Consumption and Portfolio Decisions when Expected Returns are Time Varying (Q4262978)
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scientific article; zbMATH DE number 1341314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption and Portfolio Decisions when Expected Returns are Time Varying |
scientific article; zbMATH DE number 1341314 |
Statements
Consumption and Portfolio Decisions when Expected Returns are Time Varying (English)
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22 September 1999
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approximate analytical solution
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optimal consumption
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portfolio choice
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infinitely lived investor
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Epstein-Zin-Weil utility
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