Online Appendix to the Paper: Approximate Analytical Solutions for Consumption/Investment Problems Under Recursive Utility and Finite Horizon

44 Pages Posted: 29 Sep 2015 Last revised: 14 Oct 2015

See all articles by Carlos Heitor Campani

Carlos Heitor Campani

The COPPEAD Graduate School of Business - Federal University of Rio de Janeiro (UFRJ)

René Garcia

Université de Montréal ; Toulouse School of Economics

Abraham Lioui

EDHEC Business School and Scientific Beta Research Chair

Date Written: October 13, 2015

Abstract

This is the online appendix to our working paper called "Approximate Analytical Solutions for Consumption/Investment Problems under Recursive Utility and Finite Horizon".

Suggested Citation

Campani, Carlos Heitor and Garcia, René and Lioui, Abraham, Online Appendix to the Paper: Approximate Analytical Solutions for Consumption/Investment Problems Under Recursive Utility and Finite Horizon (October 13, 2015). Available at SSRN: https://ssrn.com/abstract=2664173 or http://dx.doi.org/10.2139/ssrn.2664173

Carlos Heitor Campani (Contact Author)

The COPPEAD Graduate School of Business - Federal University of Rio de Janeiro (UFRJ) ( email )

Rua Pascoal Lemme n. 355
Rio de Janeiro, 21949-961
Brazil

HOME PAGE: http://www.coppead.ufrj.br

René Garcia

Université de Montréal ( email )

C.P. 6128, succursale Centre-Ville
3150, rue Jean-Brillant, bureau C-6027
Montreal, Quebec H3C 3J7
Canada
514-7018807 (Phone)

HOME PAGE: http://https://myrenegarcia.wordpress.com

Toulouse School of Economics ( email )

Toulouse
France

Abraham Lioui

EDHEC Business School and Scientific Beta Research Chair ( email )

France

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