We investigate optimal investment-consumption problems under a new framework of forward recursive utilities. Specifically, we study the characterization of forward performance criteria and the associated optimal policies in the case of Epstein-Zin preferences. We make the link between this framework and the classical setting for specific portfolios. This talk is based on a joint work with Anis Matoussi and Thaleia Zariphopoulou.

Bensaid Zakaria20250702.pdf