Intertemporal preference with loss aversion: consumption and risk-attitude
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Publication:2123162
DOI10.1016/J.JET.2021.105380zbMATH Open1484.91149OpenAlexW3213242808MaRDI QIDQ2123162FDOQ2123162
Authors: Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo 
Publication date: 8 April 2022
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2021.105380
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asymmetric sensitivitiesconsumption heterogeneityconsumption irreversibilityexcess sensitivity and smoothnessintertemporal loss aversionU-shaped risky share
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Cited In (7)
- Intertemporal substitution, risk aversion and ambiguity aversion
- Loss aversion and consumption plans with stochastic reference points
- Intertemporal consumption with anticipating, remembering, and experiencing selves
- Loss aversion, habit formation and the term structures of equity and interest rates
- Dynamic spending and portfolio decisions with a soft social norm
- Expectations-based reference-dependent life-cycle consumption
- Optimal saving rules for loss-averse agents under uncertainty
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