The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) (Q2111246)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) |
scientific article; zbMATH DE number 7637401
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) |
scientific article; zbMATH DE number 7637401 |
Statements
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II: Existence, uniqueness and verification for \(\vartheta \in (0,1)\) (English)
0 references
28 December 2022
0 references
Epstein-Zin stochastic differential utility
0 references
lifetime investment and consumption
0 references
existence and uniqueness
0 references
verification
0 references
optional strong supermartingales
0 references
0 references
0 references
0.9707706
0 references
0.87870556
0 references
0.87533313
0 references
0.86745787
0 references
0.8657404
0 references
0.86111724
0 references
