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Non-constant discounting in continuous time
4 references·16 citing·41 second hopsampled
Non-constant discounting in continuous time (2005)Non-constant discounting in continuous ti…Consumption-Savings Decisions with Quasi-Geometric Discounting (2003)Consumption-Savings Decisions…Dynamic Choices of Hyperbolic Consumers (2001)Dynamic Choices of Hyperbolic…Ramsey Meets Laibson in the Neoclassical Growth Model (1999)Ramsey Meets Laibson in the N…Nonlinear strategies in dynamic duopolistic competition with sticky prices (1990)Nonlinear strategies in dynam…Time-Inconsistent Optimal Control Problems and Related Issues (2019)Time-Inconsistent Optimal Con…The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case (2019)The Optimal Equilibrium for T…Time-consistent stopping under decreasing impatience (2017)Time-consistent stopping unde…Consistent climate policies (2017)Consistent climate policiesTime-Consistent Stopping Under Decreasing Impatience (2015)Time-Consistent Stopping Unde…Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (2015)Time-consistent mean-variance…Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting (2014)Finite horizon consumption an…A great fish war model with asymmetric players (2014)A great fish war model with a…Consumption, investment and life insurance strategies with heterogeneous discounting (2013)Consumption, investment and l…Instantaneous Gratification * (2012)Instantaneous Gratification *Carbon Prices for the Next Thousand Years (2012)Carbon Prices for the Next Th…Time perspective and climate change policy (2011)Time perspective and climate …Non-constant discounting and differential games with random time horizon (2011)Non-constant discounting and …The golden rule when preferences are time inconsistent (2010)The golden rule when preferen…Being serious about non-commitment: subgame perfect equilibrium in continuous time (2006)Being serious about non-commi…Global warming and hyperbolic discounting (2005)Global warming and hyperbolic…Golden Eggs and Hyperbolic Discounting (1997)Doing It Now or Later (1999)Time Discounting and Time Preference: A Critical Review (2002)Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion (2013)OPTIMAL STOPPING UNDER PROBABILITY DISTORTION (2016)Time-consistent mean–variance asset–liability management with random coefficients (2017)A Non-cooperative Equilibrium for Supergames (1971)Dynamic Noncooperative Game Theory (1982)The Folk Theorem in Repeated Games with Discounting or with Incomplete Information (1986)The Acid Rain Differential Game (1998)Estimating Market Power and Strategies (2007)Myopia and Inconsistency in Dynamic Utility Maximization (1973)Anomalies in Intertemporal Choice: Evidence and an Interpretation (1992)Investor Psychology and Asset Pricing (2001)A theory of sequential reciprocity (2003)Dynamic Mean-Variance Asset Allocation (2010)Myopia and Inconsistency in Dynamic Utility Maximization (1955)Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)On a Class of Hybrid Differential Games (2016)Time-inconsistent stochastic optimal control problems and backward stochastic volterra integral equations (2021)Preference Reversals Due to Myopic Discounting of Delayed Reward (1995)Long-duration bonds and sovereign defaults (2009)A General Theory of Markovian Time Inconsistent Stochastic Control Problems (2010)MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION (2012)A Mathematical Theory of Saving (1928)On Second-Best National Saving and Game-Equilibrium Growth (1968)Tax incidence when individuals are time-inconsistent: the case of cigarette excise taxes (2003)Review of Economic Studies (2010)Growth in the Shadow of Expropriation * (2011)A theory of Markovian time-inconsistent stochastic control in discrete time (2014)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)The Economics of Climate Change: The Stern Review (2007)Technology and Time Inconsistency (2019)Relative Prices and Climate Policy: How the Scarcity of Non-Market Goods Drives Policy Evaluation (2020)Challenges and innovations in the economic evaluation of the risks of climate change (2022)Optimum consumption and portfolio rules in a continuous-time model (1971)Optimal dividend strategies with time-inconsistent preferences (2014)Behavioral Macroeconomics Via Sparse Dynamic Programming (2016)How time-inconsistent preferences influence venture capital exit decisions? A new perspective for grandstanding (2022)Assessing the economic viability of alternative water resources in water-scarce regions: Combining economic valuation, cost-benefit analysis and discounting (2009)Environmental Policy Theory Given Bounded Rationality and Other-regarding Preferences (2010)
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References

  • 2001Dynamic Choices of Hyperbolic Consumers516 cited
  • 1999Ramsey Meets Laibson in the Neoclassical Growth Model405 cited
  • 2003Consumption-Savings Decisions with Quasi-Geometric Discounting371 cited
  • 1990Nonlinear strategies in dynamic duopolistic competition with sticky prices210 cited

Cited by

  • 2012Instantaneous Gratification *198 cited
  • 2005Global warming and hyperbolic discounting156 cited
  • 2006Being serious about non-commitment: subgame perfect equilibrium in continuous time144 cited
  • 2010The golden rule when preferences are time inconsistent135 cited
  • 2017Consistent climate policies86 cited
  • 2011Non-constant discounting and differential games with random time horizon67 cited
  • 2011Time perspective and climate change policy61 cited
  • 2015Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model60 cited
  • 2014A great fish war model with asymmetric players56 cited
  • 2012Carbon Prices for the Next Thousand Years53 cited
  • 2017Time-consistent stopping under decreasing impatience50 cited
  • 2014

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Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting
46 cited
  • 2019The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case44 cited
  • 2015Time-Consistent Stopping Under Decreasing Impatience31 cited
  • 2019Time-Inconsistent Optimal Control Problems and Related Issues27 cited
  • 2013Consumption, investment and life insurance strategies with heterogeneous discounting25 cited