Discounting, Diversity, and Investment


This paper presents the class of weighted discount functions, which contains the discount functions commonly used in economics and finance. Weighted discount functions may describe: the discounting behavior of groups;... [ view full abstract ]


  1. Wei Wei (University of Waterloo)
  2. Xunyu Zhou (Columbia University)
  3. Sebastian Ebert (Frankfurt School of Finance and Management)

Topic Areas

Game Theory , Optimal Investment , Optimal Stopping


MO-A-BU » Dynamic Preferences (11:30 - Monday, 16th July, Burke Theater)

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