Consumption, investment and life insurance strategies with heterogeneous discounting
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference16 articles.
1. A consumption–investment problem with heterogeneous discounting;de-Paz;Mathematical Social Sciences,2013
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3. Time-consistent portfolio management;Ekeland;SIAM Journal on Financial Mathematics,2012
4. Time discounting and time preference: a critical review;Frederick;Journal of Economic Literature,2002
5. Non-constant discounting in continuous time;Karp;Journal of Economic Theory,2007
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