HARA frontiers of optimal portfolios in stochastic markets
type: Item
instance of: scholarly article
title: HARA frontiers of optimal portfolios in stochastic markets
zbMATH Open document ID: 1253.91164
author: Ethem Çanakoğlu
author: Süleyman Özekici
published in: European Journal of Operational Research
publication date: 2012-12-29T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6119430
zbMATH Keywords: Markov processes
zbMATH Keywords: dynamic programming
zbMATH Keywords: portfolio optimization
zbMATH Keywords: optimal control
zbMATH Keywords: HARA utility functions
zbMATH Keywords: HARA frontiers
MaRDI profile type: Publication
full work available at URL: j.ejor.2011.10.012
OpenAlex ID: W2034451266
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DOI: 10.1016/J.EJOR.2011.10.012
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description: scientific article; zbMATH DE number 6119430