The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) (Q2111246)
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scientific article; zbMATH DE number 7637401
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| English | The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) |
scientific article; zbMATH DE number 7637401 |
Statements
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) (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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existence and uniqueness
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verification
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optional strong supermartingales
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0.9707706
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0.87870556
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0.87533313
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0.86745787
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0.8657404
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0.86111724
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