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Portfolio selection with consumption ratcheting
16 references·3 citing·39 second hop
Portfolio selection with consumption ratcheting (2018)Portfolio selection with consumption ratc…Household Finance (2006)Household FinanceProspect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Preference Parameters and Beh…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Investment under Uncertainty (1994)Investment under UncertaintyMyopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Loss Aversion in Riskless Cho…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Optimal consumption and portf…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …The equity premium: A puzzle (1985)The equity premium: A puzzleProspect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Income, Saving, and the Theory of Consumer Behavior (1950)Income, Saving, and the Theor…Horizon effect on optimal retirement decision (2022)Horizon effect on optimal ret…Optimal retirement and portfolio selection with consumption ratcheting (2020)Optimal retirement and portfo…An Intertemporal Preference with Risk and Loss Aversion (2019)An Intertemporal Preference w…Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Investor Psychology and Asset Pricing (2001)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Common risk factors in the returns on stocks and bonds (1993)The Power of Suggestion: Inertia in 401(k) Participation and Savings Behavior (2001)Trusting the Stock Market (2005)Baby Boomer retirement security: The roles of planning, financial literacy, and housing wealth (2007)Financial Literacy and Stock Market Participation (2007)The Economic Importance of Financial Literacy: Theory and Evidence (2014)A Theory of Fairness, Competition, and Cooperation (1999)Time Discounting and Time Preference: A Critical Review (2002)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Risk as feelings. (2001)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Capital markets research in accounting (2001)Policy Uncertainty and Corporate Investment (2015)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
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  • 1994Investment under Uncertainty9,016 cited
  • 1991Loss Aversion in Riskless Choice: A Reference-Dependent Model6,428 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1985The equity premium: A puzzle5,785 cited
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  • 1997Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study2,399 cited
  • 2006Household Finance2,391 cited
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  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
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  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
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  • 1950Income, Saving, and the Theory of Consumer Behavior1,397 cited
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    • 2020Optimal retirement and portfolio selection with consumption ratcheting25 cited
    • 2022Horizon effect on optimal retirement decision19 cited
    • 2019An Intertemporal Preference with Risk and Loss Aversion1 cited