Consumption and portfolio decisions with uncertain lifetimes
Year of publication: |
2020
|
---|---|
Authors: | Chen, Shou ; Fu, Richard ; Wedge, Lei ; Zou, Ziran |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 3, p. 507-545
|
Subject: | Time inconsistency | Equilibrium strategies | Uncertain lifetime | Consumption and portfolio choices | Non-hyperbolic discounting | Konsumtheorie | Consumption theory | Portfolio-Management | Portfolio selection | Intertemporale Entscheidung | Intertemporal choice |
-
Time-consistent investment and consumption strategies under a general discount function
Alia, Ishak, (2021)
-
Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting
Zou, Ziran, (2014)
-
Do time preferences matter in intertemporal consumption and portfolio decisions?
Chen, Shou, (2019)
- More ...
-
Uncertainty of capital productivity and declining discount rates
Chen, Shou, (2019)
-
Non-hyperbolic discounting and dynamic preference reversal
Chen, Shou, (2019)
-
Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting
Zou, Ziran, (2014)
- More ...