A consumption-investment problem with heterogeneous discounting
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Publication:459384
DOI10.1016/J.MATHSOCSCI.2013.05.001zbMATH Open1296.91258OpenAlexW2069862363MaRDI QIDQ459384FDOQ459384
Jesús Marín-Solano, Albert de-Paz, Jorge Navas
Publication date: 8 October 2014
Published in: Mathematical Social Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2013.05.001
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Cites Work
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- Foundations of Dynamic Economic Analysis
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Cited In (5)
- Time-consistent portfolio optimization
- Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting
- Title not available (Why is that?)
- Consumption, investment and life insurance strategies with heterogeneous discounting
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