The Infinite Horizon Investment-Consumption Problem for Epstein-Zin Stochastic Differential Utility



Jerome, Joseph ORCID: 0000-0002-8312-0053, Hobson, David and Herdegen, Martin
The Infinite Horizon Investment-Consumption Problem for Epstein-Zin Stochastic Differential Utility. Unknown. (Submitted)

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Item Type: Article
Divisions: Faculty of Science and Engineering > School of Electrical Engineering, Electronics and Computer Science
Depositing User: Symplectic Admin
Date Deposited: 14 Mar 2022 17:05
Last Modified: 14 Mar 2022 17:05
Open Access URL: https://arxiv.org/abs/2107.06593
URI: https://livrepository.liverpool.ac.uk/id/eprint/3150777