 2011. "Dynamic portfolio choice under ambiguity and regime switching mean returns," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 623-640, April.
    11. Peter Klibanoff & Massimo Marinacci & Sujoy Mukerji, 2006. "Recursive Smooth Ambiguity Preferences," Carlo Alberto Notebooks 17, Collegio Carlo Alberto, revised 2008.
    12. Alessandro Bucciol, 2007. "Life-Cycle Models, Economic Puzzles and Temptation Preferences," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 66(1), pages 115-144, March.
    13. Simon Grant & Atsushi Kajii & Ben Polak, 1999. "Decomposable Choice Under Uncertainty," Cowles Foundation Discussion Papers 1207, Cowles Foundation for Research in Economics, Yale University.
    14. Aase, Knut K., 2014. "Recursive utility with dependence on past consumption; the continuous-time model," Discussion Papers 2014/3, Department of Business and Management Science, Norwegian School of Economics.
    15. Aase, Knut K., 2014. "Recursive utility and jump-diffusions," Discussion Papers 2014/9, Department of Business and Management Science, Norwegian School of Economics.

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