Optimal investment and consumption with default risk: HARA utility
type: Item
instance of: scholarly article
title: Optimal investment and consumption with default risk: HARA utility
zbMATH Open document ID: 1273.91417
author: Xindan Li
author: Xuewei Yang
author: Lijun Bo
author: Yongjin Wang
published in: Asia-Pacific Financial Markets
publication date: 2013-09-20T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6209846
zbMATH Keywords: optimal control
zbMATH Keywords: portfolio optimization
zbMATH Keywords: perpetual bond
zbMATH Keywords: defaultable market
zbMATH Keywords: HJB equation
MaRDI profile type: Publication
full work available at URL: s10690-013-9167-2
OpenAlex ID: W3126089764
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DOI: 10.1007/S10690-013-9167-2
description: scientific article; zbMATH DE number 6209846