Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions
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Publication:1656433
DOI10.1007/s00291-017-0502-2zbMath1415.91272OpenAlexW2771722649WikidataQ126592619 ScholiaQ126592619MaRDI QIDQ1656433
Huiling Wu, Chengguo Weng, Yan Zeng
Publication date: 10 August 2018
Published in: OR Spectrum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00291-017-0502-2
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