An economic interpretation and mathematical analysis of Epstein–Zin stochastic differential utility for an infinite horizon when $\theta <0$

Finance and Stochastics 2026

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Authors: Yuki Shigeta

DOI: 10.1007/s00780-026-00594-8

Cited by: 1

References: 29

Fields of Study & Subjects

Stochastic processes and financial applications Capital Investment and Risk Analysis Decision-Making and Behavioral Economics

References 29