Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433)
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scientific article; zbMATH DE number 6916169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions |
scientific article; zbMATH DE number 6916169 |
Statements
Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (English)
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10 August 2018
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Nash equilibrium
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stochastic discount rate
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investment-consumption
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regime switching
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