Exotic preferences for macroeconomists
by David Backus
"We provide a user's guide to exotic' preferences: nonlinear time aggregators, departures from expected utility, preferences over time with known and unknown probabilities, risk-sensitive and robust control, hyperbolic' discounting, and preferences over sets ( temptations'). We apply each to a number of classic problems in macroeconomics and finance, including consumption and saving, portfolio choice, asset pricing, and Pareto optimal allocations"--National Bureau of Economic Research web site.
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Exotic preferences for macroeconomists
2004, National Bureau of Economic Research
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in English
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Also available in print.
Includes bibliographical references.
Title from PDF file as viewed on 1/28/2005.
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Mode of access: World Wide Web.
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| December 13, 2020 | Edited by MARC Bot | import existing book |
| October 17, 2009 | Created by WorkBot | add works page |