Pages that link to "Item:Q4962461"
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The following pages link to Convex duality for Epstein–Zin stochastic differential utility (Q4962461):
Displayed 8 items.
- Recursive utility optimization with concave coefficients (Q2001553) (← links)
- The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations (Q2111245) (← links)
- The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) (Q2111246) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints (Q6090959) (← links)
- Optimal consumption for recursive preferences with local substitution -- the case of certainty (Q6146455) (← links)
- Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)