43 citations · 45 across the 6 of their papers we have counts for
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q-fin.GN2021
Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence
Jing Guo, Xue Dong He
We consider a generalization of the recursive utility model by adding a new component that represents utility of investment gains and losses. We also study the utility process in t…
math.OC2021
Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation
Xue Dong He, Xun Yu Zhou
Time inconsistency is prevalent in dynamic choice problems: a plan of actions to be taken in the future that is optimal for an agent today may not be optimal for the same agent in…