Cetemen, Doruk; Feng, Felix Zhiyu; Urgun, Can Renegotiation and dynamic inconsistency: contracting with non-exponential discounting. (English) Zbl 1508.91273 J. Econ. Theory 208, Article ID 105606, 49 p. (2023). MSC: 91B41 91A25 91A07 PDFBibTeX XMLCite \textit{D. Cetemen} et al., J. Econ. Theory 208, Article ID 105606, 49 p. (2023; Zbl 1508.91273) Full Text: DOI
Shigeta, Yuki Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions. (English) Zbl 1498.91512 J. Econ. Theory 204, Article ID 105518, 58 p. (2022). MSC: 91G99 91B16 PDFBibTeX XMLCite \textit{Y. Shigeta}, J. Econ. Theory 204, Article ID 105518, 58 p. (2022; Zbl 1498.91512) Full Text: DOI
DeMarzo, Peter M.; Kremer, Ilan; Mansour, Yishay Robust option pricing: Hannan and Blackwell meet Black and Scholes. (English) Zbl 1369.91177 J. Econ. Theory 163, 410-434 (2016). MSC: 91G20 PDFBibTeX XMLCite \textit{P. M. DeMarzo} et al., J. Econ. Theory 163, 410--434 (2016; Zbl 1369.91177) Full Text: DOI
Kraft, Holger; Seifried, Frank Thomas Stochastic differential utility as the continuous-time limit of recursive utility. (English) Zbl 1296.91110 J. Econ. Theory 151, 528-550 (2014). MSC: 91B16 PDFBibTeX XMLCite \textit{H. Kraft} and \textit{F. T. Seifried}, J. Econ. Theory 151, 528--550 (2014; Zbl 1296.91110) Full Text: DOI Link
Dana, R. A.; Le Van, C. Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling. (English) Zbl 1203.91092 J. Econ. Theory 145, No. 6, 2186-2202 (2010). MSC: 91B25 91B16 91B30 91B52 PDFBibTeX XMLCite \textit{R. A. Dana} and \textit{C. Le Van}, J. Econ. Theory 145, No. 6, 2186--2202 (2010; Zbl 1203.91092) Full Text: DOI Link
Martins-da-Rocha, V. Filipe; Riedel, Frank On equilibrium prices in continuous time. (English) Zbl 1245.91033 J. Econ. Theory 145, No. 3, 1086-1112 (2010). MSC: 91B25 91B24 91G80 PDFBibTeX XMLCite \textit{V. F. Martins-da-Rocha} and \textit{F. Riedel}, J. Econ. Theory 145, No. 3, 1086--1112 (2010; Zbl 1245.91033) Full Text: DOI arXiv Link
Dana, Rose-Anne; Scarsini, Marco Optimal risk sharing with background risk. (English) Zbl 1280.91092 J. Econ. Theory 133, No. 1, 152-176 (2007). MSC: 91B30 60K10 PDFBibTeX XMLCite \textit{R.-A. Dana} and \textit{M. Scarsini}, J. Econ. Theory 133, No. 1, 152--176 (2007; Zbl 1280.91092) Full Text: DOI Link
Dumas, Bernard; Uppal, Raman; Wang, Tan Efficient intertemporal allocations with recursive utility. (English) Zbl 1145.91327 J. Econ. Theory 93, No. 2, 240-259 (2000). MSC: 91B16 49L20 93E20 PDFBibTeX XMLCite \textit{B. Dumas} et al., J. Econ. Theory 93, No. 2, 240--259 (2000; Zbl 1145.91327) Full Text: DOI Link
Schroder, Mark; Skiadas, Costis Optimal consumption and portfolio selection with stochastic differential utility. (English) Zbl 0934.91029 J. Econ. Theory 89, No. 1, 68-126 (1999). MSC: 91G10 60H30 PDFBibTeX XMLCite \textit{M. Schroder} and \textit{C. Skiadas}, J. Econ. Theory 89, No. 1, 68--126 (1999; Zbl 0934.91029) Full Text: DOI