Optimal consumption and portfolio selection with Epstein–Zin utility under general constraints
-
Published:2023
Issue:2
Volume:8
Page:281-308
-
ISSN:2095-9672
-
Container-title:Probability, Uncertainty and Quantitative Risk
-
language:
-
Short-container-title:PUQR
Author:
Feng Zixin, ,Tian Dejian,
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Statistics and Probability,Applied Mathematics,Statistics, Probability and Uncertainty