"Equilibrium consumption and portfolio decisions with stochastic discount ..."

Huiling Wu, Chengguo Weng, Yan Zeng (2018)

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DOI: 10.1007/S00291-017-0502-2

access: closed

type: Journal Article

metadata version: 2020-03-06

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Huiling Wu, Chengguo Weng, Yan Zeng:
Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions. OR Spectr. 40(2): 541-582 (2018)

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