The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations (Q2111245)
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scientific article; zbMATH DE number 7637400
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| English | The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations |
scientific article; zbMATH DE number 7637400 |
Statements
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations (English)
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28 December 2022
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Epstein-Zin stochastic differential utility
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lifetime investment and consumption
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backward stochastic differential equations
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discounted aggregator
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0.9261704683303832
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0.8485459089279175
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0.8225849270820618
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0.8168478012084961
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0.7995732426643372
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