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Zhu, Zimu

  1. Optimal Comfortable Consumption under Epstein-Zin utility
    2025/02/21 by Tian, Dejian, Tian, Weidong, Zhu, Zimu · 2 citations
    #91G10 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
  2. Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint
    2025/09/26 by Tian, Dejian, Tian, Weidong, Zhou, Jianjun +1 · 1 citation
    #49L20 #60H20 #91G10 #91G80 #93E20 #FOS: Economics and business #Portfolio Management (q-fin.PM)