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The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin, (2023)
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. II : existence, uniqueness and verification for θ ∈ (0, 1)
The Infinite Horizon Investment-Consumption Problem for Epstein-Zin Stochastic Differential Utility
Jerome, Joseph, (2021)