A theory of intermediated investment with hyperbolic discounting investors

DOI10.1016/J.JET.2018.05.012zbMath1417.91450OpenAlexW2807543745MaRDI QIDQ1622351

Y. Aharonov

Publication date: 19 November 2018

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2018.05.012

zbMATH Keywords

investmentterm structurehyperbolic discountingfinancial intermediary

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Life insurance and life settlement markets with overconfident policyholders

Cites Work

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• A YIELD‐FACTOR MODEL OF INTEREST RATES
• Golden Eggs and Hyperbolic Discounting
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