Optimal consumption for recursive preferences with local substitution — the case of certainty-Reference-Cited by-同舟云学术

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Optimal consumption for recursive preferences with local substitution — the case of certainty

Published:2024-02 Issue: Volume:110 Page:102932
ISSN:0304-4068
Container-title:Journal of Mathematical Economics
language:en
Short-container-title:Journal of Mathematical Economics

Author:

Li Hanwu^ORCID,Riedel Frank,Yang Shuzhen

Funder

Shandong University

Deutsche Forschungsgemeinschaft

National Natural Science Foundation of China

Natural Science Foundation of Shandong Province

National Key Research and Development Program of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference23 articles.

1. A singular stochastic control problem in an unbounded domain;Alvarez;Commun. Partial Differ. Eqs.,1994

2. Non-time additive utility optimization-the case of certainty;Bank;J. Math. Econ.,2000

3. Optimal consumption choice with intertemporal substitution;Bank;Ann. Appl. Probab.,2001

4. Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution;Benth;Finance Stoch.,2001

5. Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: a viscosity solution approach;Benth;Finance Stoch.,2001

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