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Time Consistency and Utility Weighted Discount Rates

https://doi.org/10.2139/ssrn.3101522
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s001860050098openalex-extracted
Optimal investment and consumption models with non-linear stock dynamics
inferredcites →https://doi.org/10.1007/s11579-008-0014-6openalex-extracted
Investment and consumption without commitment
inferredcites →https://doi.org/10.1016/0022-0531(71)90038-xopenalex-extracted
Optimum consumption and portfolio rules in a continuous-time model
inferredcites →https://doi.org/10.1016/b978-0-12-268201-8.50010-4openalex-extracted
Stochastic Differential Equations
inferredcites →https://doi.org/10.1016/j.mathsocsci.2014.07.001openalex-extracted
Investment–consumption with regime-switching discount rates
inferredcites →https://doi.org/10.1023/a:1022269617674openalex-extracted
A Note on Option Pricing for the Constant Elasticity of Variance Model
inferredcites →https://doi.org/10.1111/j.1467-9965.2011.00515.xopenalex-extracted
MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
inferredcites →https://doi.org/10.1137/100810034openalex-extracted
Time-Consistent Portfolio Management
inferredcites →https://doi.org/10.1257/002205102320161311openalex-extracted
Time Discounting and Time Preference: A Critical Review
inferredcites →https://doi.org/10.12775/tmna.1996.040openalex-extracted
Fixed point theorems and characterizations of metric completeness
inferredcites →https://doi.org/10.2139/ssrn.2727480openalex-extracted
A Theory of Markovian Time Inconsistent Stochastic Control in Continuous Time
inferredcites →https://doi.org/10.2139/ssrn.2854526openalex-extracted
Asset Pricing with Dynamically Inconsistent Agents
inferredcites →https://doi.org/10.2307/1926560openalex-extracted
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
inferredcites →https://doi.org/10.2307/2967612openalex-extracted
A Note on Measurement of Utility
inferredcites →https://doi.org/10.3934/mcrf.2012.2.271openalex-extracted
Time-inconsistent optimal control problems and the equilibrium HJB equation
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