The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. II: Existence, uniqueness and verification for $\vartheta \in (0,1)$
Crossref DOI link: https://doi.org/10.1007/s00780-022-00496-5
Published Online: 2022-12-16
Published Print: 2023-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Herdegen, Martin
Hobson, David
Jerome, Joseph
Text and Data Mining valid from 2022-12-16
Version of Record valid from 2022-12-16
Article History
Received: 14 July 2021
Accepted: 6 October 2022
First Online: 16 December 2022
Declarations
:
: The authors declare no competing interests.