Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923): Difference between revisions
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English | Optimal portfolio and consumption rule with a CIR model under HARA utility |
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Optimal portfolio and consumption rule with a CIR model under HARA utility (English)
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10 August 2018
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CIR model
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optimal portfolios and consumption rules
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HARA utility
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Legendre transform-dual theory
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stochastic optimal control
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economic implication
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