Lifetime investment and consumption with recursive preferences and small transaction costs (Q5855951)

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scientific article; zbMATH DE number 7326778
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    Lifetime investment and consumption with recursive preferences and small transaction costs
    scientific article; zbMATH DE number 7326778

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      Lifetime investment and consumption with recursive preferences and small transaction costs (English)
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      23 March 2021
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      asymptotics
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      Epstein-Zin
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      lifetime investment and consumption
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      recursive utility
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      transaction costs
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