On the constant elasticity of variance model for the utility maximization problem with multiple risky assets (Q5382722)
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scientific article; zbMATH DE number 7067547
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the constant elasticity of variance model for the utility maximization problem with multiple risky assets |
scientific article; zbMATH DE number 7067547 |
Statements
On the constant elasticity of variance model for the utility maximization problem with multiple risky assets (English)
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18 June 2019
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constant elasticity of variance model
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Hamilton-Jacobi-Bellman equation
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portfolio selection
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power and exponential utilities maximization
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Legendre transform
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