Consumption and portfolio optimization solvable problems with recursive preferences (Q6997937)
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scientific article; zbMATH DE number 8026547
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Consumption and portfolio optimization solvable problems with recursive preferences |
scientific article; zbMATH DE number 8026547 |
Statements
Consumption and portfolio optimization solvable problems with recursive preferences (English)
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11 April 2025
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stochastic volatility
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consumption and investment
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recursive preferences
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HJB equation
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Heston's model
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