Intertemporal substitution and recursive smooth ambiguity preferences

Theoretical Economics

Volumn 6, Issue 3, 2011, Pages 423-472

  Hayashi, Takashi ^a   Miao, Jianjun ^b,c,d  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b USA   (United States)

^c CENTRAL UNIVERSITY OF FINANCE AND ECONOMICS   (China)

^d ZHEJIANG UNIVERSITY   (China)

Author keywords

Ambiguity; Ambiguity aversion; Dynamic consistency; Intertemporal substitution; Model uncertainty; Recursive utility; Risk aversion

Indexed keywords

EID: 80052614661     PISSN: 19336837     EISSN: 15557561     Source Type: Journal    
DOI: 10.3982/TE843     Document Type: Article

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