Pages that link to "Item:Q2799673"
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The following pages link to A convergence of optimal investment strategies for the HARA utility functions (Q2799673):
Displaying 5 items.
- Sup-convolutions of HARA utilities in the affine term structure (Q816443) (← links)
- Convergence of utility functions and convergence of optimal strategies (Q1887267) (← links)
- HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (Q2073105) (← links)
- Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422) (← links)