Pages that link to "Item:Q402100"

The following pages link to Stochastic differential utility as the continuous-time limit of recursive utility (Q402100):

Displaying 14 items.

• Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← links)
• Dynamic choice with constant source-dependent relative risk aversion (Q889253) (← links)
• Continuous-time smooth ambiguity preferences (Q1657303) (← links)
• Backward nonlinear expectation equations (Q1702883) (← links)
• Consumption-portfolio choice with preferences for cash (Q1734595) (← links)
• Optimal investment, consumption and life insurance strategies under stochastic differential utility with habit formation (Q2097503) (← links)
• The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations (Q2111245) (← links)
• Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305) (← links)
• Nonrecursive separation of risk and time preferences (Q2201707) (← links)
• Gain/loss asymmetric stochastic differential utility (Q2661667) (← links)
• Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions (Q2675417) (← links)
• Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
• Pathwise Dynamic Programming (Q5219679) (← links)
• Valuation risk revalued (Q6067180) (← links)