Heterogeneous discounting in economic problems
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Cites work
- Consumption and portfolio rules for time-inconsistent investors
- Foundations of Dynamic Economic Analysis
- Hopf-Lax formula for variational problems with non-constant discount
- Non-constant discounting in continuous time
- Non-constant discounting in finite horizon: the free terminal time case
- Numerical analysis of non-constant pure rate of time preference: a model of climate policy
- Optimal growth and recursive utility: Phase diagram analysis
- Ramsey Meets Laibson in the Neoclassical Growth Model
- Stationary Ordinal Utility and Impatience
Cited in
(35)- Multiple solutions under quasi-exponential discounting
- Asymmetric or symmetric time preference and discounting in many facets of economic theory: A miscellany
- The golden rule when preferences are time inconsistent
- Consumption, investment and life insurance strategies with heterogeneous discounting
- Welfare implications of non-unitary time discounting
- Time-consistent portfolio optimization
- The Hopf-Lax formula for multiobjective costs with non-constant discount via set optimization
- Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting
- A solution method for heterogeneity involving present bias
- Non-constant discounting in finite horizon: the free terminal time case
- An extension of quasi-hyperbolic discounting to continuous time
- Non-constant discounting and consumption, portfolio and life insurance rules
- Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
- On time-consistent policy rules for heterogeneous discounting programs
- Cross-disciplinary evidence for hyperbolic social discount rates
- Time consistent discounting
- The intrinsic comparative dynamics of infinite horizon optimal control problems with a time-varying discount rate and time-distance discounting
- General time consistent discounting
- Investment-consumption with regime-switching discount rates
- A consumption-investment problem with heterogeneous discounting
- On variable discounting in dynamic programming: applications to resource extraction and other economic models
- Preference heterogeneity and its equilibrium path
- Economic growth models with heterogeneous discounting
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting
- Lifecycle consumption and welfare with nonexponential discounting in continuous time
- ``Hyperbolic discounting: a recursive formulation and an application to economic growth
- Long-Run Impulse Control with Generalized Discounting
- Non-constant discounting and differential games with random time horizon
- Sustainable solution for hybrid differential game with regime shifts and random duration
- A Stochastic Model of Mutual Insurance under Heterogeneous Time Preferences
- Optimal consumption, life insurance and investment strategies with heterogeneous discounting and habit formation under the HLSV model
- Non-constant discounting in continuous time
- Zero time preference with discounting
- Discounting and divergence of opinion
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