Consumption-Savings Decisions with Quasi-Geometric Discounting

Cited In (75)

A theory of Markovian time-inconsistent stochastic control in discrete time
Time perspective and climate change policy
Markov-perfect capital and labor taxes
Introduction to a general equilibrium approach to economic growth
On time-consistent policy rules for heterogeneous discounting programs
Resource conservation across generations in a Ramsey-Chichilnisky model
Equilibrium dividend strategy with non-exponential discounting in a dual model
Investment and consumption without commitment
``Hyperbolic discounting: a recursive formulation and an application to economic growth
Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models
Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment
A stochastic linear-quadratic differential game with time-inconsistency
Continuous Markov equilibria with quasi-geometric discounting
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
Non-constant discounting in continuous time
Internalities and paternalism: applying the compensation criterion to multiple selves across time
Equilibrium welfare and government policy with quasi-geometric discounting
Multiple solutions under quasi-exponential discounting
Ruling out multiplicity of smooth equilibria in dynamic games: a hyperbolic discounting example
Markov decision processes with quasi-hyperbolic discounting
On uniqueness of time-consistent Markov policies for quasi-hyperbolic consumers under uncertainty
Solving the neoclassical growth model with quasi-geometric discounting: a grid-based Euler-equation method
Deterministic time-inconsistent optimal control problems -- an essentially cooperative approach
Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps
Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion
Time-consistent equilibria in dynamic models with recursive payoffs and behavioral discounting
A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion
Time-consistent control in nonlinear models
Endogenous time preference and optimal growth
Mean-variance portfolio optimization with state-dependent risk aversion
On time-inconsistent stochastic control in continuous time
Optimal dividend strategies with time-inconsistent preferences
On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers
Limited self-control and long-run growth
Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem
Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
Resource prices and planning horizons
Optimal dividend strategy for a general diffusion process with time-inconsistent preferences and ruin penalty
Hyperbolic discounting and endogenous growth
Quasi-stationary cardinal utility and present bias.
Time-consistent investment strategy under partial information
Equilibrium time-consistent strategy for corporate international investment problem with mean-variance criterion
Time consistent Markov policies in dynamic economies with quasi-hyperbolic consumers
A new class of problems in the calculus of variations
Option exercise with temptation
Renegotiation and dynamic inconsistency: contracting with non-exponential discounting
Optimal consumption with time-inconsistent preferences
Optimal financing and dividend strategies with time inconsistency in a regime switching economy
Partially observed time-inconsistency recursive optimization problem and application
Social security and self control preferences
Optimal portfolio selection of mean-variance utility with stochastic interest rate
ESTIMATING DYNAMIC DISCRETE CHOICE MODELS WITH HYPERBOLIC DISCOUNTING, WITH AN APPLICATION TO MAMMOGRAPHY DECISIONS
Aggregate savings under quasi-hyperbolic versus exponential discounting
Generalized quasi-geometric discounting
The hyperbolic factor: a measure of time inconsistency
The golden rule when preferences are time inconsistent
Time-inconsistent preferences and time-inconsistent policies
Management of a capital stock by Strotz's naive planner
Production subsidies and redistribution
Asset pricing with dynamically inconsistent agents
A regular equilibrium solves the extended HJB system
Arbitrage opportunities in frictionless markets with sophisticated investors
Optimal pairs trading with dynamic mean-variance objective
Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency
A Nash-type fictitious game framework to time-inconsistent stochastic control problems
Intentional time inconsistency
Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems
Discretionary monetary policy in the Calvo model
The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time
Present-biased lobbyists in linear-quadratic stochastic differential games
Time-inconsistent stochastic LQ problem with regime switching
On Markovian collective choice with heterogeneous quasi-hyperbolic discounting
Two-sided altruism and time inconsistency
On the time-inconsistent deterministic linear-quadratic control

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