Optimal consumption and investment with Epstein-Zin recursive utility
Holger Kraft, Thomas Seiferling, Frank Thomas Seifried
| Year of publication: |
January 2017
|
|---|---|
| Authors: | Kraft, Holger ; Seiferling, Thomas ; Seifried, Frank Thomas |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 21.2017, 1, p. 187-226
|
| Subject: | Consumption-portfolio choice | Asset pricing | Stochastic differential utility | Incomplete markets | Fixed point approach | FBSDE | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | CAPM | Konsumtheorie | Consumption theory | Nachfragetheorie des Haushalts | Consumer demand theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-016-0316-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011944068