A consumption-investment problem with heterogeneous discounting
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Publication:459384
DOI10.1016/j.mathsocsci.2013.05.001zbMath1296.91258OpenAlexW2069862363MaRDI QIDQ459384
Jesús Marín-Solano, Albert de-Paz, Jorge A. 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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A defined benefit pension plan model with stochastic salary and heterogeneous discounting ⋮ Consumption, investment and life insurance strategies with heterogeneous discounting ⋮ Time-consistent portfolio optimization
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