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A generalized stochastic differential utility driven by G-Brownian motion
Lin, Qian, (2020)
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin, (2023)
Epstein-Zin utility maximization on a random horizon
Aurand, Joshua, (2023)
Equilibrium with new investment opportunities
Wang, Tan, (2001)
Conditional preferences and updating
Wang, Tan, (2003)
Discussion of "Asset prices, liquidity, and monetary policy in an exchange economy"
Wang, Tan, (2011)