Dynamic spending and portfolio decisions with a soft social norm

DOI10.1016/j.jedc.2023.104667zbMath1518.91245arXiv2212.10053OpenAlexW4367397057MaRDI QIDQ6111434

Vegard Skonseng Bjerketvedt, Haakon Andreas Trønnes, Fabian A. Harang, Knut Anton Mork

Publication date: 6 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.10053

zbMATH Keywords

dynamic risk takingfund sustainabilitysoft social normwithdrawal smoothing

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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• Optimal Investment
• Portfolios for Long-Term Investors
• Optimal asset allocation for commodity sovereign wealth funds

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