Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations.
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| Title: | Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations. |
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| Authors: | Ferrari, Giorgio1 (AUTHOR) giorgio.ferrari@uni-bielefeld.de, Li, Hanwu2 (AUTHOR) lihanwu11@163.com, Riedel, Frank3 (AUTHOR) frank.riedel@uni-bielefeld.de |
| Source: | Advances in Applied Probability. Dec2022, Vol. 54 Issue 4, p1222-1251. 30p. |
| Database: | Mathematics Source |
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| ISSN: | 00018678 |
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| DOI: | 10.1017/apr.2022.5 |
