Pages that link to "Item:Q2111245"
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The following pages link to The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I: Foundations (Q2111245):
Displaying 6 items.
- Optimal consumption and investment with Epstein-Zin recursive utility (Q503395) (← links)
- Consumption-investment optimization with Epstein-Zin utility in incomplete markets (Q503396) (← 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)
- An elementary approach to the Merton problem (Q6054379) (← links)
- Stability of the Epstein-Zin problem (Q6641086) (← links)