Results 11 to 20 of about 18,052,618 (311)
Time-Inconsistency with Rough Volatility [PDF]
SIAM Journal on Financial Mathematics, 2019 Motivated by recent advances in rough volatility, this paper investigates the impact of roughness on equilibrium feedback strategies for time-inconsistent objectives.
Bing Han, H. Y. Wong
semanticscholar +4 more sources
Dynamic Preference “Reversals” and Time Inconsistency [PDF]
SSRN Electronic Journal, 2021 We study identification of time inconsistency when an agent at time 0 makes an advance commitment, and later at time 1 can revise their choice after possibly receiving additional information. Roughly speaking, we prove that the only data that reject time-
P. Strack, Dmitry Taubinsky
semanticscholar +2 more sources
Technology and Time Inconsistency [PDF]
Journal of Political Economy, 2016 Policy makers have time-inconsistent preferences if they fear losing power or are endowed with hyperbolic discount factors. Politicians may thus seek to influence future policy choices, for example, by investing in green technologies that motivate later ...
Bård Harstad
semanticscholar +3 more sources
Time Inconsistency and Retirement Choice [PDF]
SSRN Electronic Journal, 2014 Hyperbolic discounting with naivete is widely believed to provide a better explanation than exponential discounting of why people borrow so much and why they wait so long to save for retirement. We reach a different set of conclusions.
T. Findley, F. Caliendo
semanticscholar +4 more sources
TIME INCONSISTENT RESOURCE CONSERVATION CONTRACTS [PDF]
Journal of Environmental Economics and Management, 2006 Are commonly observed resource conservation contracts efficient? In this paper we construct a model that embodies common characteristics of resource contracts.
Gulati, Sumeet, Vercammen, James
core +4 more sources
Grit, discounting, & time inconsistency. [PDF]
J Risk UncertainAbstract We study the association of the perseverance of effort and the consistency of interests components of the psychological measure of grit with economic measures of impatience and time inconsistency in the general population. We find that impatience is associated with grit through the perseverance of effort component.
König-Kersting C, Trautmann ST.
europepmc +5 more sources
Intentional time inconsistency
Theory and Decision, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Agah R. Turan
semanticscholar +2 more sources
Deep Just-In-Time Inconsistency Detection Between Comments and Source Code [PDF]
AAAI Conference on Artificial Intelligence, 2020 Natural language comments convey key aspects of source code such as implementation, usage, and pre- and post-conditions. Failure to update comments accordingly when the corresponding code is modified introduces inconsistencies, which is known to lead to ...
Sheena Panthaplackel +3 more
semanticscholar +1 more source
Time‐inconsistent contract theory
Mathematical Finance, 2023 AbstractThis paper investigates the moral hazard problem in finite horizon with both continuous and lump‐sum payments, involving a time‐inconsistent sophisticated agent and a standard utility maximizer principal: Building upon the so‐called dynamic programming approach in Cvitanić et al.
Camilo Hernández, Dylan Possamaï
openaire +2 more sources
Time-Inconsistent Charitable Giving [PDF]
Journal of Public Economics, 2016 Abstract We usually assume purchasers of commodities experience utility at the point of transacting a purchase, when money and ownership are exchanged. With charitable giving, the social rewards from giving can begin being enjoyed the moment a decision to give has been made.
Andreoni, James, Serra-Garcia, Marta
openaire +3 more sources