Non-constant discounting and consumption, portfolio and life insurance rules
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Publication:2437201
DOI10.1016/j.econlet.2013.02.023zbMath1282.91160OpenAlexW2062623835MaRDI QIDQ2437201
Oriol Roch, Jesús Marín-Solano, Jorge A. 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
consumptionnon-constant discountingnaive and sophisticated agentshyperbolic preferencesportfolio and life insurance rules
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Cites Work
- Non-constant discounting in continuous time
- Consumption and portfolio rules for time-inconsistent investors
- Time-inconsistent optimal control problems and the equilibrium HJB equation
- Dynamic Choices of Hyperbolic Consumers
- Time-Consistent Portfolio Management
- Heterogeneous discounting in economic problems
- The Calculus of Retirement Income
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