Optimal investment strategy for a family with a random household expenditure under the CEV model

DOI10.1080/03610926.2020.1851718OpenAlexW3110473498MaRDI QIDQ5095988

Hailong Liu, Danping Li, Xiaotao Liu

Publication date: 12 August 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1851718

zbMATH Keywords

Feynman-Kac formulaconstant elasticity of varianceoptimal investment strategystochastic household expenditure

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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