Smooth Ambiguity Aversion toward Small Risks and Continuous-Time Recursive Utility

By Costis Skiadas. Journal of Political Economy, 2013

65 citations recorded by the source corpus.

Subfields: Finance, General Decision Sciences, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/b31c5f61ab94dc111df954705a48fa990bfd8543

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Ravi Bansal
2. Hengjie Ai
3. Mariano Massimiliano Croce
4. Hanno Lustig
5. Tomáš Havránek
6. John Y. Campbell
7. Lars Peter Hansen
8. Geert Bekaert

In General Decision Sciences

1. Hengjie Ai
2. Ravi Bansal

In Management Science and Operations Research

1. Hengjie Ai
2. Ravi Bansal

Citations in the corpus

• Risk Preferences and the Macroeconomic Announcement Premium (2018, background): “Such conditions may bear interesting connections with Skiadas (2013), who provides a continuous-time analysis of certainty equivalent functionals for non-expected utilities.”