Optimal investment and consumption with default risk: HARA utility (Q370878): Difference between revisions

@@ Property / DOI @@
-.1007/s10690-013-9167-2
@@ Property / DOI: 10.1007/s10690-013-9167-2 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10690-013-9167-2
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@@ Property / OpenAlex ID @@
+W3126089764
@@ Property / OpenAlex ID: W3126089764 / rank @@
+Normal rank
@@ Property / cites work @@
+A GENERAL FRAMEWORK FOR PRICING CREDIT RISK
@@ Property / cites work: A GENERAL FRAMEWORK FOR PRICING CREDIT RISK / rank @@
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@@ Property / cites work @@
+Portfolio optimization with a defaultable security
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+Credit risk: Modelling, valuation and hedging
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+OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH
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+Q4794152
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+STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY
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+Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints
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+Q3996259
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+Optimal investment and consumption with transaction costs
+Normal rank
@@ Property / DOI @@
+.1007/S10690-013-9167-2
@@ Property / DOI: 10.1007/S10690-013-9167-2 / rank @@
+Normal rank