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Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting
16 references·6 citing·31 second hop
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this work references cited by second hop

References

  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1999Doing It Now or Later3,127 cited
  • 1955Myopia and Inconsistency in Dynamic Utility Maximization2,834 cited
  • 1973Myopia and Inconsistency in Dynamic Utility Maximization2,743 cited
  • 1992Anomalies in Intertemporal Choice: Evidence and an Interpretation2,305 cited
  • 1981An Economic Theory of Self-Control2,192 cited
  • 1977An Economic Theory of Self-Control1,575 cited
  • 2001Temptation and Self-Control1,207 cited
  • 2006Paying Not to Go to the Gym1,187 cited
  • 2001Choice and Procrastination944 cited
  • 1991Procrastination and Obedience849 cited
  • 1995DISCOUNTING OF DELAYED REWARDS: MODELS OF INDIVIDUAL CHOICE842 cited
  • 2004Contract Design and Self-Control: Theory and Evidence768 cited
  • 1995Preference Reversals Due to Myopic Discounting of Delayed Reward591 cited
  • 1999Ramsey Meets Laibson in the Neoclassical Growth Model405 cited

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Cited by

  • 2018Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty23 cited
  • 2018How time-inconsistent preferences affect investment timing for rail transit22 cited
  • 2022Green transition, investment horizon, and dynamic portfolio decisions22 cited
  • 2019Corporate liquidity and risk management with time-inconsistent preferences15 cited
  • 2023Hyperbolic discounting and state‐dependent commitment1 cited
  • 2013Theory and Decision0 cited