We study unique and globally attracting solutions of a general nonlinear equation that has as special cases some recursive equations widely used in Economics.Recursive equations, Intertemporal consumption

Massimo Marinacci

Luigi Montrucchio

Research Papers in Economics

English

A lattice-theoretical ﬁxpoint theorem and its applications,

A model of recursive smooth ambiguity preferences, mimeo,

Discounted dynamic programming,

Dynamic programming for non-additive stochastic objectives,

Ergodic theory and information,

Essays in the theory of risk bearing,

Hilbert’s projective metric and iterated nonlinear maps,

Inequalities,

Markov programming by successive approximations with respect to weighted supremum norms,

Means and their inequalities,

Notes on the theory of choice,

On certain contraction mappings in a partially ordered vector space,

Optimal growth with many consumers,

Portfolio turnpike theorems, risk aversion, and regularly varying utility functions,

Positive solutions of operator equations,

Recursive methods in economic dynamics,

Recursive utility and the Ramsey problem,

Risk aversion in the small and in the large,

Stationary utility and impatience,

Strategic asset allocation,

Subadditive ergodic theory,

Substitution, risk aversion, and the temporal behavior of consumption and asset returns: a theoretical framework,

Substitution, risk aversion, and the temporal behavior of consumption and asset returns: an empirical analysis,

Sulla preferibilit` a,

Temporal resolution of uncertainty and dynamic choice theory,

Thompson metric, contraction property and diﬀerentiability of policy functions,

Uber ungleichungen von der form f (Mϕ (x;α),Mϕ (y;α

Understanding risk and return,

Unique Solutions of Some Recursive Equations in Economic Dynamics

Unique Solutions of Some Recursive Equations in Economic Dynamics

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Research Papers in Economics

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