A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion

B-Tier
Journal: European Economic Review
Year: 2008
Volume: 52
Issue: 8
Pages: 1338-1352

Authors (3)

Kuznitz, Arik (not in RePEc) Kandel, Shmuel Fos, Vyacheslav (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper studies a consumption and portfolio choice problem of a long-lived investor who derives pleasure not only from current consumption, but also from the contemplation of future consumption. The model assumes that all effects of future consumption on current well being are assumed to enter through a single variable--namely, the "stock of future consumption"--analogously to habit-formation models. The main implications of the model concern the incentives for savings, and the fundamental sources of risk in financial markets. It is shown that, when the stock market exhibits mean reversion, deriving utility from anticipation of future consumption has a tremendous effect on portfolio choice. In particular, mean allocation to stocks is much lower under the proposed preferences relative to the standard preferences, especially for high risk averse investors.

Technical Details

RePEc Handle
repec:eee:eecrev:v:52:y:2008:i:8:p:1338-1352
Journal Field
General
Author Count
3
Added to Database
2026-01-25