تقرير
Stochastic Dynamic Utilities and Inter-Temporal Preferences
| العنوان: | Stochastic Dynamic Utilities and Inter-Temporal Preferences |
|---|---|
| المؤلفون: | Maggis, Marco, Maran, Andrea |
| سنة النشر: | 2018 |
| المجموعة: | Mathematics Quantitative Finance |
| مصطلحات موضوعية: | Mathematics - Probability, Economics - General Economics |
| الوصف: | We propose an axiomatic approach which economically underpins the representation of dynamic preferences in terms of a stochastic utility function, sensitive to the information available to the decision maker. Our construction is iterative and based on inter-temporal preference relations, whose characterization is inpired by the original intuition given by Debreu's State Dependent Utilities (1960). |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/1803.05244 |
| رقم الأكسشن: | edsarx.1803.05244 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |