On Monotone Recursive Preferences

2017/01/01 by Antoine Bommier, Asen Kochov, François Le Grand · 3 citations
Economics, Econometrics and Finance · Decision Sciences · #Economic theories and models #Game Theory and Voting Systems #Decision-Making and Behavioral Economics

paper · doi:10.3982/ecta11898

Abstract

International audience

Cited by

• Dynamic Quantile Models of Rational Behavior
• A dynamic quantile model for distinguishing intertemporal substitution from risk aversion
• Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty

Related

• Recursive Preferences and Ambiguity Attitudes
• The paradox of monotone structural QRE
• Generalizing while preserving monotonicity in comparison-based preference learning models
• Making Learners (More) Monotone
• A Contextual Introduction (English version)