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General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion
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References

  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1977Rules Rather than Discretion: The Inconsistency of Optimal Plans7,896 cited
  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1982A theory of anticipated utility3,136 cited
  • 1955Myopia and Inconsistency in Dynamic Utility Maximization2,834 cited
  • 1973Myopia and Inconsistency in Dynamic Utility Maximization2,743 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 1981Some empirical evidence on dynamic inconsistency2,253 cited
  • 1998Brownian Motion and Stochastic Calculus2,043 cited
  • 1998The Probability Weighting Function1,998 cited
  • 2005PROBABILITY WEIGHTING FUNCTION1,041 cited
  • 2000Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework1,009 cited
  • 1996Curvature of the Probability Weighting Function990 cited
  • 1998Methods of Mathematical Finance888 cited
  • 1989Anomalies: Intertemporal Choice

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863 cited

Cited by

  • 2020Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time52 cited
  • 2021On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time50 cited
  • 2019On time-inconsistent stopping problems and mixed strategy stopping times46 cited
  • 2020Equilibrium concepts for time‐inconsistent stopping problems in continuous time33 cited
  • n.d.Optimal Equilibria for Time-Inconsistent Stopping Problems in Continuous Time33 cited
  • 2023Me, myself and I: A general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents32 cited
  • 2021Optimal stopping under model ambiguity: A time‐consistent equilibrium approach29 cited
  • 2024Never stop or never start? Optimal stopping under a mixture of CPT and EUT preferences1 cited
  • 2021Time-Inconsistent Stopping Under Distorted Probabilities1 cited