Consumption-Savings Decisions with Quasi-Geometric Discounting

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(83)

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

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