Consumption–investment optimization with Epstein–Zin utility in incomplete markets
Work
Year: 2016
Type: article
Source: Finance and Stochastics
Author Hao Xing
Institution London School of Economics and Political Science
Cites: 49
Cited by: 40
Related to: 10
FWCI: 4.386
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: closed