Feng, Zixin; Tian, Dejian Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints. (English) Zbl 07768494 Probab. Uncertain. Quant. Risk 8, No. 2, 281-308 (2023). MSC: 91G10 60H30 PDFBibTeX XMLCite \textit{Z. Feng} and \textit{D. Tian}, Probab. Uncertain. Quant. Risk 8, No. 2, 281--308 (2023; Zbl 07768494) Full Text: DOI arXiv
Bian, Baojun; Zheng, Harry Turnpike property and convergence rate for an investment and consumption model. (English) Zbl 1410.91410 Math. Financ. Econ. 13, No. 2, 227-251 (2019). MSC: 91G10 49N15 PDFBibTeX XMLCite \textit{B. Bian} and \textit{H. Zheng}, Math. Financ. Econ. 13, No. 2, 227--251 (2019; Zbl 1410.91410) Full Text: DOI arXiv
Hata, Hiroaki; Sekine, Jun Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps. (English) Zbl 1418.91474 Asia-Pac. Financ. Mark. 24, No. 3, 221-252 (2017). MSC: 91G10 60J75 91G80 PDFBibTeX XMLCite \textit{H. Hata} and \textit{J. Sekine}, Asia-Pac. Financ. Mark. 24, No. 3, 221--252 (2017; Zbl 1418.91474) Full Text: DOI
Xing, Hao Consumption-investment optimization with Epstein-Zin utility in incomplete markets. (English) Zbl 1352.93107 Finance Stoch. 21, No. 1, 227-262 (2017). MSC: 93E20 91G10 60H10 PDFBibTeX XMLCite \textit{H. Xing}, Finance Stoch. 21, No. 1, 227--262 (2017; Zbl 1352.93107) Full Text: DOI arXiv