Recursiveness of indifference prices and translation-invariant preferences
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2009/08/18
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Indian UGC (journal)
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Refrences24
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Citations34
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Patrick Cheridito
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Michael Kupper
Cite
Cheridito, Patrick, and Michael Kupper. “Recursiveness of Indifference Prices and Translation-Invariant Preferences”. Mathematics and Financial Economics, vol. 2, no. 3, 2009, pp. 173-88, https://doi.org/10.1007/s11579-009-0020-3.
Cheridito, P., & Kupper, M. (2009). Recursiveness of indifference prices and translation-invariant preferences. Mathematics and Financial Economics, 2(3), 173-188. https://doi.org/10.1007/s11579-009-0020-3
Cheridito P, Kupper M. Recursiveness of indifference prices and translation-invariant preferences. Mathematics and Financial Economics. 2009;2(3):173-88.
Journal Categories
Science
Mathematics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
Social Sciences
Statistics
Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Dynamic variational preferences | Journal of Economic Theory |
| 154 | 2006 |
| Ambiguity Aversion, Robustness, and the Variational Representation of Preferences | Econometrica |
| 700 | 2006 |
| Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging | The Annals of Applied Probability |
| 106 | 2006 |
COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS | Mathematical Finance |
| 77 | 2005 |
| Dynamic exponential utility indifference valuation | The Annals of Applied Probability |
| 113 | 2005 |
Refrences Analysis
The category
Social Sciences: Economic theory. Demography: Economics as a science 18
is the most frequently represented among the references in this article. It primarily includes studies from Mathematical Finance The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Multiple-prior valuation of cash flows subject to capital requirements | Insurance: Mathematics and Economics |
| 2023 | |
| Risk-hedging a European option with a convex risk measure and without no-arbitrage condition | Stochastics |
| 2022 | |
Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping | Operations Research |
| 6 | 2022 |
| Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies | Computational Economics |
| 2021 | |
| Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures | European Journal of Operational Research |
| 8 | 2021 |
Citations Analysis
The category
Science: Mathematics 20
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Representations for Optimal Stopping under Dynamic Monetary Utility Functionals and was published in 2010. The most recent citation comes from a 2023 study titled Multiple-prior valuation of cash flows subject to capital requirements. This article reached its peak citation in 2016, with 5 citations. It has been cited in 17 different journals. Among related journals, the SSRN Electronic Journal cited this research the most, with 7 citations. The chart below illustrates the annual citation trends for this article.