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Subjective recursive expected utility
dc.contributor.authorOzdenoren, Emreen_US
dc.contributor.authorKlibanoff, Peteren_US
dc.date.accessioned2006-09-11T16:33:00Z
dc.date.available2006-09-11T16:33:00Z
dc.date.issued2005-11-11en_US
dc.identifier.citationKlibanoff, Peter; Ozdenoren, Emre; (2005 ). "Subjective recursive expected utility." Economic Theory ( ): 1-39. <http://hdl.handle.net/2027.42/45855>en_US
dc.identifier.issn1432-0479en_US
dc.identifier.issn0938-2259en_US
dc.identifier.urihttps://hdl.handle.net/2027.42/45855
dc.description.abstractWe axiomatize a subjective version of the recursive expected utility model. This development extends the seminal results of Kreps and Porteus (Econometrica 46:185–200 (1978)) to a subjective framework and provides foundations that are easy to relate to axioms familiar from timeless models of decision making under uncertainty. Our analysis also clarifies what is needed in going from a represention that applies within a single filtration to an across filtration representation.en_US
dc.format.extent555879 bytes
dc.format.extent3115 bytes
dc.format.mimetypeapplication/pdf
dc.format.mimetypetext/plain
dc.language.isoen_US
dc.publisherSpringer-Verlagen_US
dc.subject.otherSubjective Expected Utilityen_US
dc.subject.otherD81en_US
dc.subject.otherRisk Informationen_US
dc.subject.otherRecursive Utilityen_US
dc.subject.otherUncertaintyen_US
dc.subject.otherD80en_US
dc.subject.otherD90en_US
dc.titleSubjective recursive expected utilityen_US
dc.typeArticleen_US
dc.subject.hlbsecondlevelEconomicsen_US
dc.subject.hlbtoplevelBusinessen_US
dc.description.peerreviewedPeer Revieweden_US
dc.contributor.affiliationumEconomics Department, University of Michigan, 611 Tappan St, Ann Arbor, MI, 48109-1220, USA,en_US
dc.contributor.affiliationotherMEDS Department, Kellogg School of Management, Northwestern University, 2001 Sheridan Rd., Evanston, IL, 60208-2009, USA,en_US
dc.contributor.affiliationumcampusAnn Arboren_US
dc.description.bitstreamurlhttp://deepblue.lib.umich.edu/bitstream/2027.42/45855/1/199_2005_Article_41.pdfen_US
dc.identifier.doihttp://dx.doi.org/10.1007/s00199-005-0041-yen_US
dc.identifier.sourceEconomic Theoryen_US
dc.owningcollnameInterdisciplinary and Peer-Reviewed


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