Pages that link to "Item:Q2419998"
From MaRDI portal
The following pages link to An optimal consumption and investment problem with stochastic hyperbolic discounting (Q2419998):
Displaying 10 items.
- A consumption-investment problem with heterogeneous discounting (Q459384) (← links)
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
- Optimal investment strategy under time-inconsistent preferences and high-water mark contract (Q1785748) (← links)
- The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations (Q2111245) (← links)
- A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting (Q2452217) (← links)
- Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions (Q2675417) (← links)
- An optimal investment and consumption model with stochastic returns (Q3077453) (← links)
- OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036) (← links)