Temporal von Neumann—Morgenstern and Induced Preferences

David Kreps and Evan L. Porteus

Chapter 11 in Handbook of the Fundamentals of Financial Decision Making:In 2 Parts, 2013, pp 181-206 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionFormulationTemporal von Neumann—Morgenstern PreferenceAnalysis of the Two Period ModelAnalysis when Primitive Preference Is Temporal von Neumann—MorgensternApproximating Induced PreferenceAcknowledgmentsReferences

Keywords: Financial Decision Making; Asset Pricing; Prospect Theory; Utility Theory; Risk Aversion; Static Portfolio Theory; Stochastic Dominance; Dynamic Modeling; Dynamic Portfolio Theory; Tactical Asset Allocation; Kelly Strategy; Capital Growth (search for similar items in EconPapers)
Date: 2013
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Journal Article: Temporal von neumann-morgenstern and induced preferences (1979)
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