Non-constant discounting and consumption, portfolio and life insurance rules
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Publication:2437201
DOI10.1016/J.ECONLET.2013.02.023zbMATH Open1282.91160OpenAlexW2062623835MaRDI QIDQ2437201FDOQ2437201
Authors: Jesús Marín-Solano, Oriol Roch, Jorge Navas 
Publication date: 3 March 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2013.02.023
Recommendations
- Consumption, investment and life insurance strategies with heterogeneous discounting
- Consumption and portfolio rules for time-inconsistent investors
- A consumption-investment problem with heterogeneous discounting
- Time-consistent portfolio management
- Non-exponential discounting portfolio management with habit formation
consumptionnon-constant discountingnaive and sophisticated agentshyperbolic preferencesportfolio and life insurance rules
Cites Work
- Dynamic Choices of Hyperbolic Consumers
- Time-consistent portfolio management
- Consumption and portfolio rules for time-inconsistent investors
- Time-inconsistent optimal control problems and the equilibrium HJB equation
- Non-constant discounting in continuous time
- The Calculus of Retirement Income
- Heterogeneous discounting in economic problems
Cited In (8)
- A solution method for heterogeneity involving present bias
- Non-exponential discounting portfolio management with habit formation
- Consumption and portfolio rules for time-inconsistent investors
- Do time preferences matter in intertemporal consumption and portfolio decisions?
- Consumption, investment and life insurance strategies with heterogeneous discounting
- Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods
- A life insurance model with asymmetric time preferences
- Consumption and portfolio decisions with uncertain lifetimes
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