Choquet expected discounted utility
| dc.contributor.author | JOSÉ HELENO FARO | |
| dc.contributor.author | Bastianello, Lorenzo | |
| dc.coverage.cidade | New York | pt_BR |
| dc.coverage.pais | Estados Unidos | pt_BR |
| dc.creator | Bastianello, Lorenzo | |
| dc.date.accessioned | 2022-12-17T12:20:06Z | |
| dc.date.available | 2022-12-17T12:20:06Z | |
| dc.date.issued | 2022 | |
| dc.description.notes | Texto completo | pt_BR |
| dc.description.other | We 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.extent | 28 p. | pt_BR |
| dc.format.medium | Digital | pt_BR |
| dc.identifier.doi | https://doi.org/10.1007/s00199-022-01438-0 | pt_BR |
| dc.identifier.issn | 1432-0479 | pt_BR |
| dc.identifier.uri | https://repositorio.insper.edu.br/handle/11224/5025 | |
| dc.language.iso | Inglês | pt_BR |
| dc.publisher | Springer | pt_BR |
| dc.relation.isbound | Produção vinculada ao Núcleo de Ciências de Dados e Decisão | |
| dc.relation.ispartof | Economic Theory | pt_BR |
| dc.rights.license | O 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.keywords | ambiguity | pt_BR |
| dc.subject.keywords | intertemporal choice | pt_BR |
| dc.subject.keywords | (choquet) discounted expected utility | pt_BR |
| dc.subject.keywords | stationarity | pt_BR |
| dc.subject.keywords | serial correlation | pt_BR |
| dc.subject.keywords | uncertainty aversion/seekking | pt_BR |
| dc.title | Choquet expected discounted utility | pt_BR |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| local.identifier.sourceUri | https://link.springer.com/article/10.1007/s00199-022-01438-0 | |
| local.subject.cnpq | Ciências Sociais Aplicadas | pt_BR |
| local.type | Artigo Científico | pt_BR |
| relation.isAuthorOfPublication | 6f68f2a4-9e10-4c94-a5e8-62ba771c81d7 | |
| relation.isAuthorOfPublication.latestForDiscovery | 6f68f2a4-9e10-4c94-a5e8-62ba771c81d7 |
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