Tokyo Keizai University Institutional Repository: Existence, Comparison, and Uniqueness of the Epstein–Zin Stochastic Differential Utility with Unit Elasticity of Intertemporal Substitution


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Please use this identifier to cite or link to this item: http://hdl.handle.net/11150/12283

Title:	Existence, Comparison, and Uniqueness of the Epstein–Zin Stochastic Differential Utility with Unit Elasticity of Intertemporal Substitution
Authors:	重田, 雄樹 SHIGETA, Yuki
Issue Date:	12-Mar-2026
Publisher:	東京経済大学経済学会
Start Page:	1
End Page:	53
URI:	http://hdl.handle.net/11150/12283
Appears in Collections:	002Existence, Comparison, and Uniqueness of the Epstein–Zin Stochastic Differential Utility

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