Consumption and portfolio rules whit stochastic hyperbolic discounting
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- Victor Stango & Joanne Yoong & Jonathan Zinman, 2017.
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- Victor Stango & Joanne Yoong & Jonathan Zinman, 2018. "Quicksand or Bedrock for Behavioral Economics? Assessing Foundational Empirical Questions," Working Papers wp378, University of Michigan, Michigan Retirement Research Center.
- Victor Stango & Jonathan Zinman, 2019.
"We Are All Behavioral, More or Less: Measuring and Using Consumer-Level Behavioral Sufficient Statistics,"
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- Victor Stango & Jonathan Zinman, 2019. "We are all Behavioral, More or Less: Measuring and Using Consumer-level Behavioral Sufficient Statistics," NBER Working Papers 25540, National Bureau of Economic Research, Inc.
- Victor Stango & Joanne Yoong & Jonathan Zinman, 2017. "The Quest for Parsimony in Behavioral Economics: New Methods and Evidence on Three Fronts," NBER Working Papers 23057, National Bureau of Economic Research, Inc.
- Zou, Ziran & Chen, Shou & Wedge, Lei, 2014. "Finite horizon consumption and portfolio decisions with stochastic hyperbolic discounting," Journal of Mathematical Economics, Elsevier, vol. 52(C), pages 70-80.
- Shigeta, Yuki, 2022. "Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions," Journal of Economic Theory, Elsevier, vol. 204(C).
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Keywords
consumption; savings; portfolio choice; risk; hyperbolic discounting;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2013-12-15 (Operations Research)
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