HARA utility maximization in a Markov-switching bond–stock market (Q4555174)
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scientific article; zbMATH DE number 6981285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HARA utility maximization in a Markov-switching bond–stock market |
scientific article; zbMATH DE number 6981285 |
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HARA utility maximization in a Markov-switching bond–stock market (English)
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19 November 2018
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portfolio optimization
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Markov chains
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HARA utility
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Hamilton-Jacobi-Bellman equations
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