@article{optimalconsumptionandportfolioselection, title = {Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints}, author = {Zixin Feng and Dejian Tian}, year = {2021}, eprint = {2111.09032}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2111.09032v3}, }