Skip to main navigation
Skip to search
Skip to main content
Heriot-Watt Research Portal Home
Help & FAQ
Link opens in a new tab
Search content at Heriot-Watt Research Portal
Home
Profiles
Research units
Research output
Datasets
Impacts
Equipment
Prizes
Activities
Press/Media
Courses
Nonrecursive Separation of Risk and Time Preferences
Matthias Albrecht Fahrenwaldt
, Mogens Steffensen
, Ninna Jensen
School of Mathematical & Computer Sciences
Actuarial Mathematics & Statistics
Research output
:
Working paper
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Nonrecursive Separation of Risk and Time Preferences'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
INIS
risks
100%
values
100%
utilities
80%
equilibrium
40%
control
20%
solutions
20%
nonlinear problems
20%
market
20%
aggregation
20%
optimal control
20%
Mathematics
Nonlinear
100%
Equilibrium Value
100%
Optimal Control Theory
100%
Time Consistency
100%
Economics, Econometrics and Finance
Incomplete Market
100%
Optimal Control
100%
Engineering
Value Function
100%
Recursive
40%
Diffusive
20%
Optimal Value
20%
Optimal Control
20%