Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions
type: Item
instance of: scholarly article
title: Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions
zbMATH Open document ID: 1415.91272
author: Huiling Wu
author: Chengguo Weng
author: Yan Zeng
published in: OR Spectrum
publication date: 2018-08-10T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 6916169
zbMATH Keywords: Nash equilibrium
zbMATH Keywords: stochastic discount rate
zbMATH Keywords: investment-consumption
zbMATH Keywords: regime switching
MaRDI profile type: Publication
full work available at URL: s00291-017-0502-2
OpenAlex ID: W2771722649
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Wikidata QID: Q126592619
DOI: 10.1007/S00291-017-0502-2
description: scientific article; zbMATH DE number 6916169