Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433)
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scientific article; zbMATH DE number 6916169
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| English | Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions |
scientific article; zbMATH DE number 6916169 |
Statements
Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (English)
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10 August 2018
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Nash equilibrium
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stochastic discount rate
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investment-consumption
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regime switching
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0.8190189003944397
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0.8116405010223389
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0.8008891344070435
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0.7983343601226807
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0.7916185259819031
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