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"Consumption-investment optimization with Epstein-Zin utility in incomplete ..."

Hao Xing (2017)

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DOI: 10.1007/S00780-016-0297-Z

access: closed

type: Journal Article

metadata version: 2024-02-05

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Hao Xing:
Consumption-investment optimization with Epstein-Zin utility in incomplete markets. Finance Stochastics 21(1): 227-262 (2017)

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