Open AccessAPPROXIMATE ANALYTICAL SOLUTION TO CONSUMPTION AND LONG-TERM SECURITY INVESTMENT OPTIMIZATION PROBLEM WITH EPSTEIN-ZIN UTILITY
Author(s) -
Bolorsuvd Batbold,
Kentaro Kikuchi,
Koji Kusuda
Publication year - 2019
Publication title -
transactions of the operations research society of japan
Language(s) - English
Resource type - Journals
eISSN - 2188-8280
pISSN - 1349-8940
DOI - 10.15807/torsj.62.23
Subject(s) - term (time) , consumption (sociology) , investment (military) , optimization problem , economics , computer science , mathematical optimization , mathematics , physics , political science , sociology , social science , quantum mechanics , politics , law