Consumption-investment strategies with non-exponential discounting and logarithmic utility

Qian Zhao; Yang Shen; Jiaqin Wei

Year of publication:	2014
Authors:	Zhao, Qian ; Shen, Yang ; Wei, Jiaqin
Published in:	European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 238.2014, 3 (1.11.), p. 824-835
Subject:	Binary Decision Diagram (BDD) \| Consumption-investment problem \| Non-exponential discounting \| Time-inconsistency \| Multi-person differential game \| BSDEs \| Diskontierung \| Discounting \| Konsumtheorie \| Consumption theory \| Intertemporale Entscheidung \| Intertemporal choice \| Spieltheorie \| Game theory \| Entscheidung \| Decision

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