![HoF Logo](/xmlui/themes/Mirage2/images/HoF_Titel-698-320.png)
Suche
Anzeige der Dokumente 1-1 von 1
Optimal Consumption and Investment with Epstein-Zin Recursive Utility
(2016-07-04)
We study continuous-time optimal consumption and investment with Epstein-Zin recursive preferences in incomplete markets. We develop a novel approach that rigorously constructs the solution of the associated Hamilton-Jac ...