Abstract
We establish sufficient conditions for the recoverability and uniqueness of utility functions (preferences) generating consumption and asset demands in a two-period setting under uncertainty.
Full Citation
Polemarchakis, Herakles and Larry Selden. “On the Recoverability of Risk and Time Preferences from Consumption and Asset Demands.”
European Economic Review
vol. 26,
(January 01, 1984): 115-133.