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Consumption, investment and life insurance strategies with heterogeneous discounting
15 references·0 citing·37 second hop
Consumption, investment and life insurance strategies with heterogeneous discounting (2013)Consumption, investment and life insuranc…Time-Consistent Portfolio Management (2012)Time-Consistent Portfolio Man…Heterogeneous discounting in economic problems (2011)Heterogeneous discounting in …The golden rule when preferences are time inconsistent (2010)The golden rule when preferen…Consumption and portfolio rules for time-inconsistent investors (2009)Consumption and portfolio rul…The Calculus of Retirement Income: Financial Models for Pension Annuities and Life Insurance (2006)The Calculus of Retirement In…Optimal life insurance purchase and consumption/investment under uncertain lifetime (2006)Optimal life insurance purcha…Non-constant discounting in continuous time (2005)Non-constant discounting in c…Time Discounting and Time Preference: A Critical Review (2002)Time Discounting and Time Pre…Uncertain Lifetime, the Theory of the Consumer, and the Life Cycle Hypothesis (1992)Uncertain Lifetime, the Theor…Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model (1975)Optimal consumption, portfoli…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…Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…A Note on Measurement of Utility (1937)A Note on Measurement of Util…Golden Eggs and Hyperbolic Discounting (1997)Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion (2013)Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps (2013)Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions (2015)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)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)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Field Experiments (2004)Cognitive Reflection and Decision Making (2005)Psychology and Economics: Evidence from the Field (2009)Precautionary Saving and Social Insurance (1995)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)Capital Market Equilibrium with Personal Tax (1983)Optimal Portfolio Selection with Transaction Costs and Finite Horizons (2002)A Monte Carlo Method for Optimal Portfolios (2003)Handbook of Emotions (1993)The Handbook of Economic Sociology (1994)The Economics and Psychology of Personality Traits (2008)Portfolio choice and mortality-contingent claims: The general HARA case (2008)Life insurance purchase behaviour: A systematic review and directions for future research (2021)Non-constant discounting and differential games with random time horizon (2011)Time perspective and climate change policy (2011)Time-consistent mean-variance reinsurance-investment strategy for insurers under CEV model (2015)
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References

  • 2002Time Discounting and Time Preference: A Critical Review6,395 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 1937A Note on Measurement of Utility2,177 cited
  • 1968On Second-Best National Saving and Game-Equilibrium Growth1,450 cited
  • 1975Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model436 cited
  • 2006Optimal life insurance purchase and consumption/investment under uncertain lifetime203 cited
  • 2012Time-Consistent Portfolio Management138 cited
  • 2010The golden rule when preferences are time inconsistent135 cited
  • 2005Non-constant discounting in continuous time126 cited
  • 2009Consumption and portfolio rules for time-inconsistent investors104 cited
  • 2006The Calculus of Retirement Income: Financial Models for Pension Annuities and Life Insurance84 cited
  • 1992Uncertain Lifetime, the Theory of the Consumer, and the Life Cycle Hypothesis70 cited
  • 2011Heterogeneous discounting in economic problems

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