A convergence of optimal investment strategies for the HARA utility functions
type: Item
instance of: scholarly article
zbMATH Open document ID: 1411.91292
author: Jai Heui Kim
publication date: 2016-04-13T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6568476
zbMATH Keywords: stochastic optimal solution
zbMATH Keywords: constant elasticity of variance model
zbMATH Keywords: HARA utility function
zbMATH Keywords: extended logarithmic utility function
MaRDI profile type: Publication
full work available at URL: eamj.2015.009
OpenAlex ID: W2331002660
DOI: 10.7858/EAMJ.2015.009
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title: A convergence of optimal investment strategies for the HARA utility functions
published in: East Asian Mathematical Journal
description: scientific article; zbMATH DE number 6568476