Consumption habits and humps
From MaRDI portal
Publication:2403450
DOI10.1007/s00199-016-0984-1zbMath1395.91290OpenAlexW3124956584MaRDI QIDQ2403450
Frank Thomas Seifried, Sebastian Wagner, Claus Munk, Holger Kraft
Publication date: 8 September 2017
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://research-api.cbs.dk/ws/files/46790553/claus_munk_consumption_habits_and_humps_acceptedversion.pdf
Related Items (13)
Annuity and insurance choice under habit formation ⋮ Optimal reinsurance problems with extrapolative claim expectation ⋮ Demand for non-life insurance under habit formation ⋮ On the effects of changing mortality patterns on investment, labour and consumption under uncertainty ⋮ Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach ⋮ Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case ⋮ Investment-consumption-insurance optimisation problem with multiple habit formation and non-exponential discounting ⋮ Optimal consumption with time-inconsistent preferences ⋮ The annuity puzzle and consumption hump under ambiguous life expectancy ⋮ On the closed-form solution of an endogenous growth model with anticipated consumption ⋮ Optimal proportional reinsurance with a loss-dependent premium principle ⋮ Solving life-cycle problems with biometric risk by artificial insurance markets ⋮ Robust reinsurance contract with asymmetric information in a stochastic Stackelberg differential game
Cites Work
- Unnamed Item
- Optimum consumption and portfolio rules in a continuous-time model
- Multiplicative habit formation and consumption: a note
- Relative risk aversion: what do we know?
- Optimal consumption and portfolio rules with intertemporally dependent utility of consumption
- Dynamic specifications in optimizing trend-deviation macro models.
- Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
- Eliciting Risk and Time Preferences
- Does Income Inequality Lead to Consumption Inequality? Evidence and Theory1
- Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis
- An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
- Consumption Over the Life Cycle
- Optimal Growth with Intertemporally Dependent Preferences
- What Do Data on Millions of U.S. Workers Reveal About Lifecycle Earnings Dynamics?
This page was built for publication: Consumption habits and humps
