Pages that link to "Item:Q503395"

The following pages link to Optimal consumption and investment with Epstein-Zin recursive utility (Q503395):

Displaying 22 items.

• Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like (Q1624494) (← links)
• An expansion in the model space in the context of utility maximization (Q1709603) (← links)
• Consumption-portfolio choice with preferences for cash (Q1734595) (← links)
• Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
• Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
• Pandemic portfolio choice (Q2083972) (← links)
• The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) (Q2111246) (← links)
• Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305) (← links)
• Time-inconsistent life-cycle consumption and retirement choice with mortality risk (Q2161886) (← links)
• Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
• Gain/loss asymmetric stochastic differential utility (Q2661667) (← links)
• Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions (Q2675417) (← links)
• Singular recursive utility (Q4584681) (← links)
• On the parabolic equation for portfolio problems (Q4989156) (← links)
• Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
• Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences (Q5163685) (← links)
• Stochastic control methods for optimization problems in Ornstein-Uhlenbeck spread models (Q6063623) (← links)
• Co-jumps and recursive preferences in portfolio choices (Q6076757) (← links)
• Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← links)
• Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
• Optimal consumption for recursive preferences with local substitution -- the case of certainty (Q6146455) (← links)
• Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)