Pages that link to "Item:Q1718118"
From MaRDI portal
The following pages link to The \textit{CEV} model and its application in a study of optimal investment strategy (Q1718118):
Displaying 10 items.
- Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) (← links)
- An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
- The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483) (← links)
- Constant elasticity of variance model and analytical strategies for annuity contracts (Q940151) (← links)
- Determining equivalent administrative charges for defined contribution pension plans under CEV model (Q1721206) (← links)
- Optimal portfolio management in a modified constant elasticity of variance model (Q1742187) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
- Invariant approach to optimal investment-consumption problem: the constant elasticity of variance (CEV) model (Q2977927) (← links)
- Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
- On the constant elasticity of variance model for the utility maximization problem with multiple risky assets (Q5382722) (← links)