Pages that link to "Item:Q5964521"
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The following pages link to Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate (Q5964521):
Displaying 4 items.
- Efficient portfolio dependent on Cox-Ingersoll-Ross interest rate (Q355333) (← links)
- Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
- Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation (Q3427513) (← links)
- Optimal consumption problem in the Vasicek model (Q3455473) (← links)