Intertemporal preference with loss aversion: consumption and risk-attitude
From MaRDI portal
Publication:2123162
Recommendations
- Optimal portfolio and consumption models under loss aversion in infinite time horizon
- Loss aversion and consumption plans with stochastic reference points
- Dynamic consumption and portfolio choice under prospect theory
- Do time preferences matter in intertemporal consumption and portfolio decisions?
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
Cites work
- scientific article; zbMATH DE number 5480935 (Why is no real title available?)
- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 3281211 (Why is no real title available?)
- A model of reference-dependent preferences
- A tractable method to measure utility and loss aversion under prospect theory
- Asset Prices in an Exchange Economy with Habit Formation
- Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
- Consumption Over the Life Cycle
- Consumption commitments and habit formation
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living
- Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework
- Expectations-based reference-dependent life-cycle consumption
- Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
- Irreversibility and Aggregate Investment
- Long-Term Risk: A Martingale Approach
- Long-Term Risk: An Operator Approach
- Measure and integral. An introduction to real analysis
- Moving costs, nondurable consumption and portfolio choice
- Myopic Loss Aversion and the Equity Premium Puzzle
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Optimal Consumption and Portfolio Rules with Durability and Local Substitution
- Optimal Investment with Costly Reversibility
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Optimal consumption and portfolio policies when asset prices follow a diffusion process
- Optimal consumption and portfolio rules with durability and habit formation
- Optimal consumption and savings with stochastic income and recursive utility
- Optimal consumption choice with intolerance for declining standard of living
- Optimal consumption of a divisible durable good
- Optimum consumption and portfolio rules in a continuous-time model
- Portfolio selection with consumption ratcheting
- Prospect Theory: An Analysis of Decision under Risk
- Prospect theory and asset prices
- Risk preferences and the macroeconomic announcement premium
- What would you do with \$500? Spending responses to gains, losses, news, and loans
Cited in
(7)- Optimal saving rules for loss-averse agents under uncertainty
- Expectations-based reference-dependent life-cycle consumption
- 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
This page was built for publication: Intertemporal preference with loss aversion: consumption and risk-attitude
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2123162)