DOI10.1111/mafi.12245MaRDI QIDQ5855951
Johannes Muhle-Karbe, Frank Thomas Seifried, Yaroslav Melnyk
Publication date: 23 March 2021 Published in: Mathematical Finance (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1111/mafi.12245
zbMATH Keywords
asymptotics; transaction costs; recursive utility; lifetime investment and consumption; Epstein-Zin
Mathematics Subject Classification ID
91G10: Portfolio theory