Choquet expected discounted utility

dc.contributor.authorJOSÉ HELENO FARO
dc.contributor.authorBastianello, Lorenzo
dc.coverage.cidadeNew Yorkpt_BR
dc.coverage.paisEstados Unidospt_BR
dc.creatorBastianello, Lorenzo
dc.date.accessioned2022-12-17T12:20:06Z
dc.date.available2022-12-17T12:20:06Z
dc.date.issued2022
dc.description.notesTexto completopt_BR
dc.description.otherWe study intertemporal decision making under uncertainty in a purely subjective framework. The concept of stationarity, introduced by Koopmans for deterministic discounted utility, is naturally extended to a framework with uncertainty and plays a central role for both attitudes towards time and uncertainty. We show that a strong stationarity axiom characterizes discounted expected utility. When considerations about correlations across time between uncertain outcomes are taken into account, a weaker stationarity axiom generalizes discounted expected utility to Choquet expected discounted utility, allowing for non-neutral attitudes towards subjective uncertainty.pt_BR
dc.format.extent28 p.pt_BR
dc.format.mediumDigitalpt_BR
dc.identifier.doihttps://doi.org/10.1007/s00199-022-01438-0pt_BR
dc.identifier.issn1432-0479pt_BR
dc.identifier.urihttps://repositorio.insper.edu.br/handle/11224/5025
dc.language.isoInglêspt_BR
dc.publisherSpringerpt_BR
dc.relation.ispartofEconomic Theorypt_BR
dc.relation.urihttps://link.springer.com/article/10.1007/s00199-022-01438-0pt_BR
dc.rights.licenseO INSPER E ESTE REPOSITÓRIO NÃO DETÊM OS DIREITOS DE USO E REPRODUÇÃO DOS CONTEÚDOS AQUI REGISTRADOS. É RESPONSABILIDADE DO USUÁRIO VERIFICAR OS USOS PERMITIDOS NA FONTE ORIGINAL, RESPEITANDO-SE OS DIREITOS DE AUTOR OU EDITOR.pt_BR
dc.subject.keywordsambiguitypt_BR
dc.subject.keywordsintertemporal choicept_BR
dc.subject.keywords(choquet) discounted expected utilitypt_BR
dc.subject.keywordsstationaritypt_BR
dc.subject.keywordsserial correlationpt_BR
dc.subject.keywordsuncertainty aversion/seekkingpt_BR
dc.titleChoquet expected discounted utilitypt_BR
dc.typejournal article
dspace.entity.typePublication
local.subject.cnpqCiências Sociais Aplicadaspt_BR
local.typeArtigo Científicopt_BR
relation.isAuthorOfPublication6f68f2a4-9e10-4c94-a5e8-62ba771c81d7
relation.isAuthorOfPublication.latestForDiscovery6f68f2a4-9e10-4c94-a5e8-62ba771c81d7
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