"Optimal consumption and investment with Epstein-Zin recursive utility."

Holger Kraft, Thomas Seiferling, Frank Thomas Seifried (2017)

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DOI: 10.1007/S00780-016-0316-0

access: closed

type: Journal Article

metadata version: 2020-07-22

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Holger Kraft, Thomas Seiferling, Frank Thomas Seifried:
Optimal consumption and investment with Epstein-Zin recursive utility. Finance Stochastics 21(1): 187-226 (2017)

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