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Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints

  • Release time:2024-06-02
  • Hits:
  • DOI number: 

    DOI:10.3934/puqr.2023012
  • Affiliation of Author(s): 

    数学学院
  • Funded by: 

    国家自然科学基金项目
  • First Author: 

    冯子鑫
  • Co-author: 

    tiandejian
  • Indexed by: 

    Journal paper
  • Document Code: 

    5b5bb2948ee0aa4e018f0355d8376834
  • Translation or Not: 

    no
  • Date of Publication: 

    2023-06-01