Joseph Jerome
Original record- Institution
- University of Warwick
- Year
- 2021
- Country
- United Kingdom
- MGP identifier
- 281619
Dissertation: Optimal investment and consumption under infinite horizon Epstein-Zin stochastic differential utility
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisors 2
- Martin HerdegenETH Zürich · 2014
- David Graham HobsonUniversity of Cambridge · 1992
Students 0
No students recorded in this snapshot.