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Worst-Case premiums and identification of homothetic robust Epstein-Zin utility under a quadratic Model
Batbold, Bolorsuvd; Kikuchi, Kentaro; Kusuda, Koji - 2024
Persistent link: https://www.econbiz.de/10015154426
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Properties of Homothetic Robust Epstein-Zin Utility
Kusuda, Koji - 2025
Persistent link: https://www.econbiz.de/10015358362
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Generalizing the permanent income hypothesis with homothetic robust Epstein-Zin utility
Kusuda, Koji - 2025
Persistent link: https://www.econbiz.de/10015358699
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Some properties of generalized homothetic robust epstein-zin utility
Kusuda, Koji - 2025
Persistent link: https://www.econbiz.de/10015407237