Before revision:  Analytical solutions are derived for the three problems: mean-variance portfolio problem (MVP) with constant risk aversion, MVP with a state-dependent risk aversion , and an investment/consumption problem with non-exponential discounting .
After revision:  Analytical solutions are derived for the three problems: mean-variance portfolio problem (MVP) with constant risk aversion, MVP for log-returns , and an investment/consumption problem with non-exponential discounting .