Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923)
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scientific article; zbMATH DE number 6915807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio and consumption rule with a CIR model under HARA utility |
scientific article; zbMATH DE number 6915807 |
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Optimal portfolio and consumption rule with a CIR model under HARA utility (English)
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10 August 2018
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CIR model
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optimal portfolios and consumption rules
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HARA utility
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Legendre transform-dual theory
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stochastic optimal control
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economic implication
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