Life-cycle planning model with stochastic volatility and recursive preferences
Hao Wang, Dongdong Liu, Lin Xu, Ning Wang
| Year of publication: |
2025
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|---|---|
| Authors: | Wang, Hao ; Liu, Dongdong ; Xu, Lin ; Wang, Ning |
| Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 25.2025, 2, Art.-No. e70025, p. 1-22
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| Subject: | consumption | investment | life-insurance | recursive utility | stochastic volatility | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | CAPM | Intertemporale Entscheidung | Intertemporal choice |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/irfi.70025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015457626