Dynamic variational preferences

Journal of Economic Theory

Volumn 128, Issue 1, 2006, Pages 4-44

  Maccheroni, Fabio ^a   Marinacci, Massimo ^b   Rustichini, Aldo ^c  

^a BOCCONI UNIVERSITY   (Italy)

^b UNIVERSITY OF TURIN   (Italy)

^c UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Ambiguity aversion; Model uncertainty; Recursive utility; Rubust control; Time consistency

Indexed keywords

EID: 33646362755     PISSN: 00220531     EISSN: 10957235     Source Type: Journal    
DOI: 10.1016/j.jet.2005.12.011     Document Type: Article

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