Dynamic Variational Preferences
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- Maccheroni, Fabio & Marinacci, Massimo & Rustichini, Aldo, 2006. "Dynamic variational preferences," Journal of Economic Theory, Elsevier, vol. 128(1), pages 4-44, May.
References listed on IDEAS
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More about this item
Keywords
Ambiguity Aversion; Model Uncertainty; Recursive Utility; Robust Control; Time Consistency;JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2006-09-16 (All new papers)
- NEP-CBA-2006-09-16 (Central Banking)
- NEP-CBE-2006-09-16 (Cognitive & Behavioural Economics)
- NEP-DGE-2006-09-16 (Dynamic General Equilibrium)
- NEP-UPT-2006-09-16 (Utility Models & Prospect Theory)
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