Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints
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Publication:6090959
DOI10.3934/puqr.2023012zbMath1530.91526arXiv2111.09032MaRDI QIDQ6090959
Publication date: 21 November 2023
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.09032
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