Pages that link to "Item:Q503396"

The following pages link to Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396):

Displaying 11 items.

• Optimal consumption and investment with Epstein-Zin recursive utility (Q503395) (← links)
• Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
• The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations (Q2111245) (← 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)
• Gain/loss asymmetric stochastic differential utility (Q2661667) (← links)
• Quasi-hyperbolic discounting under recursive utility and consumption-investment decisions (Q2675417) (← links)
• On the parabolic equation for portfolio problems (Q4989156) (← 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)
• Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)