Feng, Zixin
- Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets
2024/07/29 by Zixin Feng, Feng, Zixin, Dejian Tian +3 · 2 citations
Economics, Econometrics and Finance · #Economic theories and models #Complex Systems and Time Series Analysis #Stochastic processes and financial applications
- Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints
2021/11/17 by Zixin Feng, Dejian Tian, Feng, Zixin +1 · 1 citation
Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications