SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Optimal dividend strategies with time-inconsistent preferences
16 references·11 citing·32 second hop
Optimal dividend strategies with time-inconsistent preferences (2014)Optimal dividend strategies with time-inc…Time-Inconsistent Stochastic Linear--Quadratic Control (2012)Time-Inconsistent Stochastic …MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (2012)MEAN–VARIANCE PORTFOLIO OPTIM…A General Theory of Markovian Time Inconsistent Stochastic Control Problems (2010)A General Theory of Markovian…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…Investment under uncertainty and time-inconsistent preferences☆ (2007)Investment under uncertainty …OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL (2005)OPTIMAL REINSURANCE AND DIVID…Consumption-Savings Decisions with Quasi-Geometric Discounting (2003)Consumption-Savings Decisions…Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example (1999)Controlling Risk Exposure and…On the Time Value of Ruin (1998)On the Time Value of RuinOptimization of the flow of dividends (1995)Optimization of the flow of d…Anomalies in Intertemporal Choice: Evidence and an Interpretation (1992)Anomalies in Intertemporal Ch…THE BEHAVIORAL LIFE‐CYCLE HYPOTHESIS (1988)THE BEHAVIORAL LIFE‐CYCLE HYP…Some empirical evidence on dynamic inconsistency (1981)Some empirical evidence on dy…Myopia and Inconsistency in Dynamic Utility Maximization (1973)Myopia and Inconsistency in D…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Myopia and Inconsistency in Dynamic Utility Maximization (1955)Myopia and Inconsistency in D…Non-exponential Discounting (2021)Non-exponential DiscountingON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (2020)ON TIME CONSISTENCY FOR MEAN-…Corporate liquidity and risk management with time-inconsistent preferences (2019)Corporate liquidity and risk …A regular equilibrium solves the extended HJB system (2019)A regular equilibrium solves …Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty (2018)Optimal Dividend Strategy for…How time-inconsistent preferences affect investment timing for rail transit (2018)How time-inconsistent prefere…Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model (2016)Time-Consistent Investment St…Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework (2016)Self-coordination in time inc…Dynamic agency and investment theory with time-inconsistent preferences (2016)Dynamic agency and investment…Optimal contract theory with time-inconsistent preferences (2015)Optimal contract theory with …Theory and Decision (2013)Theory and DecisionPORTFOLIO SELECTION* (1952)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Optimal time-consistent investment and reinsurance policies for mean-variance insurers (2011)A theory of Markovian time-inconsistent stochastic control in discrete time (2014)On time-inconsistent stochastic control in continuous time (2017)An introduction to mathematical risk theory (1979)Option pricing by Esscher transforms. (1995)Optimal Dividends (2004)Insurance Risk and Ruin (2005)Fluctuations of Lévy Processes with Applications (2014)Prospect Theory: An Analysis of Decision under Risk (1979)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Investor Psychology and Asset Pricing (2001)Time Discounting and Time Preference: A Critical Review (2002)Temporal construal. (2003)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)The Principles of Psychology (1891)Delay of Gratification in Children (1989)Doing It Now or Later (1999)Mental accounting matters (1999)Preference Reversals Due to Myopic Discounting of Delayed Reward (1995)Long-duration bonds and sovereign defaults (2009)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)The Framing of Decisions and the Psychology of Choice (1981)Golden Eggs and Hyperbolic Discounting (1997)Construal-level theory of psychological distance. (2010)
this work references cited by second hop

References

  • 1958The Cost of Capital, Corporation Finance and the Theory of Investment14,494 cited
  • 2008The cost of capital, corporation finance and the theory of investment8,614 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
  • 1981Some empirical evidence on dynamic inconsistency2,253 cited
  • 1988THE BEHAVIORAL LIFE‐CYCLE HYPOTHESIS1,702 cited
  • 1998On the Time Value of Ruin786 cited
  • 2012MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION505 cited
  • 2003Consumption-Savings Decisions with Quasi-Geometric Discounting371 cited
  • 2010A General Theory of Markovian Time Inconsistent Stochastic Control Problems343 cited
  • 1995Optimization of the flow of dividends320 cited
  • 2012Time-Inconsistent Stochastic Linear--Quadratic Control268 cited
  • 2005OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR‐LUNDBERG MODEL246 cited
  • 2007Investment under uncertainty and time-inconsistent preferences☆219 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1999Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example217 cited
  • Cited by

    • 2020ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION34 cited
    • 2015Optimal contract theory with time-inconsistent preferences27 cited
    • 2016Dynamic agency and investment theory with time-inconsistent preferences24 cited
    • 2018Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty23 cited
    • 2016Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model23 cited
    • 2018How time-inconsistent preferences affect investment timing for rail transit22 cited
    • 2019A regular equilibrium solves the extended HJB system22 cited
    • 2016Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework20 cited
    • 2019Corporate liquidity and risk management with time-inconsistent preferences15 cited
    • 2013Theory and Decision0 cited
    • 2021Non-exponential Discounting0 cited