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Stochastic processes and financial applicationsCapital Investment and Risk AnalysisDecision-Making and Behavioral Economics

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

Y. Shigeta

2026.5.27FINANCE AND STOCHASTICS

DOI: 10.1007/s00780-026-00594-8

Abstract

Abstract is not available.

Citation format

SHIGETA, Y. An economic interpretation and mathematical analysis of epstein–zin stochastic differential utility for an infinite horizon when $\theta <0$. FINANCE AND STOCHASTICS, 2026, 30(3): 765–819.