SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Consumption–investment strategies with non-exponential discounting and logarithmic utility
16 references·0 citing·33 second hop
Consumption–investment strategies with non-exponential discounting and logarithmic utility (2014)Consumption–investment strategies with no…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…Utility maximization in incomplete markets (2005)Utility maximization in incom…Ramsey Meets Laibson in the Neoclassical Growth Model (1999)Ramsey Meets Laibson in the N…Golden Eggs and Hyperbolic Discounting (1997)Golden Eggs and Hyperbolic Di…Backward Stochastic Differential Equations in Finance (1997)Backward Stochastic Different…Anomalies in Intertemporal Choice: Evidence and an Interpretation (1992)Anomalies in Intertemporal Ch…Adapted solution of a backward stochastic differential equation (1990)Adapted solution of a backwar…Some empirical evidence on dynamic inconsistency (1981)Some empirical evidence on dy…On the Existence of a Consistent Course of Action when Tastes are Changing (1973)On the Existence of a Consist…Myopia and Inconsistency in Dynamic Utility Maximization (1973)Myopia and Inconsistency in D…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …On Second-Best National Saving and Game-Equilibrium Growth (1968)On Second-Best National Savin…Consistent Planning (1968)Consistent PlanningMyopia and Inconsistency in Dynamic Utility Maximization (1955)Myopia and Inconsistency in D…A Mathematical Theory of Saving (1928)Non-cooperative games (1989)The economics and psychology of personality traits (2008)Personality Psychology and Economics (2011)Games and Decisions (2015)The behavioralist as tax collector: Using natural field experiments to enhance tax compliance (2017)Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)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)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework (2000)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)Brownian Motion and Stochastic Calculus (2007)Specious reward: A behavioral theory of impulsiveness and impulse control. (1975)Implications of rational inattention (2003)Does Culture Affect Economic Outcomes? (2006)The Pricing of Options and Corporate Liabilities (1973)Reflected solutions of backward SDE's, and related obstacle problems for PDE's (1997)Backward stochastic differential equations and partial differential equations with quadratic growth (2000)Theory of rational option pricing (2005)Partial Differential Equations (2010)The Framing of Decisions and the Psychology of Choice (1981)Construal-level theory of psychological distance. (2010)
this work references cited by second hop

References

  • 1997Golden Eggs and Hyperbolic Discounting6,117 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1955Myopia and Inconsistency in Dynamic Utility Maximization2,834 cited
  • 1973Myopia and Inconsistency in Dynamic Utility Maximization2,743 cited
  • 1990Adapted solution of a backward stochastic differential equation2,676 cited
  • 1997Backward Stochastic Differential Equations in Finance2,339 cited
  • 1992Anomalies in Intertemporal Choice: Evidence and an Interpretation2,305 cited
  • 1981Some empirical evidence on dynamic inconsistency2,253 cited
  • 1968On Second-Best National Saving and Game-Equilibrium Growth1,450 cited
  • 2012MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION505 cited
  • 2005Utility maximization in incomplete markets425 cited
  • 1999Ramsey Meets Laibson in the Neoclassical Growth Model405 cited
  • 1968Consistent Planning384 cited
  • 1973On the Existence of a Consistent Course of Action when Tastes are Changing359 cited

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

2010
A General Theory of Markovian Time Inconsistent Stochastic Control Problems
343 cited

Cited by

No citing works inside the corpus for this window.