{"created":"2023-05-15T15:30:31.693801+00:00","id":9966,"links":{},"metadata":{"_buckets":{"deposit":"33d90a29-1897-466e-8f8f-b5140871c61c"},"_deposit":{"created_by":1,"id":"9966","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"9966"},"status":"published"},"_oai":{"id":"oai:shiga-u.repo.nii.ac.jp:00009966","sets":["1159:1166:1168"]},"author_link":["36661","36659","36660"],"item_7_biblio_info_8":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2006-07","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"B-9","bibliographicPageEnd":"21","bibliographicPageStart":"1","bibliographic_titles":[{"bibliographic_title":"CRR Working Paper, Series B"}]}]},"item_7_description_43":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"subitem_description":"Technical Report","subitem_description_type":"Other"}]},"item_7_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper generalizes the utility with a robust control criterion, developed\nby Hansen, Sargent, and Tallarini [14], Anderson, Hansen, and Sargent [2],\nand Skiadas [27], to a recursive one under non-Markovian jump-diffusion information,\nand presents the existence and uniqueness of the generalized utility under\nsome regualrity condition by utilizing approaches of Skiadas [27] and Schroder and\nSkiadas [25]. This paper also shows that the generalized utility admits a normalized\nrepresentation, where future utility enters the recursion through an aggregator, and\nexamines the generalized utility’s basic properties including “ambiguity aversions.”\nJEL No. C62, D81, D91.","subitem_description_type":"Abstract"}]},"item_7_description_7":{"attribute_name":"引用","attribute_value_mlt":[{"subitem_description":"CRR Working Paper, Series B, No. B-9, pp. 1-21","subitem_description_type":"Other"}]},"item_7_full_name_2":{"attribute_name":"著者(ヨミ)","attribute_value_mlt":[{"nameIdentifiers":[{}],"names":[{"name":"クスダ, コウジ"}]}]},"item_7_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{}],"names":[{"name":"楠田, 浩二"}]}]},"item_7_publisher_35":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Center for Risk Research (CRR), Shiga University"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Kusuda, Koji"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-09-14"}],"displaytype":"detail","filename":"B9Kusuda200607.pdf","filesize":[{"value":"308.9 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"B9Kusuda200607.pdf","url":"https://shiga-u.repo.nii.ac.jp/record/9966/files/B9Kusuda200607.pdf"},"version_id":"1ffea9b8-8588-4051-b0e1-84c3d1e4e34b"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"A Robust Recursive Utility under Jump-Diffusion Information","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"A Robust Recursive Utility under Jump-Diffusion Information"}]},"item_type_id":"7","owner":"1","path":["1168"],"pubdate":{"attribute_name":"公開日","attribute_value":"2009-03-26"},"publish_date":"2009-03-26","publish_status":"0","recid":"9966","relation_version_is_last":true,"title":["A Robust Recursive Utility under Jump-Diffusion Information"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-05-15T19:17:20.472839+00:00"}