activity
20182026
most citedExtended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems

28 citations · 101 across the 16 of their papers we have counts for

collaborators
Showing q-fin.PMShow all

1 paper · 1 filter

q-fin.PM2024

Periodic portfolio selection with quasi-hyperbolic discounting

Yushi Hamaguchi, Alex S. L. Tse

We introduce an infinite-horizon, continuous-time portfolio selection problem faced by an agent with periodic S-shaped preference and present bias. The inclusion of a quasi-hyperbo…