Do time preferences matter in intertemporal consumption and portfolio decisions? (Q2099002): Difference between revisions

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+Pure hyperbolic discount curves predict ``eyes open'' self-control
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+Q4023230
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+Q4821531
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+Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform
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+Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
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+Dynamic contracting under imperfect public information and asymmetric beliefs
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+On the concavity of the consumption function with the time varying discount rate
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+A stability result for the HARA class with stochastic interest rates.
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+Time Consistency: Stationarity and Time Invariance
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+Non-constant discounting in continuous time
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+Inconsistent investment and consumption problems
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+Golden Eggs and Hyperbolic Discounting
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+Non-constant discounting in finite horizon: the free terminal time case
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+Consumption and portfolio rules for time-inconsistent investors
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+Optimum consumption and portfolio rules in a continuous-time model
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+An extension of quasi-hyperbolic discounting to continuous time
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+Continuous quasi-hyperbolic discounting
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+An equivalent approximation approach for the Hamilton‐Jacobi‐Bellman equations in intertemporal decision problems
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+Exponential utility maximization for an insurer with time-inconsistent preferences
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+Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting
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