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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