Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate (Q5964521)
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scientific article; zbMATH DE number 6547291
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate |
scientific article; zbMATH DE number 6547291 |
Statements
Portfolio rules with log consumption utility and Cox-Ingersoll-Ross interest rate (English)
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29 February 2016
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optimal consumption
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financial portfolio
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log utility function
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Cox-Ingersoll-Ross model
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upper and lower solution method
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