Ausgabe 1/2023
Inhalt (7 Artikel)
Open Access
The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations
Martin Herdegen, David Hobson, Joseph Jerome
Open Access
The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. II: Existence, uniqueness and verification for
Martin Herdegen, David Hobson, Joseph Jerome
Martingale Schrödinger bridges and optimal semistatic portfolios
Marcel Nutz, Johannes Wiesel, Long Zhao