Pages that link to "Item:Q1655923"
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The following pages link to Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923):
Displaying 6 items.
- Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
- Legendre transform-dual solution for a class of investment and consumption problems with HARA utility (Q1718893) (← links)
- On a parabolic partial differential equation and system modeling a production planning problem (Q2127566) (← links)
- Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422) (← links)
- Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate (Q5964521) (← links)
- Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)