Optimal saving rules for loss-averse agents under uncertainty

Economics Letters

Volumn 77, Issue 1, 2002, Pages 27-34

  Siegmann, Arjen ^a  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Behavioral value function; Consumption and savings; Loss aversion

Indexed keywords

EID: 0036721854     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(02)00113-1     Document Type: Article

References (9)

1. Buffer stocks and precautionary savings with loss aversion
2. Myopic loss aversion and the equity premium puzzle
3. Loss aversion in a consumption-savings model
4. Household saving: Micro theories and micro facts
5. Consumption puzzles and precautionary savings
6. How important is precautionary saving?
7. Prospect theory: An analysis of decision under risk
8. Precautionary saving: An explanation for excess sensitivity of consumption
9. Precautionary saving and the Deaton paradox