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The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations

Published Online: 2022-12-16

Published Print: 2023-01

Authors

Herdegen, Martin

Hobson, David

Jerome, Joseph
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Text and Data Mining valid from 2022-12-16

Version of Record valid from 2022-12-16
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Article History

Received: 14 July 2021

Accepted: 6 October 2022

First Online: 16 December 2022

Declarations

:

: The authors declare no competing interests.

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