Optimal saving rules for loss-averse agents under uncertainty

DOI10.1016/S0165-1765(02)00113-1zbMath1015.91038MaRDI QIDQ1614805

Arjen Siegmann

Publication date: 9 September 2002

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

loss aversionbehavioral value functionconsumption and savings

Mathematics Subject Classification ID

Individual preferences (91B08) Consumer behavior, demand theory (91B42)

Related Items (4)

Optimal consumption with reference-dependent preferences in on-the-job search and savings ⋮ Loss Aversion and Consumption Plans with Stochastic Reference Points ⋮ Degeneracy resolution for bilinear utility functions ⋮ On probabilities and loss aversion

Cites Work

• Prospect Theory: An Analysis of Decision under Risk
• Myopic Loss Aversion and the Equity Premium Puzzle

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