Costis Skiadas
Biographic Data
| ID | 5869093 |
|---|---|
| NAME | Costis Skiadas |
| GIVEN NAMES | Costis |
| FAMILY NAME | Skiadas |
| SIGNATURE | SKIADAS C |
| ORCID | 0009-0002-5966-3733 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2013 |
| LATEST PUBLICATION YEAR | 2013 |
| H-INDEX | 0 |
Smooth Ambiguity Aversion toward Small Risks and Continuous-Time Recursive Utility
Assuming Brownian/Poisson uncertainty, a certainty equivalent (CE) based on the smooth second-order expected utility of Klibanoff, Marinacci, and Mukerji is shown to be approximately equal to an expected-utility CE. As a consequence, the corresponding continuous-time recursive utility form is the same as for Kreps-Porteus utility. The analogous conclusions are drawn for a smooth divergence CE, based on a formulation of Maccheroni, Marinacci, and …
No prominent works on this page.
Smooth Ambiguity Aversion toward Small Risks and Continuous-Time Recursive Utility
Assuming Brownian/Poisson uncertainty, a certainty equivalent (CE) based on the smooth second-order expected utility of Klibanoff, Marinacci, and Mukerji is shown to be approximately equal to an expected-utility CE. As a consequence, the corresponding continuous-time recursive utility form is the same as for Kreps-Porteus utility. The analogous conclusions are drawn for a smooth divergence CE, based on a formulation of Maccheroni, Marinacci, and …
Ambiguity (1 work) · Ambiguity aversion (1 work) · Applied Mathematics (1 work) · Applied Mathematics (1 work) · Brownian motion (1 work) · Certainty (1 work) · Class (philosophy (1 work) · Computer Science (1 work) · Decision-Making and Behavioral Economics (1 work) · Divergence (linguistics (1 work)